umontreal.ssj.mcqmctools.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 umontreal.ssj.mcqmctools.MonteCarloModelDensityKnown:

Public Member Functions
double	density (double x)
	Recovers the density of X evaluated at x.
double	cdf (double x)
	Recovers the cumulative density function (cdf) of \(X\) evaluated at \(x\).
Public Member Functions inherited from umontreal.ssj.mcqmctools.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 description of the model and its parameters.
String	getTag ()
	Returns a short model name (tag) to be used in reports.

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).

Definition at line 11 of file MonteCarloModelDensityKnown.java.

Member Function Documentation

cdf()

double umontreal.ssj.mcqmctools.MonteCarloModelDensityKnown.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 umontreal.ssj.mcqmctools.MonteCarloModelDensityKnown.density

(

double

x

)

Recovers the density of X evaluated at x.

Parameters

x	the point at which the density is evaluated.

Returns

density \(f(x)\).

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

• src/main/java/umontreal/ssj/mcqmctools/MonteCarloModelDensityKnown.java