libcmaes::pli Class Reference

profile likelihood object holder as a set of points and values. More...

#include <libcmaes/pli.h>

Public Member Functions
	pli (const int &k, const int &samplesize, const int &dim, const dVec &xm, const double &fvalue, const double &fup, const double &delta)
	profile likelihood constructor
std::pair< double, double >	getMinMax (const double &fvalue, int &minindex, int &maxindex)
	find bounds around the objective function parameters for a given value of f, base on pre-computed profile likelihood points.
void	setMinMax ()
void	setErrMinMax ()
	sets the errors bounds for this profile likelihood.
double	get_err_min () const
	get lower error bound
double	get_err_max () const
	get upper error bound
int	get_k () const
int	get_samplesize () const
dVec	get_fvaluem () const
dMat	get_xm () const
double	get_min () const
double	get_max () const

Private Attributes
int	_k = -1
int	_samplesize = 0
dVec	_fvaluem
dMat	_xm
double	_min = 0.0
double	_max = 0.0
double	_errmin = 0.0
double	_errmax = 0.0
int	_minindex = -1
int	_maxindex = -1
std::vector< int >	_err
double	_fup
double	_delta

Friends
class	CMASolutions
template<class U >
class	errstats

Detailed Description

profile likelihood object holder as a set of points and values.

Constructor & Destructor Documentation

pli()

libcmaes::pli::pli ( const int &  k, const int &  samplesize, const int &  dim, const dVec &  xm, const double &  fvalue, const double &  fup, const double &  delta  )

inline

profile likelihood constructor

Parameters

k	dimension in which the profile likelihood was computed
samplesize	number of steps of the linesearch direction
dim	dimension of the objective function parameter space
xm	vector of parameters at fvalue
fvalue	the function minima around which the profile likelihood was computed
fup	the function deviation for which the profile likelihood was computed
delta	tolerance around fvalue + fup for which the profile likelihood was computed

Member Function Documentation

get_err_max()

double libcmaes::pli::get_err_max ( ) const

inline

get upper error bound

Returns

upper error bound

get_err_min()

double libcmaes::pli::get_err_min ( ) const

inline

get lower error bound

Returns

lower error bound

getMinMax()

std::pair< double, double > libcmaes::pli::getMinMax ( const double &  fvalue, int &  minindex, int &  maxindex  )

inline

find bounds around the objective function parameters for a given value of f, base on pre-computed profile likelihood points.

Parameters

fvalue	function value
minindex	index of the profile likelihood point that is the lower bound
maxindex	index of the profile likelihood point that is the upper bound

setMinMax()

void libcmaes::pli::setMinMax ( )

inline

\brie sets the bounds for this profile likelihood object based on original function value + fup

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The documentation for this class was generated from the following file:

• include/libcmaes/pli.h