SSJ
3.3.1
Stochastic Simulation in Java
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Represents the partial variance of a function with respect to a given coordinate set. More...
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. More... | |
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. | |
String | toString () |
Public Member Functions inherited from Tally | |
Tally () | |
Constructs a new unnamed Tally statistical probe. | |
Tally (String name) | |
Constructs a new Tally statistical probe with name name . More... | |
void | setName (String name) |
Set the name of this Tally to name . More... | |
void | init () |
void | add (double x) |
Gives a new observation x to the statistical collector. More... | |
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. More... | |
double | sum () |
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. More... | |
double | standardDeviation () |
Returns the sample standard deviation of the observations since the last initialization. More... | |
void | confidenceIntervalNormal (double level, double[] centerAndRadius) |
Computes a confidence interval on the mean. More... | |
void | confidenceIntervalStudent (double level, double[] centerAndRadius) |
Computes a confidence interval on the mean. More... | |
String | formatCINormal (double level, int d) |
Similar to confidenceIntervalNormal. More... | |
String | formatCINormal (double level) |
Equivalent to formatCINormal (level, 3) . More... | |
String | formatCIStudent (double level, int d) |
Similar to confidenceIntervalStudent. More... | |
String | formatCIStudent (double level) |
Equivalent to formatCIStudent (level, 3) . More... | |
void | confidenceIntervalVarianceChi2 (double level, double[] interval) |
Computes a confidence interval on the variance. More... | |
String | formatCIVarianceChi2 (double level, int d) |
Similar to confidenceIntervalVarianceChi2. More... | |
String | report () |
Returns a formatted string that contains a report on this probe. More... | |
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. More... | |
String | shortReportHeader () |
String | shortReport () |
Formats and returns a short statistical report for this tally. More... | |
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. More... | |
String | reportAndCIStudent (double level) |
Same as reportAndCIStudent(level, 3). More... | |
double | getConfidenceLevel () |
Returns the level of confidence for the intervals on the mean displayed in reports. More... | |
void | setConfidenceLevel (double level) |
Sets the level of confidence for the intervals on the mean displayed in reports. More... | |
void | setConfidenceIntervalNone () |
Indicates that no confidence interval needs to be printed in reports formatted by report, and shortReport. More... | |
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. More... | |
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. More... | |
void | setShowNumberObs (boolean showNumObs) |
Determines if the number of observations must be displayed in reports. More... | |
Tally | clone () |
Clones this object. | |
Public Member Functions inherited from StatProbe | |
abstract void | init () |
Initializes the statistical collector. | |
void | setName (String name) |
Sets the name of this statistical collector to name . | |
String | getName () |
Returns the name associated with this probe, or null if no name was specified upon construction. More... | |
double | min () |
Returns the smallest value taken by the variable since the last initialization of this probe. More... | |
double | max () |
Returns the largest value taken by the variable since the last initialization of this probe. More... | |
double | sum () |
Returns the sum cumulated so far for this probe. More... | |
abstract double | average () |
Returns the average for this collector. More... | |
abstract String | report () |
Returns a string containing a report for this statistical collector. More... | |
abstract String | shortReport () |
Formats and returns a short, one-line report about this statistical probe. More... | |
abstract String | shortReportHeader () |
Returns a string containing the name of the values returned in the report strings. More... | |
boolean | isBroadcasting () |
Determines if this statistical probe is broadcasting observations to registered observers. More... | |
void | setBroadcasting (boolean b) |
Instructs the probe to turn its broadcasting ON or OFF. More... | |
boolean | isCollecting () |
Determines if this statistical probe is collecting values. More... | |
void | setCollecting (boolean b) |
Turns ON or OFF the collection of statistical observations. More... | |
void | addObservationListener (ObservationListener l) |
Adds the observation listener l to the list of observers of this statistical probe. More... | |
void | removeObservationListener (ObservationListener l) |
Removes the observation listener l from the list of observers of this statistical probe. More... | |
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. More... | |
StatProbe | clone () throws CloneNotSupportedException |
Protected Member Functions | |
PartialVariance (CoordinateSet coords) | |
PartialVariance (CoordinateSet coords, Tally totalVar) | |
Protected Attributes | |
CoordinateSet | coords |
Tally | totalVar |
Protected Attributes inherited from Tally | |
int | numObs |
CIType | confidenceInterval = CIType.CI_NONE |
double | level = 0.95 |
int | digits = 3 |
Protected Attributes inherited from StatProbe | |
String | name |
double | maxValue |
double | minValue |
double | sumValue |
boolean | collect = true |
boolean | broadcast = false |
boolean | showNobs = true |
Additional Inherited Members | |
Static Public Member Functions inherited from StatProbe | |
static String | report (String globalName, StatProbe[] probes) |
Formats short reports for each statistical probe in the array probes while aligning the probes’ names. More... | |
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. More... | |
Represents the partial variance of a function with respect to a given coordinate set.
double 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.