Monte Carlo sampler. More...
Public Member Functions | |
| RandomStream | getStream () |
| Returns the currently used random stream. | |
| int | getNumSimulationsPerSample () |
| Returns the number of times the model is simulated each time a sample is produced. | |
| int | getNumSamples () |
| Returns the number of samples produced each time the simulateRuns() method is called. | |
| void | setNumSamples (int nSamples) |
| Sets the number of samples. | |
| void | setStream (RandomStream stream) |
Use stream to produce random points. | |
| void | simulateRuns (MonteCarloModelDouble model, Tally collector) |
Package Functions | |
| public< E > void | simulateRuns (MonteCarloModel<? extends E > model, ObservationCollector< E > collector) |
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.
Definition at line 15 of file MonteCarloSampler.java.
Member Function Documentation
◆ getNumSamples()
| int umontreal.ssj.mcqmctools.anova.MonteCarloSampler.getNumSamples | ( | ) |
Returns the number of samples produced each time the simulateRuns() method is called.
Implements umontreal.ssj.mcqmctools.anova.Sampler.
Definition at line 40 of file MonteCarloSampler.java.
◆ getNumSimulationsPerSample()
| int umontreal.ssj.mcqmctools.anova.MonteCarloSampler.getNumSimulationsPerSample | ( | ) |
Returns the number of times the model is simulated each time a sample is produced.
Implements umontreal.ssj.mcqmctools.anova.Sampler.
Definition at line 35 of file MonteCarloSampler.java.
◆ getStream()
| RandomStream umontreal.ssj.mcqmctools.anova.MonteCarloSampler.getStream | ( | ) |
Returns the currently used random stream.
May be null.
Implements umontreal.ssj.mcqmctools.anova.RandomSampler.
Definition at line 30 of file MonteCarloSampler.java.
◆ setNumSamples()
| void umontreal.ssj.mcqmctools.anova.MonteCarloSampler.setNumSamples | ( | int | nSamples | ) |
Sets the number of samples.
Definition at line 48 of file MonteCarloSampler.java.
◆ setStream()
| void umontreal.ssj.mcqmctools.anova.MonteCarloSampler.setStream | ( | RandomStream | stream | ) |
Use stream to produce random points.
Sets the internal random stream to stream.
Implements umontreal.ssj.mcqmctools.anova.RandomSampler.
Definition at line 58 of file MonteCarloSampler.java.
◆ simulateRuns() [1/2]
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package |
Implements umontreal.ssj.mcqmctools.anova.Sampler.
Definition at line 66 of file MonteCarloSampler.java.
◆ simulateRuns() [2/2]
| void umontreal.ssj.mcqmctools.anova.MonteCarloSampler.simulateRuns | ( | MonteCarloModelDouble | model, |
| Tally | collector ) |
Implements umontreal.ssj.mcqmctools.anova.Sampler.
Definition at line 84 of file MonteCarloSampler.java.
The documentation for this class was generated from the following file:
- src/main/java/umontreal/ssj/mcqmctools/anova/MonteCarloSampler.java
