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nmonte.cpp File Reference

(Last Changed on January 24, 2022 for git-revision 74757431d83636e29cb5726a0bcd75902dacd0d9.)

#include <admodel.h>

Go to the source code of this file.

Functions

double better_rand (long int &iseed)
 Description not yet available. More...
 
dvector bounded_multivariate_cauchy (int nvar, const dvector &a1, dvector &b1, const dmatrix &_ch, long int &iseed, const double &lprob, double &log_tprob, const int &_outflag)
 
dvector bounded_multivariate_mixture (int nvar, const dvector &a1, dvector &b1, const dmatrix &_ch, long int &iseed, const double &lprob, const int &_outflag)
 
dvector bounded_multivariate_normal (int nvar, const dvector &a1, const dvector &b1, dmatrix &ch, long int &iseed)
 
dvector bounded_robust_multivariate_normal (int nvar, const dvector &a1, dvector &b1, const dmatrix &ch, const dmatrix &ch3, const dmatrix &chinv, const dmatrix &ch3inv, double contaminant, long int &iseed, const double &lprob, const double &_lprob3, double &log_tprob, const int &_outflag)
 
double cumd_mixture (const double &x)
 
double cumd_mixture_02 (const double &x)
 
double cumd_norm (const double &x)
 Culative normal distribution; constant objects. More...
 
void generate_actual_multivariate (int nvar, const dvector &a, const dvector &b, const dmatrix &ch, long int &iseed, const double &lprob, const dvector &w)
 
void generate_actual_multivariate_cauchy (int nvar, const dvector &a, const dvector &b, dmatrix &ch, long int &iseed, const double &lprob, const dvector &w)
 
void generate_actual_multivariate_mixture (int nvar, const dvector &a, const dvector &b, dmatrix &ch, long int &iseed, const double &lprob, const dvector &w)
 
void generate_virtual_multivariate (int nvar, const dvector &a, const dvector &b, const dmatrix &ch, const double &lprob, const dvector &eps)
 
void get_bounded_cauchy (double x1, double x2, const double &y, const double &density, long int &iseed)
 
void get_bounded_mixture (double x1, double x2, const double &y, const double &density, long int &iseed)
 
void get_bounded_normal (double x1, double x2, const double &y, const double &density, long int &iseed)
 
void get_bounded_normal_virtual (double x1, double x2, const double &_y, double &_log_density)
 
double inv_cumd_mixture (const double &zz)
 
double inv_cumd_mixture_02 (const double &zz)
 
double inv_cumd_norm (const double &x)
 Description not yet available. More...
 
double inv_cumd_norm_ln (const double &x)
 
double inv_cumd_norms (const double &x)
 
double ln_normal_tail (const double &x)
 
double ln_normal_tail_left (const double &x)
 
double ln_normal_tail_right (const double &x)
 
double log_likelihood_mixture (const double &x)
 
double log_likelihood_mixture_02 (const double &x)
 

Function Documentation

double better_rand ( long int &  idum)

Description not yet available.

Author: David Fournier Copyright (c) 2008-2012 Regents of the University of California.

Parameters

Definition at line 18 of file bet_rand.cpp.

dvector bounded_multivariate_cauchy ( int  nvar,
const dvector &  a1,
dvector &  b1,
const dmatrix &  _ch,
long int &  iseed,
const double &  lprob,
double &  log_tprob,
const int &  _outflag 
)

Definition at line 97 of file nmonte.cpp.

dvector bounded_multivariate_mixture ( int  nvar,
const dvector &  a1,
dvector &  b1,
const dmatrix &  _ch,
long int &  iseed,
const double &  lprob,
const int &  _outflag 
)

Definition at line 148 of file nmonte.cpp.

dvector bounded_multivariate_normal ( int  nvar,
const dvector &  a1,
const dvector &  b1,
dmatrix &  ch,
long int &  iseed 
)
dvector bounded_robust_multivariate_normal ( int  nvar,
const dvector &  a1,
dvector &  b1,
const dmatrix &  ch,
const dmatrix &  ch3,
const dmatrix &  chinv,
const dmatrix &  ch3inv,
double  contaminant,
long int &  iseed,
const double &  lprob,
const double &  _lprob3,
double &  log_tprob,
const int &  _outflag 
)

Definition at line 47 of file nmonte.cpp.

double cumd_mixture ( const double &  x)

Definition at line 529 of file nmonte.cpp.

Referenced by get_bounded_mixture().

double cumd_mixture_02 ( const double &  x)

Definition at line 517 of file nmonte.cpp.

void generate_actual_multivariate ( int  nvar,
const dvector &  a,
const dvector &  b,
const dmatrix &  ch,
long int &  iseed,
const double &  lprob,
const dvector &  w 
)

Definition at line 197 of file nmonte.cpp.

Referenced by bounded_robust_multivariate_normal().

void generate_actual_multivariate_cauchy ( int  nvar,
const dvector &  a,
const dvector &  b,
dmatrix &  ch,
long int &  iseed,
const double &  lprob,
const dvector &  w 
)

Definition at line 118 of file nmonte.cpp.

Referenced by bounded_multivariate_cauchy().

void generate_actual_multivariate_mixture ( int  nvar,
const dvector &  a,
const dvector &  b,
dmatrix &  ch,
long int &  iseed,
const double &  lprob,
const dvector &  w 
)

Definition at line 167 of file nmonte.cpp.

Referenced by bounded_multivariate_mixture().

void generate_virtual_multivariate ( int  nvar,
const dvector &  a,
const dvector &  b,
const dmatrix &  ch,
const double &  lprob,
const dvector &  eps 
)

Definition at line 227 of file nmonte.cpp.

Referenced by bounded_robust_multivariate_normal().

void get_bounded_cauchy ( double  x1,
double  x2,
const double &  y,
const double &  density,
long int &  iseed 
)

Definition at line 254 of file nmonte.cpp.

Referenced by generate_actual_multivariate_cauchy().

void get_bounded_mixture ( double  x1,
double  x2,
const double &  y,
const double &  density,
long int &  iseed 
)

Definition at line 274 of file nmonte.cpp.

Referenced by generate_actual_multivariate_mixture().

void get_bounded_normal ( double  x1,
double  x2,
const double &  y,
const double &  density,
long int &  iseed 
)

Definition at line 298 of file nmonte.cpp.

Referenced by generate_actual_multivariate().

void get_bounded_normal_virtual ( double  x1,
double  x2,
const double &  _y,
double &  _log_density 
)

Definition at line 336 of file nmonte.cpp.

Referenced by generate_virtual_multivariate().

double inv_cumd_mixture ( const double &  zz)

Definition at line 556 of file nmonte.cpp.

Referenced by get_bounded_mixture(), and inv_cumd_mixture().

double inv_cumd_mixture_02 ( const double &  zz)

Definition at line 609 of file nmonte.cpp.

Referenced by inv_cumd_mixture_02().

double inv_cumd_norm ( const double &  x)

Description not yet available.

$Id$

Parameters

Definition at line 78 of file cumdist.cpp.

double inv_cumd_norm_ln ( const double &  x)

Definition at line 444 of file nmonte.cpp.

Referenced by get_bounded_normal().

double inv_cumd_norms ( const double &  x)
double ln_normal_tail ( const double &  x)

Definition at line 368 of file nmonte.cpp.

Referenced by get_bounded_normal(), and get_bounded_normal_virtual().

double ln_normal_tail_left ( const double &  x)

Definition at line 374 of file nmonte.cpp.

Referenced by ln_normal_tail().

double ln_normal_tail_right ( const double &  x)

Definition at line 385 of file nmonte.cpp.

Referenced by ln_normal_tail(), and ln_normal_tail_left().

double log_likelihood_mixture ( const double &  x)

Definition at line 540 of file nmonte.cpp.

Referenced by get_bounded_mixture().

double log_likelihood_mixture_02 ( const double &  x)

Definition at line 548 of file nmonte.cpp.

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