Represents a framework for performing experiments using simulation. More...
Public Member Functions | |
| final Simulator | simulator () |
| Returns the simulator linked to this experiment object. | |
| final void | setSimulator (Simulator sim) |
| Sets the simulator associated with this experiment to sim. | |
| boolean | isSimulating () |
| Determines if the simulation is in progress. | |
| abstract void | simulate () |
| Performs an experiment whose logic depends on the used subclass. | |
Static Public Member Functions | |
| 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. | |
| 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. | |
| 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. | |
| 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. | |
| 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. | |
| 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. | |
Protected Member Functions | |
| 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. | |
Protected Attributes | |
| boolean | simulating = false |
| Determines if the simulation is in progress. | |
Detailed Description
Represents a framework for performing experiments using simulation.
This class defines an abstract simulate method that should implement the simulation logic. It also provides utility methods to estimate the required number of additional observations that would be necessary for an estimator to reach a given precision, for sequential sampling.
This class is the base class of BatchMeansSim and RepSim implementing the logic for a simulation on infinite and finite horizon, respectively.
Definition at line 44 of file SimExp.java.
Constructor & Destructor Documentation
◆ SimExp() [1/2]
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protected |
Constructs a new object for performing experiments using the default simulator returned by Simulator.getDefaultSimulator().
Definition at line 56 of file SimExp.java.
◆ SimExp() [2/2]
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protected |
Constructs a new object performing experiments using the given simulator sim.
- Parameters
-
sim the simulator attached to this object.
Definition at line 66 of file SimExp.java.
Member Function Documentation
◆ getRequiredNewObservations() [1/4]
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static |
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. It is assumed that \(\bar{X}_n\) is an estimator of a mean \(\mu\), \(n\) is the number of observations numberObs, and that \(\delta_n/\sqrt{n}\to0\) when \(n\to\infty\).
If @f$n@f$ is less than 1, this method returns 0.
Otherwise, the relative error given
by @f$\delta_n/|\sqrt{n}\bar{X}_n|@f$ should be
smaller than or equal to @f$\epsilon@f$. If the
inequality is true, this returns 0. Otherwise,
the minimal @f$n^*@f$ for which this inequality
holds is approximated as follows. The target
radius is given by @f$\delta^*=\epsilon|\mu|@f$,
which is approximated
by @f$\epsilon|\bar{X}_n|<\delta_n/\sqrt{n}@f$.
The method must select @f$n^*@f$ for
which @f$\delta_{n^*}/\sqrt{n^*}\le\delta^*@f$,
which will be approximately true
if @f$\delta_{n^*}/\sqrt{n^*}\le\epsilon|\bar{X}_n|@f$.
Therefore, @f[
n^*\ge(\delta_{n^*}/(\epsilon|\bar{X}_n|))^2\approx(\delta_n/(\epsilon|\bar{X}_n|))^2. @f]
The method returns
\(\mathrm{round}((\delta_n\sqrt{n}/(\epsilon|\bar{X}_n|))^2)-n\) where \(\mathrm{round}(\cdot)\) rounds its argument to the nearest integer.
- Parameters
-
center the value of the point estimator. radius the radius of the confidence interval. numberObs the number of observations. targetError the target relative error.
- Returns
- an estimate of the required number of additional observations to reach the precision.
- Exceptions
-
IllegalArgumentException if `radius` or `targetError` are negative.
Definition at line 286 of file SimExp.java.
◆ getRequiredNewObservations() [2/4]
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static |
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.
For each statistical collector returned by the iterator obtained from it, a confidence interval is computed independently of the other collectors, and an error check is performed by getRequiredNewObservations(StatProbe,double,double) to determine the required number of additional observations. The method returns the maximal number of required observations.
- Parameters
-
it the iterable used to enumerate probes. targetError the target relative error. level the desired probability that, for a given statistical collector, the (random) confidence interval covers the true mean (a constant).
- Returns
- an estimate of the required number of additional observations to reach the precision.
Definition at line 163 of file SimExp.java.
◆ getRequiredNewObservations() [3/4]
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static |
Calls getRequiredNewObservations(double,double,int,double) with the average, confidence interval radius, and number of observations given by the statistical probe probe.
This method always returns 0 if the probe is not a tally. For a umontreal.ssj.stat.Tally, the confidence interval is computed using umontreal.ssj.stat.Tally.confidenceIntervalStudent(double,double[]). For a umontreal.ssj.stat.FunctionOfMultipleMeansTally, it is computed using umontreal.ssj.stat.FunctionOfMultipleMeansTally.confidenceIntervalDelta(double,double[]).
- Parameters
-
probe the statistical probe being checked. targetError the target relative error. level the desired probability that the (random) confidence interval covers the true mean (a constant).
- Returns
- the number of required additional observations.
Definition at line 189 of file SimExp.java.
◆ getRequiredNewObservations() [4/4]
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static |
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.
For each statistical collector in the given array, a confidence interval is computed independently of the other collectors, and an error check is performed by getRequiredNewObservations(StatProbe,double,double) to determine the required number of additional observations. The method returns the maximal number of required observations.
- Parameters
-
a the array of probes. targetError the target relative error. level the desired probability that, for a given statistical collector, the (random) confidence interval covers the true mean (a constant).
- Returns
- an estimate of the required number of additional observations to reach the precision.
Definition at line 134 of file SimExp.java.
◆ getRequiredNewObservationsTally() [1/2]
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static |
Calls getRequiredNewObservations(double,double,int,double) with the average, confidence interval radius, and number of observations given by the function of multiple means fmmt.
The confidence interval is computed using umontreal.ssj.stat.FunctionOfMultipleMeansTally.confidenceIntervalDelta(double,double[]).
- Parameters
-
fmmt the function of multiple means being checked. targetError the target relative error. level the desired probability that the (random) confidence interval covers the true mean (a constant).
- Returns
- the number of required additional observations.
Definition at line 231 of file SimExp.java.
◆ getRequiredNewObservationsTally() [2/2]
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static |
Calls getRequiredNewObservations(double,double,int,double) with the average, confidence interval radius, and number of observations given by the tally ta.
The confidence interval is computed using umontreal.ssj.stat.Tally.confidenceIntervalStudent(double,double[]).
- Parameters
-
ta the tally being checked. targetError the target relative error. level the desired probability that the (random) confidence interval covers the true mean (a constant).
- Returns
- the number of required additional observations.
Definition at line 210 of file SimExp.java.
◆ isSimulating()
| boolean umontreal.ssj.simexp.SimExp.isSimulating | ( | ) |
Determines if the simulation is in progress.
- Returns
- true if and only if simulation is in progress.
Definition at line 100 of file SimExp.java.
◆ setSimulator()
| final void umontreal.ssj.simexp.SimExp.setSimulator | ( | Simulator | sim | ) |
Sets the simulator associated with this experiment to sim.
This method should not be called while this object is simulating.
- Parameters
-
sim the new simulator
Definition at line 87 of file SimExp.java.
◆ simulate()
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abstract |
Performs an experiment whose logic depends on the used subclass.
Before starting the simulation, this method should set simulating to true, and reset it to false after the simulation is done. It is recommended to reset simulating to false inside a finally clause to prevent the indicator from remaining true in the case of error during simulation.
- Exceptions
-
IllegalStateException if simulating is `true` when calling this method.
Reimplemented in umontreal.ssj.simexp.BatchMeansSim, and umontreal.ssj.simexp.RepSim.
◆ simulator()
| final Simulator umontreal.ssj.simexp.SimExp.simulator | ( | ) |
Returns the simulator linked to this experiment object.
- Returns
- the simulator linked to the experiment object
Definition at line 77 of file SimExp.java.
Member Data Documentation
◆ simulating
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protected |
Determines if the simulation is in progress.
Definition at line 50 of file SimExp.java.
The documentation for this class was generated from the following file:
- src/main/java/umontreal/ssj/simexp/SimExp.java
