umontreal.ssj.mcqmctools.anova.PartialVariance Class Reference

Represents the partial variance of a function with respect to a given coordinate set. More...

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

Public Member Functions
CoordinateSet	getCoordinates ()
	Returns the coordinate set associated with the current partial variance.
double	sensitivityIndex ()
	Returns the sensitivity index (fraction of the total variance) of the coordinate set under consideration.
int	compareTo (PartialVariance var)
	Returns 1, 0 or -1 if the current partial variance is larger, equal or smaller than the partial variance var, respectively.
Public Member Functions inherited from umontreal.ssj.stat.Tally
	Tally ()
	Constructs a new unnamed Tally statistical probe.
	Tally (String name)
	Constructs a new Tally statistical probe with name name.
void	setName (String name)
	Set the name of this Tally to name.
void	init ()
	Initializes the statistical collector.
void	add (double x)
	Gives a new observation x to the statistical collector.
void	add (double[] x, int number)
	Adds the first number observations from the array x to this probe.
int	numberObs ()
	Returns the number of observations given to this probe since its last initialization.
double	sum ()
	Returns the sum cumulated so far for this probe.
double	average ()
	Returns the average value of the observations since the last initialization.
double	variance ()
	Returns the sample variance of the observations since the last initialization.
double	standardDeviation ()
	Returns the sample standard deviation of the observations since the last initialization.
void	confidenceIntervalNormal (double level, double[] centerAndRadius)
	Computes a confidence interval on the mean.
void	confidenceIntervalStudent (double level, double[] centerAndRadius)
	Computes a confidence interval on the mean.
String	formatCINormal (double level, int d)
	Similar to confidenceIntervalNormal.
String	formatCINormal (double level)
	Equivalent to formatCINormal (level, 3).
String	formatCIStudent (double level, int d)
	Similar to confidenceIntervalStudent.
String	formatCIStudent (double level)
	Equivalent to formatCIStudent (level, 3).
void	confidenceIntervalVarianceChi2 (double level, double[] interval)
	Computes a confidence interval on the variance.
String	formatCIVarianceChi2 (double level, int d)
	Similar to confidenceIntervalVarianceChi2.
String	report ()
	Returns a formatted string that contains a report on this probe.
String	report (double level, int d)
	Returns a formatted string that contains a report on this probe with a confidence interval level level using \(d\) fractional decimal digits.
String	shortReportHeader ()
	Returns a string containing the name of the values returned in the report strings.
String	shortReport ()
	Formats and returns a short statistical report for this tally.
String	reportAndCIStudent (double level, int d)
	Returns a formatted string that contains a report on this probe (as in report ), followed by a confidence interval (as in formatCIStudent ), using \(d\) fractional decimal digits.
String	reportAndCIStudent (double level)
	Same as reportAndCIStudent(level, 3).
double	getConfidenceLevel ()
	Returns the level of confidence for the intervals on the mean displayed in reports.
void	setConfidenceLevel (double level)
	Sets the level of confidence for the intervals on the mean displayed in reports.
void	setConfidenceIntervalNone ()
	Indicates that no confidence interval needs to be printed in reports formatted by report, and shortReport.
void	setConfidenceIntervalNormal ()
	Indicates that a confidence interval on the true mean, based on the central limit theorem, needs to be included in reports formatted by report and shortReport.
void	setConfidenceIntervalStudent ()
	Indicates that a confidence interval on the true mean, based on the normality assumption, needs to be included in reports formatted by report and shortReport.
void	setShowNumberObs (boolean showNumObs)
	Determines if the number of observations must be displayed in reports.
Tally	clone ()
	Clones this object.
Public Member Functions inherited from umontreal.ssj.stat.StatProbe
String	getName ()
	Returns the name associated with this probe, or null if no name was specified upon construction.
double	min ()
	Returns the smallest value taken by the variable since the last initialization of this probe.
double	max ()
	Returns the largest value taken by the variable since the last initialization of this probe.
boolean	isBroadcasting ()
	Determines if this statistical probe is broadcasting observations to registered observers.
void	setBroadcasting (boolean b)
	Instructs the probe to turn its broadcasting ON or OFF.
boolean	isCollecting ()
	Determines if this statistical probe is collecting values.
void	setCollecting (boolean b)
	Turns ON or OFF the collection of statistical observations.
void	addObservationListener (ObservationListener l)
	Adds the observation listener l to the list of observers of this statistical probe.
void	removeObservationListener (ObservationListener l)
	Removes the observation listener l from the list of observers of this statistical probe.
void	clearObservationListeners ()
	Removes all observation listeners from the list of observers of this statistical probe.
void	notifyListeners (double x)
	Notifies the observation x to all registered observers if broadcasting is ON.

Additional Inherited Members
Static Public Member Functions inherited from umontreal.ssj.stat.StatProbe
static String	report (String globalName, StatProbe[] probes)
	Formats short reports for each statistical probe in the array probes while aligning the probes’ names.
static String	report (String globalName, Iterable<? extends StatProbe > probes)
	Equivalent to report(String,StatProbe[]), except that probes is an Iterable object instead of an array.

Detailed Description

Represents the partial variance of a function with respect to a given coordinate set.

Definition at line 10 of file PartialVariance.java.

Member Function Documentation

compareTo()

int umontreal.ssj.mcqmctools.anova.PartialVariance.compareTo

(

PartialVariance

var

)

Returns 1, 0 or -1 if the current partial variance is larger, equal or smaller than the partial variance var, respectively.

Definition at line 54 of file PartialVariance.java.

getCoordinates()

CoordinateSet umontreal.ssj.mcqmctools.anova.PartialVariance.getCoordinates

(

)

Returns the coordinate set associated with the current partial variance.

Definition at line 29 of file PartialVariance.java.

sensitivityIndex()

double umontreal.ssj.mcqmctools.anova.PartialVariance.sensitivityIndex

(

)

Returns the sensitivity index (fraction of the total variance) of the coordinate set under consideration.

Throws an IllegalStateException if the total variance is not set. Should be overridden in deriving classes.

Definition at line 40 of file PartialVariance.java.

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

• src/main/java/umontreal/ssj/mcqmctools/anova/PartialVariance.java