Extends ListOfTallies to collect ANOVA variances. More...

Inheritance diagram for umontreal.ssj.mcqmctools.anova.AnovaVarianceCollector:

Public Member Functions
	AnovaVarianceCollector (Iterable< CoordinateSet > coordSets)
	Constructs an ANOVA collector for the coordinate sets `coordSets`.
void	addObserver (AnovaObserver observer)
	Add an observer, which is notified when the ANOVA variance collector is updated.
void	init ()
	Resets all collectors.
void	add (double[] vars)
	Adds an observation of ANOVA variances.
void	sort ()
	Sorts the computed variances.
Tally	getMeanCorrection ()
	Returns the mean correction collector.
Tally	getTotalVariance ()
	Returns the total variance collector.
double	getVarianceForOrder (int order)
	Returns the total variance for all projections of dimension `order`.
double	getVarianceFractionForOrder (int order)
	Returns the total variance fraction for all projections of dimension `order`.
double	getTotalVarianceForCoordinate (CoordinateSet coords)
	Returns the total variance for a specific projection or a negative number if the projection `coords` have not been analysed.
double	getTotalVarianceForCoordinate (int coord)
	Returns the total variance for all projections involving coordinate `coord`.
int	getMaxOrder ()
	Returns the maximum dimension of the projections contained in the list.
String	toString ()
	Returns a description of the ANOVA collector.
String	report ()
	Returns a report of the current state of estimation of the ANOVA variances.
Public Member Functions inherited from umontreal.ssj.stat.list.ListOfTallies< E extends Tally >
	ListOfTallies ()
	Constructs a new empty list of tallies.
	ListOfTallies (String name)
	Constructs a new empty list of tallies with name name.
int	numberObs ()
	Assuming that each tally in this list contains the same number of observations, returns the number of observations in tally 0, or 0 if this list is empty.
boolean	areAllNumberObsEqual ()
	Tests that every tally in this list contains the same number of observations.
void	average (double[] r)
	Computes the average for each tally in this list, and stores the averages in the array r.
void	variance (double[] v)
	For each tally in this list, computes the sample variance, and stores the variances into the array v.
void	standardDeviation (double[] std)
	For each tally in this list, computes the sample standard deviation, and stores the standard deviations into the array std.
double	covariance (int i, int j)
	Returns the empirical covariance of the observations in tallies with indices i and j.
double	correlation (int i, int j)
	Returns the empirical correlation between the observations in tallies with indices i and j.
void	covariance (DoubleMatrix2D c)
	Constructs and returns the sample covariance matrix for the tallies in this list.
void	correlation (DoubleMatrix2D c)
	Similar to covariance(DoubleMatrix2D) for computing the sample correlation matrix.
ListOfTallies< E >	clone ()
	Clones this object.
Public Member Functions inherited from umontreal.ssj.stat.list.ListOfStatProbes< E >
	ListOfStatProbes ()
	Constructs an empty list of statistical probes.
String	getName ()
	Returns the global name of this list of statistical probes.
void	setName (String name)
	Sets the global name of this list to name.
boolean	isModifiable ()
	Determines if this list of statistical probes is modifiable, i.e., if probes can be added or removed.
void	setUnmodifiable ()
	Forbids any future modification to this list of statistical probes.
void	init ()
	Initializes this list of statistical probes by calling umontreal.ssj.stat.StatProbe.init on each element.
void	sum (double[] s)
	For each probe in the list, computes the sum by calling umontreal.ssj.stat.StatProbe.sum, and stores the results into the array s.
void	average (double[] a)
	For each probe in this list, computes the average by calling umontreal.ssj.stat.StatProbe.average, and stores the results into the array a.
boolean	isCollecting ()
	Determines if this list of statistical probes is collecting values.
void	setCollecting (boolean c)
	Sets the status of the statistical collecting mechanism to c.
boolean	isBroadcasting ()
	Determines if this list of statistical probes is broadcasting observations to registered observers.
void	setBroadcasting (boolean b)
	Sets the status of the observation broadcasting mechanism to b.
void	addArrayOfObservationListener (ArrayOfObservationListener l)
	Adds the observation listener l to the list of observers of this list of statistical probes.
void	removeArrayOfObservationListener (ArrayOfObservationListener l)
	Removes the observation listener l from the list of observers of this list of statistical probes.
void	clearArrayOfObservationListeners ()
	Removes all observation listeners from the list of observers of this list of statistical probes.
void	notifyListeners (double[] x)
	Notifies the observation x to all registered observers if broadcasting is ON.
String	report ()
	Formats a report for each probe in the list of statistical probes.
ListOfStatProbes< E >	clone ()
	Clones this object.

Additional Inherited Members
Static Public Member Functions inherited from umontreal.ssj.stat.list.ListOfTallies< E extends Tally >
static ListOfTallies< Tally >	createWithTally (int size)
	This factory method constructs and returns a list of tallies with size instances of umontreal.ssj.stat.Tally.
static ListOfTallies< TallyStore >	createWithTallyStore (int size)
	This factory method constructs and returns a list of tallies with size instances of umontreal.ssj.stat.TallyStore.
static ListOfTallies< TallyStore >	createWithTallyStore (int size, int t)
	This factory method constructs and returns a list of tallies with size instances of umontreal.ssj.stat.TallyStore, each of size \(t\).

Detailed Description

Extends ListOfTallies to collect ANOVA variances.

Definition at line 12 of file AnovaVarianceCollector.java.

Constructor & Destructor Documentation

◆ AnovaVarianceCollector()

umontreal.ssj.mcqmctools.anova.AnovaVarianceCollector.AnovaVarianceCollector ( Iterable< CoordinateSet > coordSets )

Constructs an ANOVA collector for the coordinate sets coordSets.

Definition at line 23 of file AnovaVarianceCollector.java.

Member Function Documentation

◆ add()

void umontreal.ssj.mcqmctools.anova.AnovaVarianceCollector.add ( double[] vars )

Adds an observation of ANOVA variances.

The first size() items in vars are the observed partial variances. The last two items are respectively the observed correction to the mean and total variance.

Reimplemented from umontreal.ssj.stat.list.ListOfTallies< E extends Tally >.

Definition at line 62 of file AnovaVarianceCollector.java.