AnovaVarianceEstimator Class Reference

ANOVA variance estimator. More...

Inheritance diagram for AnovaVarianceEstimator:

Collaboration diagram for AnovaVarianceEstimator:

Public Member Functions
MonteCarloModelDouble	getModel ()
double	getApproximateMean ()
void	setModel (MonteCarloModelDoubleRQMC model, double approxMean)
Integrator	getIntegrator ()
void	setIntegrator (RandomIntegrator integrator)
	Sets the integrator. More...
List< CoordinateSet >	getCoordinateSets ()
	Returns the list of coordinate sets under consideration.
void	setCoordinates (List< CoordinateSet > coordSets)
	Set the coordinate sets to consider to coordSets.
void	setCoordinates (CoordinateSet coords)
	Set the coordinate sets to consider to all non-empty subsets of coords.
void	setCoordinates (CoordinateSet coords, int maxOrder)
	Set the coordinate sets to consider to all non-empty subsets of coords, up to cardinality maxOrder.
void	simulate (RandomStream stream)
	Simulates the model once. More...
double []	getPerformance ()
	Recovers and returns the realization of the performance measure, of type E.
int	getDimension ()
	Returns the number of dimensions for the input.
String	toString ()
	Returns a description of the partial variance estimator.

Protected Attributes
PartialVarianceEstimator	varEstimator
RandomIntegrator	integrator

Package Attributes
double []	vars = null

Detailed Description

ANOVA variance estimator.

Estimates the partial variances of multiple coordinate sets using the PartialVarianceEstimator class.

Member Function Documentation

setIntegrator()

void setIntegrator

(

RandomIntegrator

integrator

)

Sets the integrator.

The integrator must provide twice the dimension of the model.

simulate()

void simulate

(

RandomStream

stream

)

Simulates the model once.

Returns vars such that:

• vars.length is coordSets.size() + 2.
• vars[nSets] contains the correction to the approximate mean.
• vars[nSets+1] contains the total variance.

Implements MonteCarloModel< E >.

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

• AnovaVarianceEstimator.java