From 2cc0a568ef734817b738e1e38ad6518050faf531 Mon Sep 17 00:00:00 2001
From: Mahmoud Bentriou <mahmoud.bentriou@centralesupelec.fr>
Date: Tue, 9 Feb 2021 21:57:10 +0100
Subject: [PATCH] small rewrite of smc function
---
core/MarkovProcesses.jl | 3 ++-
core/model.jl | 3 ++-
2 files changed, 4 insertions(+), 2 deletions(-)
diff --git a/core/MarkovProcesses.jl b/core/MarkovProcesses.jl
index 54ff8a2..a1746b8 100644
--- a/core/MarkovProcesses.jl
+++ b/core/MarkovProcesses.jl
@@ -29,7 +29,8 @@ export get_index, get_value, length_var, isaccepted
# Model related methods
export simulate, volatile_simulate
-export distribute_mean_value_lha, mean_value_lha, distribute_prob_accept_lha, probability_var_value_lha, smc_chernoff
+export distribute_mean_value_lha, mean_value_lha, distribute_prob_accept_lha, probability_var_value_lha
+export number_simulations_smc_chernoff, smc_chernoff
export set_param!, set_x0!, set_time_bound!, set_observed_var!, observe_all!
export get_param, get_x0, getproperty, get_proba_model, get_observed_var
export isbounded, isaccepted, check_consistency
diff --git a/core/model.jl b/core/model.jl
index 4b33561..9a99225 100644
--- a/core/model.jl
+++ b/core/model.jl
@@ -402,9 +402,10 @@ function probability_var_value_lha(sm::SynchronizedModel, nbr_sim::Int;
return sum_val / nbr_sim
end
+number_simulations_smc_chernoff(approx::Float64, conf::Float64) = log(2/(1-conf)) / (2*approx^2)
function smc_chernoff(sm::SynchronizedModel; approx::Float64 = 0.01, confidence::Float64 = 0.99)
@assert sm.automaton.name in ["F property", "G property", "G and F property"]
- nbr_sim = log(2/(1-confidence)) / (2*approx^2)
+ nbr_sim = number_simulations_smc_chernoff(approx, confidence)
nbr_sim = convert(Int, trunc(nbr_sim)+1)
return probability_var_value_lha(sm, nbr_sim)
end
--
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