MonteCarloSampler Class Reference

Monte Carlo sampler. More...

Inheritance diagram for MonteCarloSampler:

Collaboration diagram for MonteCarloSampler:

Public Member Functions
	MonteCarloSampler (int nSamples)
	MonteCarloSampler (int nSamples, RandomStream stream)
RandomStream	getStream ()
	Returns the currently used random stream. More...
int	getNumSimulationsPerSample ()
	Returns the number of times the model is simulated each time a sample is produced. More...
int	getNumSamples ()
	Returns the number of samples produced each time the simulateRuns() method is called. More...
void	setNumSamples (int nSamples)
	Sets the number of samples.
void	setStream (RandomStream stream)
	Use stream to produce random points. More...
void	simulateRuns (MonteCarloModelDouble model, Tally collector)
	More...
String	toString ()

Protected Attributes
int	nSamples
RandomStream	stream

Package Functions
public< E > void	simulateRuns (MonteCarloModel<? extends E > model, ObservationCollector< E > collector)
	More...

Detailed Description

Monte Carlo sampler.

The samples produced by this class are random and independent if the underlying random stream produces random and independent outputs.

Member Function Documentation

getNumSamples()

int getNumSamples

(

)

Returns the number of samples produced each time the simulateRuns() method is called.

Implements Sampler.

getNumSimulationsPerSample()

int getNumSimulationsPerSample

(

)

Returns the number of times the model is simulated each time a sample is produced.

Implements Sampler.

getStream()

RandomStream getStream

(

)

Returns the currently used random stream.

May be null.

Implements RandomSampler.

setStream()

void setStream

(

RandomStream

stream

)

Use stream to produce random points.

Sets the internal random stream to stream.

Implements RandomSampler.

simulateRuns() [1/2]

public<E> void simulateRuns ( MonteCarloModel<? extends E >  model, ObservationCollector< E >  collector  )

package

Implements Sampler.

simulateRuns() [2/2]

void simulateRuns	(	MonteCarloModelDouble	model,
		Tally	collector
	)

Implements Sampler.

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

• MonteCarloSampler.java