Performs a simulation experiment on a finite horizon, using a certain number of independent runs or replications. More...

Inheritance diagram for RepSim:

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Collaboration diagram for RepSim:

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Public Member Functions
	RepSim (int minReps)
	Constructs a new replications-based simulator with a minimal number of runs, `minReps`, and no maximal number of runs. More...

	RepSim (int minReps, int maxReps)
	Constructs a new replications-based simulator with a minimal number of runs `minReps`, and a maximal number of runs `maxReps`. More...

	RepSim (Simulator sim, int minReps)
	Equivalent to the first constructor, with the given simulator `sim`. More...

	RepSim (Simulator sim, int minReps, int maxReps)
	Equivalent to the second constructor, with the given simulator `sim`. More...

int	getMinReplications ()
	Returns the minimal number of replications to be simulated before an error check. More...

void	setMinReplications (int minReps)
	Sets the minimal number of replications required before an error check to `minReps`. More...

int	getMaxReplications ()
	Returns the maximal number of replications to be simulated before an error check. More...

void	setMaxReplications (int maxReps)
	Sets the maximal number of replications required before an error check to `maxReps`. More...

int	getTargetReplications ()
	Returns the actual target number of replications to be simulated before an error check. More...

void	setTargetReplications (int targetReps)
	Sets the target number of simulated replications before an error check to `targetReps`. More...

int	getCompletedReplications ()
	Returns the total number of completed replications for the current experiment. More...

abstract void	initReplicationProbes ()
	Initializes any statistical collector used to collect values for replications.

void	performReplication (int r)
	Contains the necessary logic to perform the `r`th replication of the simulation. More...

abstract void	initReplication (int r)
	Initializes the simulation model for a new replication `r`. More...

abstract void	addReplicationObs (int r)
	Adds statistical observations for the replication `r`. More...

int	getRequiredNewReplications ()
	Returns the approximate number of additional replications to meet an experiment-specific stopping criterion. More...

void	init ()
	Initializes this simulator for a new experiment. More...

void	adjustTargetReplications (int numNewReplications)
	Adjusts the target number of replications to simulate `numNewReplications` additional replications. More...

void	simulate ()
	Simulates several independent simulation replications of a system. More...

String	toString ()

Public Member Functions inherited from SimExp
final Simulator	simulator ()
	Returns the simulator linked to this experiment object. More...

final void	setSimulator (Simulator sim)
	Sets the simulator associated with this experiment to `sim`. More...

boolean	isSimulating ()
	Determines if the simulation is in progress. More...

abstract void	simulate ()
	Performs an experiment whose logic depends on the used subclass. More...

Protected Member Functions
void	replicationDone ()
	Increments by one the number of completed replications. More...

Protected Member Functions inherited from SimExp
	SimExp ()
	Constructs a new object for performing experiments using the default simulator returned by `Simulator.getDefaultSimulator()`.

	SimExp (Simulator sim)
	Constructs a new object performing experiments using the given simulator `sim`. More...

Additional Inherited Members
Static Public Member Functions inherited from SimExp
static int	getRequiredNewObservations (StatProbe[] a, double targetError, double level)
	Returns the approximate number of additional observations required to reach a relative error smaller than or equal to `targetError` for each tally in the array `a` when confidence intervals are computed with confidence level `level`. More...

static int	getRequiredNewObservations (Iterable<? extends StatProbe > it, double targetError, double level)
	Returns the approximate number of additional observations required to reach a relative error smaller than or equal to `targetError` for each tally enumerated by `it` when confidence intervals are computed with confidence level `level`. More...

static int	getRequiredNewObservations (StatProbe probe, double targetError, double level)
	Calls getRequiredNewObservations(double,double,int,double) with the average, confidence interval radius, and number of observations given by the statistical probe `probe`. More...

static int	getRequiredNewObservationsTally (Tally ta, double targetError, double level)
	Calls getRequiredNewObservations(double,double,int,double) with the average, confidence interval radius, and number of observations given by the tally `ta`. More...

static int	getRequiredNewObservationsTally (FunctionOfMultipleMeansTally fmmt, double targetError, double level)
	Calls getRequiredNewObservations(double,double,int,double) with the average, confidence interval radius, and number of observations given by the function of multiple means `fmmt`. More...

static int	getRequiredNewObservations (double center, double radius, int numberObs, double targetError)
	Returns the approximate number of additional observations needed for the point estimator \(\bar{X}_n=\) `center`, computed using \(n=\) `numberObs` observations and with a confidence interval having radius \(\delta_n/\sqrt{n}=\) `radius`, to have a relative error less than or equal to \(\epsilon=\) `targetError`. More...

Protected Attributes inherited from SimExp
Simulator	sim

boolean	simulating = false
	Determines if the simulation is in progress.

Detailed Description

Performs a simulation experiment on a finite horizon, using a certain number of independent runs or replications.

During each run \(r\), a complete simulation is executed, and the vector \(\mathbf{X}_r\) is generated. If simulation runs are independent, and the same system is simulated during each run, after \(n\) runs are performed, a sample \((\mathbf{X}_0, …, \mathbf{X}_{n-1})\) is obtained.

For such a simulation to be implemented, this class must be extended to override the required methods: initReplicationProbes to initialize the statistical probes collecting \(\mathbf{X}_r’s\), initReplication(int) to initialize the simulation model at the beginning of each replication, and addReplicationObs(int) to add \(\mathbf{X}_r\) to the statistical probes.

Constructor & Destructor Documentation

◆ RepSim() [1/4]

RepSim ( int minReps )

Constructs a new replications-based simulator with a minimal number of runs, minReps, and no maximal number of runs.

Parameters

minReps the minimal number of replications.

Exceptions

IllegalArgumentException if the minimal number of replications is smaller than 0.

◆ RepSim() [2/4]

RepSim	(	int	minReps,
		int	maxReps
	)

Constructs a new replications-based simulator with a minimal number of runs minReps, and a maximal number of runs maxReps.

This maximum is used to avoid too long simulations when using sequential sampling.

Parameters

minReps	the minimal number of replications.
maxReps	the maximal number of replications.

Exceptions

IllegalArgumentException if the minimal or maximal numbers of replications is smaller than 0, or if minReps is greater than maxReps.

◆ RepSim() [3/4]

RepSim	(	Simulator	sim,
		int	minReps
	)

Equivalent to the first constructor, with the given simulator sim.

Parameters

sim	the simulator attached to this object.
minReps	the minimal number of replications.

Exceptions

IllegalArgumentException if the minimal number of replications is smaller than 0.

◆ RepSim() [4/4]

RepSim	(	Simulator	sim,
		int	minReps,
		int	maxReps
	)

Equivalent to the second constructor, with the given simulator sim.

Parameters

sim	the simulator attached to this object.
minReps	the minimal number of replications.
maxReps	the maximal number of replications.

Exceptions

IllegalArgumentException if the minimal or maximal numbers of replications is smaller than 0, or if minReps is greater than maxReps.

Member Function Documentation

◆ addReplicationObs()

abstract void addReplicationObs ( int r )

abstract

Adds statistical observations for the replication r.

This method is called just after the replication r is simulated.

Parameters

r	the index of the replication.

◆ adjustTargetReplications()

void adjustTargetReplications ( int numNewReplications )

Adjusts the target number of replications to simulate numNewReplications additional replications.

This method increases the target number of replications by numNewReplications, and sets the target number of replications to getMaxReplications if the new target exceeds the maximal number of replications. This is called by simulate for sequential sampling.

Parameters

numNewReplications the number of additionnal replications needed.

◆ getCompletedReplications()

int getCompletedReplications ( )

Returns the total number of completed replications for the current experiment.

Returns: the number of completed replications.

◆ getMaxReplications()

int getMaxReplications ( )

Returns the maximal number of replications to be simulated before an error check.

By default, this is set to java.lang.Integer.MAX_VALUE, which is equivalent to infinity in practice.

Returns: the maximal number of replications.

◆ getMinReplications()

int getMinReplications ( )

Returns the minimal number of replications to be simulated before an error check.

Returns: the minimal number of replications.

◆ getRequiredNewReplications()

int getRequiredNewReplications ( )

Returns the approximate number of additional replications to meet an experiment-specific stopping criterion.

This is called after getTargetReplications replications are simulated. Since sequential sampling is not used by default, the default implementation returns 0, which stops the simulation after getTargetReplications replications.

Returns: the number of required additional replications.

◆ getTargetReplications()

int getTargetReplications ( )

Returns the actual target number of replications to be simulated before an error check.

By default, this is initialized to the minimal number of replications, and is increased if new replications are needed. However, it is not decreased by default, even upon a new call to simulate.

Returns: the target number of replications.

◆ init()

void init ( )

Initializes this simulator for a new experiment.

This method resets the number of completed replications to 0, and calls initReplicationProbes to initialize statistical probes. This method is called by simulate.

◆ initReplication()

abstract void initReplication ( int r )

abstract

Initializes the simulation model for a new replication r.

This method should reset any counter and model state, and schedule needed events. After the method returns, the model should be ready for calling umontreal.ssj.simevents.Sim.start. This method is called just after the simulator is initialized.

Parameters

r	the index of the replication.

◆ performReplication()

void performReplication ( int r )

Contains the necessary logic to perform the rth replication of the simulation.

By default, the method calls umontreal.ssj.simevents.Sim.init to clear the event list, and uses initReplication(int) to initialize the model. It then calls umontreal.ssj.simevents.Sim.start to start the simulation, calls replicationDone to increment the number of completed replications, and addReplicationObs(int) to add observations to statistical probes.

Parameters

r	the index of the replication.

◆ replicationDone()

void replicationDone ( )

protected

Increments by one the number of completed replications.

This is used by performReplication(int).

◆ setMaxReplications()

void setMaxReplications ( int maxReps )

Sets the maximal number of replications required before an error check to maxReps.

This will take effect only at the next call to simulate.

Parameters

maxReps the maximal number of replications.

Exceptions

IllegalArgumentException if the specified number of replications is negative.

◆ setMinReplications()

void setMinReplications ( int minReps )

Sets the minimal number of replications required before an error check to minReps.

This also updates the maximal number of replications if this maximum is smaller than the new minimum. This will take effect only at the next call to simulate.

Parameters

minReps the minimal number of replications.

Exceptions

IllegalArgumentException if the specified number of replications is negative.

◆ setTargetReplications()

void setTargetReplications ( int targetReps )

Sets the target number of simulated replications before an error check to targetReps.

The value of targetReps must not be smaller than the minimal number of replications returned by getMinReplications, or greater than the maximal number of replications returned by getMaxReplications.

Parameters

targetReps the target number of replications.

Exceptions

IllegalArgumentException if the new target number of replications is smaller than the minimal number of replications.

◆ simulate()

void simulate ( )

Simulates several independent simulation replications of a system.

When this method is called, the method init is called to initialize the system, and getTargetReplications replications are simulated by using performReplication(int). When the target number of replications is simulated, the stopping condition is checked using getRequiredNewReplications, and the target number of replications is adjusted using adjustTargetReplications(int). Additional replications are simulated until the method getRequiredNewReplications returns 0, or getMaxReplications replications are simulated.

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

RepSim.java

Public Member Functions

Protected Member Functions

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ RepSim() [1/4]

◆ RepSim() [2/4]

◆ RepSim() [3/4]

◆ RepSim() [4/4]

Member Function Documentation

◆ addReplicationObs()

◆ adjustTargetReplications()

◆ getCompletedReplications()

◆ getMaxReplications()

◆ getMinReplications()

◆ getRequiredNewReplications()

◆ getTargetReplications()

◆ init()

◆ initReplication()

◆ performReplication()

◆ replicationDone()

◆ setMaxReplications()

◆ setMinReplications()

◆ setTargetReplications()

◆ simulate()