MonteCarloIntegrator.java

package umontreal.ssj.mcqmctools.anova;
 
import umontreal.ssj.rng.RandomStream;
import umontreal.ssj.hups.PointSetIterator;
import umontreal.ssj.stat.Tally;
import umontreal.ssj.stat.list.ListOfTallies;
import umontreal.ssj.mcqmctools.*;
 
public class MonteCarloIntegrator extends MonteCarloSampler implements RandomIntegrator {
 
   // internal tallies, to be allocated only once, and only if needed
   protected Tally statValue = null;
   protected ListOfTallies<Tally> statValueList = null;
 
   public MonteCarloIntegrator(int samples) {
      super(samples);
   }
 
   public MonteCarloIntegrator(int samples, RandomStream stream) {
      super(samples, stream);
   }

   public int getNumPoints() {
      return getNumSamples();
   }

   public int getTotalSimulations() {
      return getNumSamples();
   }

   public void integrate(MonteCarloModelDouble model, Tally statValue) {
 
      boolean isPointSet = (stream instanceof PointSetIterator);
 
      for (int i = 0; i < nSamples; i++) {
         model.simulate(stream);
         statValue.add(model.getPerformance());
         if (isPointSet)
            ((PointSetIterator) stream).resetToNextPoint();
      }
   }

   public double integrate(MonteCarloModelDouble model) {
      if (statValue == null)
         this.statValue = new Tally();
      else
         statValue.init();
      integrate(model, statValue);
      return statValue.average();
   }

   public void integrate(MonteCarloModel<double[]> model, ListOfTallies<? extends Tally> statValue) {
 
      boolean isPointSet = (stream instanceof PointSetIterator);
 
      for (int i = 0; i < nSamples; i++) {
         model.simulate(stream);
         statValue.add(model.getPerformance());
         if (isPointSet)
            ((PointSetIterator) stream).resetToNextPoint();
      }
   }

   public void integrate(MonteCarloModel<double[]> model, double[] values) {
      if (statValueList == null || statValueList.size() != values.length)
         this.statValueList = ListOfTallies.createWithTally(values.length);
      else
         statValueList.init();
      integrate(model, statValueList);
      statValueList.average(values);
   }
 
   @Override
   public String toString() {
      String s = "Monte Carlo Integrator [samples=" + getNumSamples() + "]";
      if (getStream() != null)
         s += " [stream=" + getStream().getClass().getSimpleName() + "]";
      return s;
   }
}