ANOVA variance estimator. More...
Public Member Functions | |
| void | setIntegrator (RandomIntegrator integrator) |
| Sets the integrator. | |
| 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. | |
| 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. | |
| String | getTag () |
| Returns a model tag. | |
Detailed Description
ANOVA variance estimator.
Estimates the partial variances of multiple coordinate sets using the PartialVarianceEstimator class.
Definition at line 17 of file AnovaVarianceEstimator.java.
Member Function Documentation
◆ getCoordinateSets()
| List< CoordinateSet > umontreal.ssj.mcqmctools.anova.AnovaVarianceEstimator.getCoordinateSets | ( | ) |
Returns the list of coordinate sets under consideration.
Definition at line 62 of file AnovaVarianceEstimator.java.
◆ getDimension()
| int umontreal.ssj.mcqmctools.anova.AnovaVarianceEstimator.getDimension | ( | ) |
Returns the number of dimensions for the input.
Definition at line 139 of file AnovaVarianceEstimator.java.
◆ getPerformance()
| double[] umontreal.ssj.mcqmctools.anova.AnovaVarianceEstimator.getPerformance | ( | ) |
Recovers and returns the realization of the performance measure, of type E.
Implements umontreal.ssj.mcqmctools.MonteCarloModel< E >.
Definition at line 131 of file AnovaVarianceEstimator.java.
◆ getTag()
| String umontreal.ssj.mcqmctools.anova.AnovaVarianceEstimator.getTag | ( | ) |
Returns a model tag.
Implements umontreal.ssj.mcqmctools.MonteCarloModel< E >.
Definition at line 156 of file AnovaVarianceEstimator.java.
◆ setCoordinates() [1/3]
| void umontreal.ssj.mcqmctools.anova.AnovaVarianceEstimator.setCoordinates | ( | CoordinateSet | coords | ) |
Set the coordinate sets to consider to all non-empty subsets of coords.
Definition at line 78 of file AnovaVarianceEstimator.java.
◆ setCoordinates() [2/3]
| void umontreal.ssj.mcqmctools.anova.AnovaVarianceEstimator.setCoordinates | ( | CoordinateSet | coords, |
| int | maxOrder ) |
Set the coordinate sets to consider to all non-empty subsets of coords, up to cardinality maxOrder.
Definition at line 87 of file AnovaVarianceEstimator.java.
◆ setCoordinates() [3/3]
| void umontreal.ssj.mcqmctools.anova.AnovaVarianceEstimator.setCoordinates | ( | List< CoordinateSet > | coordSets | ) |
Set the coordinate sets to consider to coordSets.
Definition at line 70 of file AnovaVarianceEstimator.java.
◆ setIntegrator()
| void umontreal.ssj.mcqmctools.anova.AnovaVarianceEstimator.setIntegrator | ( | RandomIntegrator | integrator | ) |
Sets the integrator.
The integrator must provide twice the dimension of the model.
Definition at line 54 of file AnovaVarianceEstimator.java.
◆ simulate()
| void umontreal.ssj.mcqmctools.anova.AnovaVarianceEstimator.simulate | ( | RandomStream | stream | ) |
Simulates the model once.
Returns vars such that:
vars.lengthiscoordSets.size()+ 2.vars[nSets] contains the correction to the approximate mean.vars[nSets+1] contains the total variance.
Implements umontreal.ssj.mcqmctools.MonteCarloModel< E >.
Definition at line 99 of file AnovaVarianceEstimator.java.
◆ toString()
| String umontreal.ssj.mcqmctools.anova.AnovaVarianceEstimator.toString | ( | ) |
Returns a description of the partial variance estimator.
Implements umontreal.ssj.mcqmctools.MonteCarloModel< E >.
Definition at line 148 of file AnovaVarianceEstimator.java.
The documentation for this class was generated from the following file:
- src/main/java/umontreal/ssj/mcqmctools/anova/AnovaVarianceEstimator.java
