estfunc.cpp File Reference

Demonstration of estimating function. Optimization via simulated annealing. More...

#include <cmath>
#include <cstdlib>
#include <iostream>
#include <fstream>
#include <iomanip>
#include <ctime>
#include <cstring>
#include <vector>
#include <map>
#include "linalg.h"
#include "models.h"
#include "util.h"
#include "debug.h"
#include "gnuplot.h"
#include "siman.h"
#include "qscr.h"

Go to the source code of this file.

Functions
matrix	par (3)
double	call_estfunc (matrix const &x)
double	cubic (double x)
double	square (double x)
double	identity (double x)
double	mysqrt (double x)
double	myabs (double x)
void	setsimplex (matrix &p)
matrix	anneal (PREESTMODEL *M, SimAnneal &sa, double epsilon, unsigned steps, double starttemp, matrix startpoint)
void	parseArguments (int argc, char *argv[])
matrix	SimulateAndEstimate ()
int	main (int argc, char *argv[])
Variables
bool	extraoutput = false
long	N = 200
double	d = 1.0
long	q = 5
long	P = 20
std::string	prefix = "out"
long	s = 12345
long	l = 10
double	start_tt = 0.05
double	stop_tt = 0.0
unsigned	aiter = 200
unsigned	nosteps = 100
PREESTMODEL *	curModel
PREpointerFn *	curF
double	bestvalue

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Detailed Description

Demonstration of estimating function. Optimization via simulated annealing.

Author:

Klaus Holst

Date:

Jan 2005

Definition in file estfunc.cpp.

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