Sequential Simulation, Single-Variable Case

1. template
   <
     class GeovalueIterator,
     class Neighborhood,
     class Cdf,
     class CdfEstimator,
     class MarginalCdf
   >
   inline int
   sequential_simulation(
     GeovalueIterator begin, GeovalueIterator end,
     Neighborhood& neighbors,
     Cdf& ccdf,
     CdfEstimator& estim,
     MarginalCdf& marginal
   )
   
   
   
2. template
   <
     class GeovalueIterator,
     class Neighborhood,
     class Cdf,
     class CdfEstimator,
     class MarginalCdf,
     class Sampler
   >
   inline int 
   sequential_simulation(
     GeovalueIterator begin, GeovalueIterator end,
     Neighborhood& neighbors,
     Cdf& ccdf,
     CdfEstimator& estim,
     MarginalCdf& marginal,
     Sampler& samp
   )
   
   

This function performs a sequential simulation of the range of geo-values delimited by iterators begin and end. At each location u being simulated, the neighborhood of u is retrieved and stored into neighborhood neighbors. If no neighbor is found, a new value is simulated from the marginal cumulative distribution marginal. Otherwise estim estimates a conditional cdf which is stored into ccdf and a new value is simulated by sampler.

In version 1, a new value is simulated using Monte-Carlo simulation: a probability is determined randomly and used to draw a realization from conditional cdf ccdf. The random number generator is initialized by a default (constant) value. If control over the random number generator is needed, version 2 of the algorithm should be used.

Version 2 allows to specify a way to sampler from ccdf.

The value returned is the number of problems that occured during the simulation.

Where defined

In header file <simulation.h>

Preconditions

• The range [begin,end) is a valid range.

• estim and ccdf do not conflict: if estim is designed to estimate Gaussian cdf's, ccdf should be a Gaussian cdf.

Requirements on types

• GeovalueIterator is a model of Geo-Value Iterator.
• Neighborhood is a model of Neighborhood.
• Cdf is a model of CDF.
• MarginalCdf is a model of CDF. It can be different from cdf.
• CdfEstimator is a model of Cdf Estimator.
• Sampler (in version 2) is a model of Sampler.

Example

A call to

// ...

location2d u(0,0);
geo_value2d Z(u,-99);

sequential_simulate(&Z, &Z+1,
                    neighbors, gauss_cdf,
                    gauss_cdf_estim);

//...

would simulate the single geo-value Z.