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

Public Member Functions
void	setOuterIntegrator (Integrator integrator)
	Sets the outer integrator from which provides a RandomStream to the randomization of the inner integrator.
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.
AnovaVarianceCollector	estimate (MonteCarloModelDoubleRQMC model, double approxMean, AnovaObserver observer)
	Produces multiple replicates of the ANOVA variance estimators.

Detailed Description

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

For more flexibility, use the AnovaVarianceEstimator class.

Definition at line 15 of file Anova.java.

Member Function Documentation

◆ estimate() [1/2]

AnovaVarianceCollector umontreal.ssj.mcqmctools.anova.Anova.estimate	(	MonteCarloModelDoubleRQMC	model,
		double	approxMean )

Produces multiple replicates of the ANOVA variance estimators.

Equivalent to estimate(model, approxMean, null)

Definition at line 74 of file Anova.java.

◆ estimate() [2/2]

AnovaVarianceCollector umontreal.ssj.mcqmctools.anova.Anova.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.

Definition at line 86 of file Anova.java.

◆ setInnerIntegrator()

void umontreal.ssj.mcqmctools.anova.Anova.setInnerIntegrator ( RandomIntegrator integrator )

Sets the inner integrator which is used to generate one random estimation of the ANOVA variances at a time.

Definition at line 48 of file Anova.java.

◆ setMaxCoordinate()

void umontreal.ssj.mcqmctools.anova.Anova.setMaxCoordinate ( int maxCoordinate )

Sets the maximum coordinate index to consider.

Definition at line 56 of file Anova.java.

◆ setMaxOrder()

void umontreal.ssj.mcqmctools.anova.Anova.setMaxOrder ( int maxOrder )

Sets the maximum projection order to consider.

Definition at line 64 of file Anova.java.

◆ setOuterIntegrator()

void umontreal.ssj.mcqmctools.anova.Anova.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.

Definition at line 39 of file Anova.java.

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

src/main/java/umontreal/ssj/mcqmctools/anova/Anova.java

SSJ API Documentation Stochastic Simulation in Java

Public Member Functions