repicea.stats.estimates

Class MonteCarloEstimate

java.lang.Object

repicea.stats.RandomVariable<D>

repicea.stats.estimates.Estimate<EmpiricalDistribution>

repicea.stats.estimates.MonteCarloEstimate

All Implemented Interfaces:

java.io.Serializable, CentralMomentsGettable, NumberOfRealizationsProvider

Direct Known Subclasses:

LawOfTotalVarianceMonteCarloEstimate

public class MonteCarloEstimate
extends Estimate<EmpiricalDistribution>

This estimate contains the realizations of a Monte Carlo simulations.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	MonteCarloEstimate.MessageID

Nested classes/interfaces inherited from class repicea.stats.estimates.Estimate

Estimate.EstimatorType

Field Summary

Fields inherited from class repicea.stats.estimates.Estimate

estimatorType, rowIndex

Constructor Summary

Constructors

Constructor and Description
MonteCarloEstimate() Constructor.

Method Summary

Modifier and Type	Method and Description
protected MonteCarloEstimate	add(MonteCarloEstimate estimate2) This method returns a MonteCarloEstimate instance that results from the sum of two MonteCarloEstimate instances with the same number of realizations.
void	addRealization(Matrix value) This method adds a realization to the empirical distribution.
MonteCarloEstimate	extractSubEstimate(java.util.List<java.lang.Integer> indices) This method returns a subset of the MonteCarloEstimate.
ConfidenceInterval	getConfidenceIntervalBounds(double oneMinusAlpha) This method returns the probability of getting a lower valueand upper bound of a confidence intervals at probability level 1 - alpha
Estimate<?>	getDifferenceEstimate(Estimate<?> estimate2) This method returns an difference estimate.
int	getNumberOfRealizations() This method returns the number of realizations the estimate is based on
Estimate<?>	getProductEstimate(double scalar) This method returns an difference estimate.
protected Matrix	getQuantileForProbability(double percentile) This method returns the percentile of the Monte Carlo simulated distribution.
java.util.List<Matrix>	getRealizations() This method returns the list of realizations in the empirical distribution.
Estimate<?>	getSumEstimate(Estimate<?> estimate2) This method returns a sum of two estimates.
protected boolean	isMergeableEstimate(Estimate<?> estimate) This method checks if the two point estimates are compatible.
protected MonteCarloEstimate	multiply(double scalar) This method returns a MonteCarloEstimate instance that results from the product of original MonteCarloEstimate instance and a scalar.
protected MonteCarloEstimate	subtract(MonteCarloEstimate estimate2) This method returns a MonteCarloEstimate instance that results from the subtraction of two MonteCarloEstimate instances with the same number of realizations.
java.lang.String	toString()

Methods inherited from class repicea.stats.estimates.Estimate

getEstimatorType, getProductEstimate, getProductOfManyEstimates, getRandomDeviate, getRowIndex, setRowIndex

Methods inherited from class repicea.stats.RandomVariable

getDistribution, getMean, getVariance

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

MonteCarloEstimate

public MonteCarloEstimate()

Constructor.

Method Detail

subtract

protected MonteCarloEstimate subtract(MonteCarloEstimate estimate2)

This method returns a MonteCarloEstimate instance that results from the subtraction of two MonteCarloEstimate instances with the same number of realizations.

Parameters:

estimate2 - the estimate that is subtracted from this estimate

Returns:

a MonteCarloEstimate instance

add

protected MonteCarloEstimate add(MonteCarloEstimate estimate2)

This method returns a MonteCarloEstimate instance that results from the sum of two MonteCarloEstimate instances with the same number of realizations.

Parameters:

estimate2 - the estimate that is added to this estimate

Returns:

a MonteCarloEstimate instance

multiply

protected MonteCarloEstimate multiply(double scalar)

This method returns a MonteCarloEstimate instance that results from the product of original MonteCarloEstimate instance and a scalar.

Parameters:

scalar - the multiplication factor

Returns:

a MonteCarloEstimate instance

getQuantileForProbability

protected Matrix getQuantileForProbability(double percentile)

This method returns the percentile of the Monte Carlo simulated distribution.

Parameters:

percentile - a value between 0 and 1

Returns:

a Matrix instance that contains the percentile values

extractSubEstimate

public MonteCarloEstimate extractSubEstimate(java.util.List<java.lang.Integer> indices)

This method returns a subset of the MonteCarloEstimate. For instance, if the estimate is multivariate, it is then possible to extract a MonteCarloEstimate with only the first and second variates.

Parameters:

indices - a List of Integer that are the indices of the variates to be extracted.

Returns:

a MonteCarloEstimate

isMergeableEstimate

protected boolean isMergeableEstimate(Estimate<?> estimate)

Description copied from class: Estimate

This method checks if the two point estimates are compatible. The basic check consists of comparing the classes. Then, the matrix data is checked for consistency with previous data.

Overrides:

isMergeableEstimate in class Estimate<EmpiricalDistribution>

Returns:

a boolean

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object

getConfidenceIntervalBounds

public ConfidenceInterval getConfidenceIntervalBounds(double oneMinusAlpha)

Description copied from class: Estimate

This method returns the probability of getting a lower valueand upper bound of a confidence intervals at probability level 1 - alpha

Specified by:

getConfidenceIntervalBounds in class Estimate<EmpiricalDistribution>

Parameters:

oneMinusAlpha - is 1 minus the probability of Type I error

Returns:

a ConfidenceInterval instance

getDifferenceEstimate

public Estimate<?> getDifferenceEstimate(Estimate<?> estimate2)

Description copied from class: Estimate

This method returns an difference estimate.

Overrides:

getDifferenceEstimate in class Estimate<EmpiricalDistribution>

Parameters:

estimate2 - an Estimate to be subtracted from this estimate.

Returns:

an Estimate

getSumEstimate

public Estimate<?> getSumEstimate(Estimate<?> estimate2)

Description copied from class: Estimate

This method returns a sum of two estimates.

Overrides:

getSumEstimate in class Estimate<EmpiricalDistribution>

Parameters:

estimate2 - an Estimate to be added to this estimate.

Returns:

an Estimate

getProductEstimate

public Estimate<?> getProductEstimate(double scalar)

Description copied from class: Estimate

This method returns an difference estimate.

Overrides:

getProductEstimate in class Estimate<EmpiricalDistribution>

Parameters:

scalar - a double to be multiplied by this estimate

Returns:

an Estimate

addRealization

public void addRealization(Matrix value)

This method adds a realization to the empirical distribution. The conformity of the new realization is checked before adding it.

Parameters:

value - a Matrix

getRealizations

public java.util.List<Matrix> getRealizations()

This method returns the list of realizations in the empirical distribution.

Returns:

a List of Matrix instance

getNumberOfRealizations

public int getNumberOfRealizations()

Description copied from interface: NumberOfRealizationsProvider

This method returns the number of realizations the estimate is based on

Specified by:

getNumberOfRealizations in interface NumberOfRealizationsProvider

Returns:

an integer