MonteCarloModelDouble Interface Reference

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

Inheritance diagram for MonteCarloModelDouble:

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 short description of the model and its parameters.

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.

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

• MonteCarloModelDouble.java