Partial variance estimator. More...
Public Member Functions | |
| void | setModel (MonteCarloModelDoubleRQMC model, double approxMean) |
| Sets the model whose partial variances are to be estimated. | |
| List< CoordinateSet > | getCoordinateSets () |
| Returns the list of coordinate sets under consideration. | |
| void | setCoordinateSets (List< CoordinateSet > coordSets) |
Set the coordinate sets to consider to coordSets. | |
| void | simulate (RandomStream stream) |
| Simulates the estimator once. | |
| double[] | getPerformance () |
| Recovers and returns the realization of the performance measure, of type E. | |
| int | getDimension () |
| Returns the number of input dimensions. | |
| String | toString () |
| Returns a description of the partial variance estimator. | |
| String | getTag () |
| Returns a model tag. | |
Detailed Description
Partial variance estimator.
Estimates partial variances of a model with respect to multiple coordinate sets.
Reference: Monte Carlo estimators for small sensitivity indices I. M. Sobol' and E. E. Myshetskaya Monte Carlo Methods Appl. Vol. 13 No. 5-6 (2007), pp. 455-465
Definition at line 21 of file PartialVarianceEstimator.java.
Member Function Documentation
◆ getCoordinateSets()
| List< CoordinateSet > umontreal.ssj.mcqmctools.anova.PartialVarianceEstimator.getCoordinateSets | ( | ) |
Returns the list of coordinate sets under consideration.
Definition at line 71 of file PartialVarianceEstimator.java.
◆ getDimension()
| int umontreal.ssj.mcqmctools.anova.PartialVarianceEstimator.getDimension | ( | ) |
Returns the number of input dimensions.
Definition at line 155 of file PartialVarianceEstimator.java.
◆ getPerformance()
| double[] umontreal.ssj.mcqmctools.anova.PartialVarianceEstimator.getPerformance | ( | ) |
Recovers and returns the realization of the performance measure, of type E.
Implements umontreal.ssj.mcqmctools.MonteCarloModel< E >.
Definition at line 147 of file PartialVarianceEstimator.java.
◆ getTag()
| String umontreal.ssj.mcqmctools.anova.PartialVarianceEstimator.getTag | ( | ) |
Returns a model tag.
Implements umontreal.ssj.mcqmctools.MonteCarloModel< E >.
Definition at line 172 of file PartialVarianceEstimator.java.
◆ setCoordinateSets()
| void umontreal.ssj.mcqmctools.anova.PartialVarianceEstimator.setCoordinateSets | ( | List< CoordinateSet > | coordSets | ) |
Set the coordinate sets to consider to coordSets.
Definition at line 79 of file PartialVarianceEstimator.java.
◆ setModel()
| void umontreal.ssj.mcqmctools.anova.PartialVarianceEstimator.setModel | ( | MonteCarloModelDoubleRQMC | model, |
| double | approxMean ) |
Sets the model whose partial variances are to be estimated.
Best precision is achieved when the mean value of the model is close to approxMean.
Definition at line 62 of file PartialVarianceEstimator.java.
◆ simulate()
| void umontreal.ssj.mcqmctools.anova.PartialVarianceEstimator.simulate | ( | RandomStream | stream | ) |
Simulates the estimator once.
Returns vars such that:
vars.lengthiscoordSets.size()+ 2.vars[nSets] contains the correction to the approximate mean.vars[nSets+1] contains the square of the above correction.
Implements umontreal.ssj.mcqmctools.MonteCarloModel< E >.
Definition at line 97 of file PartialVarianceEstimator.java.
◆ toString()
| String umontreal.ssj.mcqmctools.anova.PartialVarianceEstimator.toString | ( | ) |
Returns a description of the partial variance estimator.
Implements umontreal.ssj.mcqmctools.MonteCarloModel< E >.
Definition at line 164 of file PartialVarianceEstimator.java.
The documentation for this class was generated from the following file:
- src/main/java/umontreal/ssj/mcqmctools/anova/PartialVarianceEstimator.java
