Anova.java

package umontreal.ssj.mcqmctools.anova;
 
// import umontreal.ssj.rng.RandomStream;
// import umontreal.ssj.hups.RQMCPointSet;
// import umontreal.ssj.mcqmctools.*;
// import umontreal.ssj.mcqmctools.anova.*;

public class Anova {
 
   protected int maxOrder = Integer.MAX_VALUE;
   protected int maxCoordinate = Integer.MAX_VALUE;
 
   protected RandomIntegrator innerIntegrator;
   protected Integrator outerIntegrator;
 
   public Anova(Integrator outerIntegrator, RandomIntegrator innerIntegrator) {
      this.outerIntegrator = outerIntegrator;
      this.innerIntegrator = innerIntegrator;
   }
 
   public Anova() {
      this(null, null);
   }

   public void setOuterIntegrator(Integrator integrator) {
      this.outerIntegrator = integrator;
   }

   public void setInnerIntegrator(RandomIntegrator integrator) {
      this.innerIntegrator = integrator;
   }

   public void setMaxCoordinate(int maxCoordinate) {
      this.maxCoordinate = maxCoordinate;
   }

   public void setMaxOrder(int maxOrder) {
      this.maxOrder = maxOrder;
   }

   public AnovaVarianceCollector estimate(MonteCarloModelDoubleRQMC model, double approxMean) {
      return estimate(model, approxMean, null);
   }

   public AnovaVarianceCollector estimate(MonteCarloModelDoubleRQMC model, double approxMean, AnovaObserver observer) {
 
      int dimension = Math.min(maxCoordinate + 1, model.getDimension());
 
      AnovaVarianceEstimator varEstimator = new AnovaVarianceEstimator();
      varEstimator.setModel(model, approxMean);
      varEstimator.setCoordinates(CoordinateSetLong.allCoordinates(dimension), maxOrder);
      varEstimator.setIntegrator(innerIntegrator);
 
      AnovaVarianceCollector varCollector = new AnovaVarianceCollector(varEstimator.getCoordinateSets());
      if (observer != null)
         varCollector.addObserver(observer);
 
      outerIntegrator.integrate(varEstimator, varCollector);
      varCollector.sort();
 
      return varCollector;
   }
 
   @Override
   public String toString() {
      String s = "ANOVA";
      if (maxCoordinate < Integer.MAX_VALUE)
         s += " [maxCoordinate=" + maxCoordinate + "]";
      if (maxOrder < Integer.MAX_VALUE)
         s += " [maxOrder=" + maxOrder + "]";
      if (outerIntegrator != null) {
         s += umontreal.ssj.util.PrintfFormat.NEWLINE;
         s += "  Outer Integrator:";
         s += umontreal.ssj.util.PrintfFormat.NEWLINE;
         s += "    " + outerIntegrator;
      }
      if (innerIntegrator != null) {
         s += umontreal.ssj.util.PrintfFormat.NEWLINE;
         s += "  Inner Integrator:";
         s += umontreal.ssj.util.PrintfFormat.NEWLINE;
         s += "    " + innerIntegrator;
      }
 
      return s;
   }
}