V. 2.6.

Package umontreal.iro.lecuyer.stat

This package provides elementary tools for collecting statistics and computing confidence intervals.


Interface Summary
ObservationListener Represents an object that can listen to observations broadcast by statistical probes.

Class Summary
StatProbe The objects of this class are statistical probes or collectors, which are elementary devices for collecting statistics.
Tally This type of statistical collector takes a sequence of real-valued observations and can return the average, the variance, a confidence interval for the theoretical mean, etc.
TallyHistogram This class is an extension of Tally which gives a more detailed view of the observations statistics.
TallyStore This class is a variant of Tally for which the individual observations are stored in a list implemented as a DoubleArrayList.

Package umontreal.iro.lecuyer.stat Description

This package provides elementary tools for collecting statistics and computing confidence intervals. The base class StatProbe implements common methods needed by all probes. Its subclass Tally collects data as a sequence of observations X1, X2,..., and computes sample averages, sample standard deviations, and confidence intervals based on the normality assumption. The class TallyStore is similar, but it also stores the individual observations in a list implemented as a DoubleArrayList . This permits one to compute more quantities and to use the methods provided by COLT for computing descriptive statistics.

The class Accumulate computes integrals and averages with respect to time. This class is in package simevents because its operation depends on the simulation clock.

All classes that represent statistical probes support the observer design pattern, well-known . This pattern facilitates the separation of data generation (by the simulation program) from data processing (for statistical reports and displays). This can be very helpful in particular in large simulation programs or libraries, where different objects may need to process the same data in different ways. A statistical probe maintains a list of registered ObservationListener objects, and broadcasts information to all its registered observers whenever appropriate. Any object that implements the interface ObservationListener can register as an observer. For an example, see the program QueueObs in the directory examples.

Subpackages of package stat provide matrices of Tally's and lists of Tally's.

V. 2.6.

To submit a bug or ask questions, send an e-mail to Pierre L'Ecuyer.