Anova Class Reference

This class automates the process of replicating estimators of the ANOVA variances. More...

Collaboration diagram for Anova:

Public Member Functions
	Anova (Integrator outerIntegrator, RandomIntegrator innerIntegrator)
void	setOuterIntegrator (Integrator integrator)
	Sets the outer integrator from which provides a RandomStream to the randomization of the inner integrator. More...
void	setInnerIntegrator (RandomIntegrator integrator)
	Sets the inner integrator which is used to generate one random estimation of the ANOVA variances at a time.
void	setMaxCoordinate (int maxCoordinate)
	Sets the maximum coordinate index to consider.
void	setMaxOrder (int maxOrder)
	Sets the maximum projection order to consider.
AnovaVarianceCollector	estimate (MonteCarloModelDoubleRQMC model, double approxMean)
	Produces multiple replicates of the ANOVA variance estimators. More...
AnovaVarianceCollector	estimate (MonteCarloModelDoubleRQMC model, double approxMean, AnovaObserver observer)
	Produces multiple replicates of the ANOVA variance estimators. More...
String	toString ()

Protected Attributes
int	maxOrder = Integer.MAX_VALUE
int	maxCoordinate = Integer.MAX_VALUE
RandomIntegrator	innerIntegrator
Integrator	outerIntegrator

Detailed Description

This class automates the process of replicating estimators of the ANOVA variances.

For more flexibility, use the AnovaVarianceEstimator class.

Member Function Documentation

estimate() [1/2]

AnovaVarianceCollector estimate	(	MonteCarloModelDoubleRQMC	model,
		double	approxMean
	)

Produces multiple replicates of the ANOVA variance estimators.

Equivalent to estimate(model, approxMean, null)

estimate() [2/2]

AnovaVarianceCollector estimate	(	MonteCarloModelDoubleRQMC	model,
		double	approxMean,
		AnovaObserver	observer
	)

Produces multiple replicates of the ANOVA variance estimators.

The number of replicates is determined by the number of points in the outer integrator. Best precision is achieved when the mean value of the model is close to approxMean.

setOuterIntegrator()

void setOuterIntegrator

(

Integrator

integrator

)

Sets the outer integrator from which provides a RandomStream to the randomization of the inner integrator.

The number of points in the outer integrator corresponds to the number of replications of the ANOVA variance estimators.

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The documentation for this class was generated from the following file:

• Anova.java