nmonte.cpp File Reference

(* $Id$)

#include <admodel.h>

Go to the source code of this file.

Functions
double	better_rand (long int &iseed)
	Description not yet available.
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.
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.
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.

Parameters:

Definition at line 21 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.