CNLREF, CNLREG -- Evaluation by LRE

SYNOPSIS

#include <CNCL/LREF.h> Distribution Function F(x)

#include <CNCL/LREG.h> Complementary Distribution Function G(x)

TYPE

CN_LREF

CN_LREG

BASE CLASSES

CNStatistics

DERIVED CLASSES

None

RELATED CLASSES

None

DESCRIPTION

The CNLREF and CNLREG classes provide the statistical evaluation of random sequences by the LRE algorithm. Results are the distribution (d.f.) and the complementary distribution function (c.d.f.) respectively, the local correlation coefficient, and the error of each discovered point. The simulation run time is controlled by a predefined maximum error regarding to the local correlation of the input values. For further information refer to "Effective Control of Simulation Runs by a New Algorithm for Correlated Random Sequences" by F. Schreiber, AEUe Vol. 42, pp. 347-354, 1988.

Constructors:

CNLREF( CNParam * param );

CNLREF( double MIN=0.01, double MAX=0.99, double MAX_ERR=0.05, int LEVEL=100,

Scale SCALE=CNLRE::LIN, int MAXSORT= 0, const char* NAME = NIL, const char* TEXT = NIL);

Initializes a CNLREF evaluation.
Parameters:

MIN, MAX

limits of d.f. and c.d.f respectively

MAX_ERR

maximum error of d.f. and d.f respectively

LEVEL

number of levels

SCALE

scale of ordinate (CNLRE::LIN or CNLRE::LOG)

MAXSORT

maximum size of an internal sort array

NAME

allows to name the evaluation.

TEXT

a short explanation of the evaluation.

CNLREG( CNParam * param )

CNLREG( double MIN=0.01, double MAX=0.99, double MAX_ERR=0.05, int LEVEL=100,

Scale SCALE=LIN, int MAXSORT= 0, const char* NAME = NIL, const char* TEXT = NIL)

Initializes a CNLREG evaluation. The parameters are the same as described above.

In addition to the member functions required by CNCL and CNStatistics, CNLREF and CNLREG provide:

void set_base(double b);

Set base for conditional probablity.

void change_error(double ne);

Change desired error during simulation.

long min_index() const;

long max_index() const;

Return start and end of result arrary. Should be used together with get_result() to acquire online evaluation during simulation.

const CNLRE::resultline *get_result(long lev);

Can be used to acquire online (preliminary) results of the LRE[FG] during simulation. The parameter lev must be in the range min_index to max_index. A result line is a structs with the members x, vf -- holds F- or G-value ---, rho, sigrho, d -- the relative error -- and nx -- the number of exact hits of x.

double cur_x_lev() const;

Returns the x-level currently calculated.

double cur_f_lev();

double cur_g_lev();

These return the current F- resp. G-level in calculation.

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