GammaSurvivalFunction Struct Reference
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CPP API
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Class that defines an GammaSurvivalFunction function depending on the state age. More...
#include <state_age_function.h>
Public Member Functions | |
| ScalarType | eval (ScalarType state_age) override |
| Defines GammaSurvivalFunction depending on state_age. More... | |
| GammaSurvivalFunction (ScalarType init_shape=1, ScalarType init_location=0, ScalarType init_scale=1) | |
| Constructs a new GammaSurvivalFunction object. More... | |
| ScalarType | get_mean (ScalarType dt=1.0, ScalarType tol=1e-10) override |
| Computes the mean value of the function. More... | |
Public Member Functions inherited from mio::StateAgeFunction< ScalarType > | |
| std::unique_ptr< StateAgeFunction< ScalarType > > | clone () const |
| Clones unique pointer to a StateAgeFunction. More... | |
| ScalarType | get_distribution_parameter () const |
| Get the m_distribution_parameter object. More... | |
| ScalarType | get_location () const |
| Get the m_location object. More... | |
| ScalarType | get_scale () const |
| Get the m_scale object. More... | |
| std::string | get_state_age_function_type () const |
| Get type of StateAgeFunction, i.e.which derived class is used. More... | |
| virtual ScalarType | get_support_max (ScalarType dt, ScalarType tol=1e-10) |
| Computes the maximum of the support of the function using the time step size dt and some tolerance tol. More... | |
| StateAgeFunction< ScalarType > & | operator= (const StateAgeFunction< ScalarType > &other)=default |
| Copy assignment operator. More... | |
| StateAgeFunction< ScalarType > & | operator= (StateAgeFunction< ScalarType > &&other)=default |
| Move assignment operator. More... | |
| bool | operator== (const StateAgeFunction< ScalarType > &other) const |
| Comparison operator. More... | |
| void | set_distribution_parameter (ScalarType new_distribution_parameter) |
| Set the m_distribution_parameter object. More... | |
| void | set_location (ScalarType new_location) |
| Set the m_location object. More... | |
| void | set_scale (ScalarType new_scale) |
| Set the m_scale object. More... | |
| StateAgeFunction (const StateAgeFunction< ScalarType > &other)=default | |
| Copy constructor. More... | |
| StateAgeFunction (ScalarType init_distribution_parameter, ScalarType init_location=0, ScalarType init_scale=1) | |
| Constructs a new StateAgeFunction object. More... | |
| StateAgeFunction (StateAgeFunction< ScalarType > &&other)=default | |
| Move constructor. More... | |
| virtual | ~StateAgeFunction ()=default |
| Virtual destructor. More... | |
Protected Member Functions | |
| StateAgeFunction< ScalarType > * | clone_impl () const override |
| Implements clone for GammaSurvivalFunction. More... | |
Additional Inherited Members | |
Protected Attributes inherited from mio::StateAgeFunction< ScalarType > | |
| ScalarType | m_distribution_parameter |
| Parameter for function in derived class. More... | |
| ScalarType | m_location |
| Location parameter for function in derived class. More... | |
| ScalarType | m_mean |
| Mean value of the function. More... | |
| ScalarType | m_mean_tol |
| Tolerance for computation of the mean (initialize as not set). More... | |
| ScalarType | m_scale |
| Scale parameter for function in derived class. More... | |
| ScalarType | m_support_max |
| Maximum of the support of the function. More... | |
| ScalarType | m_support_tol |
| Tolerance for computation of the support (initialize as not set). More... | |
Detailed Description
Class that defines an GammaSurvivalFunction function depending on the state age.
A survival function is defined as 1 - cumulative density function. GammaSurvivalFunction is derived from StateAgeFunction. The shape parameter of the Gamma function is the parameter of the StateAgeFunction. If shape is an unsigned integer, the Gamma distribution simplifies to an Erlang distribution. Does not support automatic differentiation.
Constructor & Destructor Documentation
◆ GammaSurvivalFunction()
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inline |
Constructs a new GammaSurvivalFunction object.
- Parameters
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[in] init_shape Parameter shape of the GammaSurvivalFunction. For the Erlang distribution, shape has to be a positive integer. Choosing shape = 1 leads to an exponential function with parameter 1/scale. [in] init_location Location paramter to shift the GammaSurvivalFunction. Should be a positive number to fulfill characteristics of a TransitionDistribution. [in] init_scale Parameter shape of the GammaSurvivalFunction. Corresponds to the inverse of the rate parameter of a Gamma distribution.
Member Function Documentation
◆ clone_impl()
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inlineoverrideprotectedvirtual |
Implements clone for GammaSurvivalFunction.
- Returns
- Pointer to StateAgeFunction.
Implements mio::StateAgeFunction< ScalarType >.
◆ eval()
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inlineoverridevirtual |
Defines GammaSurvivalFunction depending on state_age.
- Parameters
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[in] state_age Time at which the function is evaluated.
- Returns
- Evaluation of the function at state_age.
Implements mio::StateAgeFunction< ScalarType >.
◆ get_mean()
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inlineoverridevirtual |
Computes the mean value of the function.
For the gamma distribution, the mean value is m_distribution_parameter*m_scale+m_location, where m_distribution_parameter is the shape parameter.
- Parameters
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[in] dt Time step size used for the numerical integration (unused for GammaSurvivalFunction). [in] tol The maximum support used for numerical integration is calculated using this tolerance (unused for GammaSurvivalFunction).
- Returns
- ScalarType mean value.
Reimplemented from mio::StateAgeFunction< ScalarType >.
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Public Member Functions inherited from