SSJ  3.3.1
Stochastic Simulation in Java
Public Member Functions | Protected Member Functions | Protected Attributes | List of all members
PartialVariance Class Reference

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

Inheritance diagram for PartialVariance:
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Collaboration diagram for PartialVariance:
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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...
 

Detailed Description

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

Member Function Documentation

◆ sensitivityIndex()

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.


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