RQMCSampler.java

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

public class RQMCSampler implements RandomSampler {
 
   protected RQMCPointSet points;
 
   public RQMCSampler(RQMCPointSet points, RandomStream stream) {
      this.points = points;
      setStream(stream);
   }
 
   public RQMCSampler(RQMCPointSet points) {
      this.points = points;
   }

   public RQMCPointSet getRQMCPointSet() {
      return points;
   }

   public RandomStream getStream() {
      return points.getRandomization().getStream();
   }

   public void setStream(RandomStream stream) {
      points.getRandomization().setStream(stream);
   }

   public int getNumSimulationsPerSample() {
      return 1;
   }

   public int getNumSamples() {
      return points.getPointSet().getNumPoints();
   }

   public <E> void simulateRuns(MonteCarloModel<? extends E> model, ObservationCollector<E> collector) {
      randomize();
      for (PointSetIterator it = points.iterator(); it.hasNextPoint(); it.resetToNextPoint()) {
         model.simulate(it);
         collector.observe(model.getPerformance());
      }
   }

   public void simulateRuns(MonteCarloModelDouble model, Tally collector) {
      randomize();
      for (PointSetIterator it = points.iterator(); it.hasNextPoint(); it.resetToNextPoint()) {
         model.simulate(it);
         collector.add(model.getPerformance());
      }
   }
 
   @Override
   public String toString() {
      return "RQMC Sampler [points=" + points.getPointSet().getNumPoints() + "]" + " [dimension="
            + points.getPointSet().getDimension() + "]" + " [pointset="
            + points.getPointSet().getClass().getSimpleName() + "]" + " [randomization="
            + points.getRandomization().getClass().getSimpleName() + "]";
   }

   protected void randomize() {
      points.randomize();
      if (getStream() instanceof PointSetIterator)
         ((PointSetIterator) getStream()).resetToNextPoint();
   }
}