SSJ  3.3.1
Stochastic Simulation in Java
Public Member Functions | List of all members
MonteCarloModelDensityKnown Interface Reference

An interface for a simulation model for which Monte Carlo (MC) and RQMC experiments are to be performed. More...

Inheritance diagram for MonteCarloModelDensityKnown:
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Collaboration diagram for MonteCarloModelDensityKnown:
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Public Member Functions

double density (double x)
 Recovers the density of X evaluated at x. More...
 
double cdf (double x)
 Recovers the cumulative density function (cdf) of \(X\) evaluated at \(x\). More...
 
- Public Member Functions inherited from MonteCarloModelDouble
void simulate (RandomStream stream)
 Simulates the model for one run.
 
double getPerformance ()
 Recovers and returns the realization of the performance measure, of type double.
 
String toString ()
 Returns a short description of the model and its parameters.
 

Detailed Description

An interface for a simulation model for which Monte Carlo (MC) and RQMC experiments are to be performed.

This interface is used by the classes MCExperimentDensity and RQMCExperimentDensity, among others, to run the model. The interface assumes that the output from the model is a random variable X with known density and pdf (for the purpose of the experiment).

Member Function Documentation

◆ cdf()

double cdf ( double  x)

Recovers the cumulative density function (cdf) of \(X\) evaluated at \(x\).

Parameters
xthe point at which the cdf shall be evaluated.
Returns
the cdf at \(x\).

◆ density()

double density ( double  x)

Recovers the density of X evaluated at x.

Parameters
xthe point at which the density is evaluated.
Returns
density \(f(x)\).

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