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Bentriou Mahmoud
MarkovProcesses.jl
Commits
2cc0a568
Commit
2cc0a568
authored
Feb 09, 2021
by
Bentriou Mahmoud
Browse files
small rewrite of smc function
parent
e364647f
Changes
2
Show whitespace changes
Inline
Side-by-side
core/MarkovProcesses.jl
View file @
2cc0a568
...
...
@@ -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
...
...
core/model.jl
View file @
2cc0a568
...
...
@@ -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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