SSJ  3.3.1
Stochastic Simulation in Java
Public Member Functions | Protected Attributes | List of all members
Anova Class Reference

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

Collaboration diagram for Anova:
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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.


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