MonteCarloSampler.java

package umontreal.ssj.mcqmctools.anova;
 
import umontreal.ssj.stat.Tally;
import umontreal.ssj.rng.RandomStream;
import umontreal.ssj.hups.PointSetIterator;
import umontreal.ssj.mcqmctools.*;

public class MonteCarloSampler implements RandomSampler {
 
   protected int nSamples;
   protected RandomStream stream;
 
   public MonteCarloSampler(int nSamples) {
      this.nSamples = nSamples;
   }
 
   public MonteCarloSampler(int nSamples, RandomStream stream) {
      this.nSamples = nSamples;
      this.stream = stream;
   }

   public RandomStream getStream() {
      return stream;
   }

   public int getNumSimulationsPerSample() {
      return 1;
   }

   public int getNumSamples() {
      return nSamples;
   }

   public void setNumSamples(int nSamples) {
      this.nSamples = nSamples;
   }

   public void setStream(RandomStream stream) {
      this.stream = stream;
   }

   public <E> void simulateRuns(MonteCarloModel<? extends E> model, ObservationCollector<E> collector) {
 
      PointSetIterator psit = null;
      if (stream instanceof PointSetIterator)
         psit = (PointSetIterator) stream;
 
      for (int i = 0; i < nSamples; i++) {
         model.simulate(stream);
         collector.observe(model.getPerformance());
         if (psit != null)
            psit.resetToNextPoint();
      }
   }

   public void simulateRuns(MonteCarloModelDouble model, Tally collector) {
 
      boolean isPointSet = (stream instanceof PointSetIterator);
 
      for (int i = 0; i < nSamples; i++) {
         model.simulate(stream);
         collector.add(model.getPerformance());
         if (isPointSet)
            ((PointSetIterator) stream).resetToNextPoint();
      }
   }
 
   @Override
   public String toString() {
      String s = "Monte Carlo Sampler [samples=" + getNumSamples() + "]";
      if (getStream() != null)
         s += " [stream=" + getStream().getClass().getSimpleName() + "]";
      return s;
   }
}