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SSJ
3.3.1
Stochastic Simulation in Java
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This class computes the same discrepancy in [84] (eq. More...
Public Member Functions | |
| DiscShiftBaker1Lattice (double[][] points, int n, int s) | |
Constructor with the \(n\) points points[i] in \(s\) dimensions, and with all weights \(\gamma_r =1\). More... | |
| DiscShiftBaker1Lattice (double[][] points, int n, int s, double[] gamma) | |
Constructor with the \(n\) points points[i] in \(s\) dimensions, with weights \(\gamma_r = \) gamma[r-1]. More... | |
| DiscShiftBaker1Lattice (int n, int s, double[] gamma) | |
The number of points is \(n\), the dimension \(s\), and the \(s\) weight factors are gamma[ \(r\)], \(r = 0, 1, …, (s-1)\). More... | |
| DiscShiftBaker1Lattice (Rank1Lattice set) | |
Constructor with the point set set. More... | |
| DiscShiftBaker1Lattice () | |
| Empty constructor. More... | |
| double | compute (double[][] points, int n, int s) |
Computes the discrepancy ( shiftBaker1lat ) for the \(s\)-dimensional points of lattice points, containing \(n\) points. More... | |
| double | compute (double[][] points, int n, int s, double[] gamma) |
Computes the discrepancy ( shiftBaker1lat ) for the \(s\)-dimensional points of lattice points, containing \(n\) points, with weights \(\gamma_r = \) gamma[r-1]. | |
| double | compute (double[] T, int n) |
| Computes the discrepancy ( shiftBaker1latdim1 ) with weight \(\gamma=1\) for the 1-dimensional lattice of \(n\) points \(T\). | |
| double | compute (double[] T, int n, double gamma) |
Computes the discrepancy ( shiftBaker1latdim1 ) for the 1-dimensional lattice of \(n\) points \(T\), with weight \(\gamma=\) gamma. | |
Public Member Functions inherited from DiscShiftBaker1 | |
| DiscShiftBaker1 (double[][] points, int n, int s) | |
Constructor with the \(n\) points points[i] in \(s\) dimensions, with all the weights \(\gamma_r = 1\). More... | |
| DiscShiftBaker1 (double[][] points, int n, int s, double[] gamma) | |
Constructor with the \(n\) points points[i] in \(s\) dimensions, with weights \(\gamma_r = \) gamma[r-1]. More... | |
| DiscShiftBaker1 (int n, int s, double[] gamma) | |
The number of points is \(n\), the dimension \(s\), and the \(s\) weight factors are gamma[ \(r\)], \(r = 0, 1, …, (s-1)\). More... | |
| DiscShiftBaker1 (PointSet set) | |
Constructor with the point set set. More... | |
| DiscShiftBaker1 () | |
| Empty constructor. More... | |
| double | compute (double[][] points, int n, int s) |
Computes the discrepancy ( baker1 ) for the \(s\)-dimensional points of set points, containing \(n\) points. More... | |
| double | compute (double[][] points, int n, int s, double[] gamma) |
Computes the discrepancy ( baker1 ) for the first \(n\) points of points in dimension \(s\) and with weight \(\gamma_r = \) gamma[r-1]. | |
| double | compute (double[] T, int n) |
| Computes the discrepancy ( baker1dim1 ) for the first \(n\) points of \(T\) in 1 dimension, with weight \(\gamma= 1\). | |
| double | compute (double[] T, int n, double gamma) |
Computes the discrepancy ( baker1dim1 ) for the first \(n\) points of \(T\) in 1 dimension, with weight \(\gamma=\) gamma. | |
Public Member Functions inherited from Discrepancy | |
| Discrepancy (double[][] points, int n, int s) | |
Constructor with the \(n\) points points[i] in \(s\) dimensions. More... | |
| Discrepancy (double[][] points, int n, int s, double[] gamma) | |
Constructor with the \(n\) points points[i] in \(s\) dimensions and the \(s\) weight factors gamma[ \(j\)], \(j = 0, 1, …, (s-1)\). More... | |
| Discrepancy (int n, int s, double[] gamma) | |
The number of points is \(n\), the dimension \(s\), and the \(s\) weight factors are gamma[ \(j\)], \(j = 0, 1, …, (s-1)\). More... | |
| Discrepancy (PointSet set) | |
Constructor with the point set set. More... | |
| Discrepancy () | |
| Empty constructor. More... | |
| double | compute () |
| Computes the discrepancy of all the points in maximal dimension (dimension of the points). | |
| double | compute (int s) |
| Computes the discrepancy of all the points in dimension \(s\). | |
| double | compute (double[][] points, int n, int s, double[] gamma) |
Computes the discrepancy of the first n points of points in dimension s with weights gamma. | |
| abstract double | compute (double[][] points, int n, int s) |
Computes the discrepancy of the first n points of points in dimension s with weights \(=1\). | |
| double | compute (double[][] points) |
Computes the discrepancy of all the points of points in maximum dimension. More... | |
| double | compute (double[] T, int n) |
Computes the discrepancy of the first n points of T in 1 dimension. More... | |
| double | compute (double[] T) |
Computes the discrepancy of all the points of T in 1 dimension. More... | |
| double | compute (double[] T, int n, double gamma) |
Computes the discrepancy of the first n points of T in 1 dimension with weight gamma. | |
| double | compute (PointSet set, double[] gamma) |
Computes the discrepancy of all the points in set in the same dimension as the point set and with weights gamma. | |
| double | compute (PointSet set) |
Computes the discrepancy of all the points in set in the same dimension as the point set. More... | |
| int | getNumPoints () |
| Returns the number of points \(n\). | |
| int | getDimension () |
| Returns the dimension of the points \(s\). | |
| void | setPoints (double[][] points, int n, int s) |
Sets the points to points and the dimension to \(s\). More... | |
| void | setPoints (double[][] points) |
Sets the points to points. More... | |
| void | setGamma (double[] gam, int s) |
Sets the weight factors to gam for each dimension up to \(s\). | |
| double [] | getGamma () |
Returns the weight factors gamma for each dimension up to \(s\). | |
| String | toString () |
| Returns the parameters of this class. | |
| String | formatPoints () |
| Returns all the points of this class. | |
| String | getName () |
| Returns the name of the Discrepancy. | |
Static Package Attributes | |
| static final double | TRENTEUN24 = 31.0/24.0 |
| static final double | SEPT24 = 7.0/24.0 |
Static Package Attributes inherited from Discrepancy | |
| static final double | UNSIX = 1.0/6.0 |
| static final double | QUARAN = 1.0/42.0 |
| static final double | UNTRENTE = 1.0 / 30.0 |
| static final double | DTIERS = 2.0 / 3.0 |
| static final double | STIERS = 7.0 / 3.0 |
| static final double | QTIERS = 14.0 / 3.0 |
Additional Inherited Members | |
Static Public Member Functions inherited from Discrepancy | |
| static double [][] | toArray (PointSet set) |
Returns all the \(n\) points ( \(s\)-dimensional) of umontreal.ssj.hups.PointSet set as an array points[ \(n\)][ \(s\)]. | |
| static DoubleArrayList | sort (double[] T, int n) |
| Sorts the first \(n\) points of \(T\). More... | |
Protected Member Functions inherited from Discrepancy | |
| void | appendGamma (StringBuffer sb, double[] gamma, int s) |
Static Protected Member Functions inherited from DiscShiftBaker1 | |
| static double [] | setC (double gam) |
| static void | setC (double[] C1, double[] C2, double[] C3, double[] gam, int s) |
Static Protected Member Functions inherited from Discrepancy | |
| static void | setONES (int s) |
Protected Attributes inherited from Discrepancy | |
| double [] | gamma |
| double [][] | Points |
| int | dim |
| int | numPoints |
Static Protected Attributes inherited from Discrepancy | |
| static double [] | ONES = { 1 } |
This class computes the same discrepancy in [84] (eq.
16) for the randomly shifted points of a set \(\mathcal{L}\) as given in eq. ( baker1 ) for class DiscShiftBaker1, but for the special case when the points are the nodes of an integration lattice. It is given by
\begin{align} [\mathcal{D}(\mathcal{L})]^2 & = -1 + \frac{1}{n} \sum_{i=1}^n \prod_{r=1}^s \left[1 - \frac{4\gamma_r^2}{3} \left[B_4(x_{ir}) - B_4(\{x_{ir}-1/2\})\right]\right. - \nonumber \\ & \frac{\gamma_r^4}{9} \left[7B_4(x_{ir}) - 2B_4(\{x_{ir}-1/2\})\right] \left. {} - \frac{16\gamma_r^4}{45} \left[B_6(x_{ir}) -B_6(\{x_{ir}-1/2\})\right] \right], \tag{shiftBaker1lat} \end{align}
where \(n\) is the number of points of \(\mathcal{L}\), \(s\) is the dimension of the points, \(x_{ir}\) is the \(r\)-th coordinate of point \(i\), and the \(\gamma_r\) are arbitrary positive weights. The \(B_{\alpha}(x)\) are the Bernoulli polynomials [1] (chap. 23) of degree \(\alpha\). The discrepancy is much faster to calculate for a lattice than for a general point set. For a 1-dimensional lattice, the discrepancy becomes
\begin{align} [\mathcal{D}(\mathcal{L})]^2 & = - \frac{1}{n} \sum_{i=1}^n \left[\frac{4\gamma^2}{3} \left[B_4(x_i) - B_4(\{x_i-1/2\})\right]\right. + \nonumber \\ & \frac{\gamma^4}{9} \left[7B_4(x_i) - 2B_4(\{x_i-1/2\})\right] \left. {} + \frac{16\gamma^4}{45} \left[B_6(x_i) -B_6(\{x_i-1/2\})\right] \right], \tag{shiftBaker1latdim1} \end{align}
| DiscShiftBaker1Lattice | ( | double | points[][], |
| int | n, | ||
| int | s | ||
| ) |
Constructor with the \(n\) points points[i] in \(s\) dimensions, and with all weights \(\gamma_r =1\).
points[i][r] is the r-th coordinate of point i. Indices i and r start at 0.
| DiscShiftBaker1Lattice | ( | double | points[][], |
| int | n, | ||
| int | s, | ||
| double [] | gamma | ||
| ) |
Constructor with the \(n\) points points[i] in \(s\) dimensions, with weights \(\gamma_r = \) gamma[r-1].
points[i][r] is the r-th coordinate of point i. Indices i and r start at 0.
| DiscShiftBaker1Lattice | ( | int | n, |
| int | s, | ||
| double [] | gamma | ||
| ) |
The number of points is \(n\), the dimension \(s\), and the \(s\) weight factors are gamma[ \(r\)], \(r = 0, 1, …, (s-1)\).
The \(n\) points will be chosen later.
Constructor with the point set set.
All the points are copied in an internal array.
Empty constructor.
The points and parameters must be defined before calling methods of this class.
| double compute | ( | double | points[][], |
| int | n, | ||
| int | s | ||
| ) |
Computes the discrepancy ( shiftBaker1lat ) for the \(s\)-dimensional points of lattice points, containing \(n\) points.
All weights \(\gamma_r = 1\).
1.8.14