An interface for a very simple simulation model for which Monte Carlo (MC) and RQMC experiments are to be performed. More...
Public Member Functions | |
| 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 very simple simulation model for which Monte Carlo (MC) and RQMC experiments are to be performed.
This interface is used by the classes MonteCarloExperiment and RQMCExperiment, among others, to run the model. This interface assumes that the simulation requires a single RandomStream and that the output (sample performance) from the model is a real-valued random variable \(X\). We could have asked simulate to return the performance to avoid a separate call to getPerformance, but we decided not, because in some situations one may not always need the performance computed by getPerformance, which might be costly to compute for nothing, but only some other output information. This also applies to MonteCarloModel.
Definition at line 19 of file MonteCarloModelDouble.java.
Member Function Documentation
◆ getPerformance()
| double umontreal.ssj.mcqmctools.MonteCarloModelDouble.getPerformance | ( | ) |
Recovers and returns the realization of the performance measure, of type double.
Implemented in tutorial.AsianGBM2, tutorial.San13Dist, and tutorial.TestAsianRQMCSeries.
◆ getTag()
| String umontreal.ssj.mcqmctools.MonteCarloModelDouble.getTag | ( | ) |
Returns a short model name (tag) to be used in reports.
Implemented in tutorial.AsianGBM2, tutorial.San13Dist, and tutorial.TestAsianRQMCSeries.
◆ simulate()
| void umontreal.ssj.mcqmctools.MonteCarloModelDouble.simulate | ( | RandomStream | stream | ) |
Simulates the model for one run.
Implemented in tutorial.AsianGBM2, tutorial.San13Dist, and tutorial.TestAsianRQMCSeries.
◆ toString()
| String umontreal.ssj.mcqmctools.MonteCarloModelDouble.toString | ( | ) |
Returns a description of the model and its parameters.
Implemented in tutorial.AsianGBM2, tutorial.San13Dist, and tutorial.TestAsianRQMCSeries.
The documentation for this interface was generated from the following file:
- src/main/java/umontreal/ssj/mcqmctools/MonteCarloModelDouble.java
