An interface for a simulation model for which Monte Carlo (MC) and RQMC experiments are to be performed. More...
Inheritance diagram for MonteCarloModelDensityKnown:
Collaboration diagram for MonteCarloModelDensityKnown:
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
-
x the 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
-
x the point at which the density is evaluated.
- Returns
- density \(f(x)\).
The documentation for this interface was generated from the following file:
- MonteCarloModelDensityKnown.java
