Package umontreal.ssj.mcqmctools.anova

Tools to estimate ANOVA components for Monte Carlo models. More...

Classes
class	Anova
	This class automates the process of replicating estimators of the ANOVA variances. More...
interface	AnovaObserver
	ANOVA observer. More...
class	AnovaVarianceCollector
	Extends ListOfTallies to collect ANOVA variances. More...
class	AnovaVarianceEstimator
	ANOVA variance estimator. More...
class	BasicObservationCollector
	Does nothing but counting the total number of observations. More...
class	CoordinateSet
	Represents a set of coordinates. More...
class	CoordinateSetLong
	Implementation of CoordinateSet using a long bit-mask internal representation. More...
interface	Integrator
class	MeanVarExperiment
class	MonteCarloIntegrator
interface	MonteCarloModelDoubleRQMC
	An interface for a simple simulation model for which Monte Carlo (MC) or RQMC experiments are to be performed. More...
interface	MonteCarloModelRQMC
	An interface for a simple simulation model for which Monte Carlo (MC) or RQMC experiments are to be performed. More...
class	MonteCarloSampler
	Monte Carlo sampler. More...
interface	ObservationCollector
class	ObservationCollectorList
class	PartialVariance
	Represents the partial variance of a function with respect to a given coordinate set. More...
class	PartialVarianceEstimator
	Partial variance estimator. More...
class	QMCSampler
	QMC sampler. More...
interface	RandomIntegrator
interface	RandomSampler
class	Replicator
	Replicator class. More...
class	Report
class	RQMCSampler
	QMC sampler. More...
interface	Sampler
class	SplitStream
	Implements a random stream that mixes two input streams by using a coordinate mask. More...

Detailed Description

Tools to estimate ANOVA components for Monte Carlo models.

.anova_overview_sec_overview

This package offers tools to estimate ANOVA components for Monte Carlo models. It is not yet fully integrated with the rest of SSJ, and this is why some SSJ classes are duplicated here: these are different (older) versions of these classes.

(To do...)

Examples

.anova_overview_sec_examples

The following examples show how to use this package. (To do... )