|
SSJ
3.3.1
Stochastic Simulation in Java
|
Methods to compute various types of discrepancies for quasi-Monte Carlo point sets. More...
Classes | |
| class | BigDiscrepancy |
| This abstract class is the base class of all discrepancy classes programmed with floating-point numbers with multi-precision. More... | |
| class | BigDiscShiftBaker1 |
| This class computes the same discrepancy as in umontreal.ssj.discrepancy.DiscShiftBaker1 [see eq. More... | |
| class | BigDiscShiftBaker1Lattice |
| This class computes the same discrepancy as in umontreal.ssj.discrepancy.DiscShiftBaker1Lattice [see eq. More... | |
| class | DiscL2Hickernell |
| This class computes the Hickernell \(\mathcal{L}_2\)-star discrepancy in [81] (eq. More... | |
| class | DiscL2Star |
| This class computes the traditional \(\mathcal{L}_2\)-star discrepancy \(\mathcal{D}_2^*(\mathcal{P})\) for a set of \(n\) points \(\mathcal{P}\) [236], [237], [83] . More... | |
| class | DiscL2Symmetric |
| COMPLÉTER LA DOC ICI. More... | |
| class | DiscL2Unanchored |
| A discrepancy is said to be reflection-invariant if it has the same value when the points are reflected through any plane \(x_j= 1/2\), passing through the center of the unit hypercube, i.e. More... | |
| class | Discrepancy |
| This abstract class is the base class of all discrepancy classes. More... | |
| class | DiscrepancyContainer |
| This class is used to compute, store and display discrepancies. More... | |
| class | DiscShift1 |
| This class computes the discrepancy for randomly shifted points of a set \(\mathcal{P}\) [84] (eq. More... | |
| class | DiscShift1Lattice |
| This class computes the same discrepancy for randomly shifted points of a set \(\mathcal{L}\) as given in eq. More... | |
| class | DiscShift2 |
| This class computes the discrepancy in [84] (eq. More... | |
| class | DiscShift2Lattice |
| This class computes the same discrepancy for randomly shifted points of a set \(\mathcal{L}\) as given in eq. More... | |
| class | DiscShiftBaker1 |
| This class computes the discrepancy for randomly shifted, then baker folded points of a set \(\mathcal{P}\). More... | |
| class | DiscShiftBaker1Lattice |
| This class computes the same discrepancy in [84] (eq. More... | |
| class | Palpha |
| Extends the class Discrepancy and implements the methods required to compute the \(P_{\alpha}\) figure of merit for a lattice point set \(\Psi_s\) which is the intersection of a lattice \(L\) and the unit hypercube \([0, 1)^s\) in \(s\) dimensions. More... | |
| class | Searcher |
| This class implements methods to search for the best lattices of rank 1, defined as follows [219] . More... | |
| class | SearcherCBC |
| This class implements searches to find the best rank-1 lattices with respect to a given discrepancy, using component-by-component (CBC) searches, random or exhaustive for each component. More... | |
| class | SearcherKorobov |
| This class implements searches to find the best Korobov lattices with respect to a given discrepancy. More... | |
Methods to compute various types of discrepancies for quasi-Monte Carlo point sets.
These old classes are specialized to specific types of discrepancies and are not necessarily the most efficient and general. For more recent and efficient tools, see the latnetbuilder package.
1.8.14