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SSJ
3.2.1
Stochastic Simulation in Java
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This class is used for randomized quasi-Monte Carlo (RQMC) simulations [123], [124], [181], [182] . More...
Public Member Functions | |
| RQMCPointSet (PointSet set, PointSetRandomization rand) | |
Constructor with the point set set and the randomization rand. More... | |
| void | randomize () |
| Randomizes the point set. More... | |
| PointSetIterator | iterator () |
| Returns a new point set iterator for the point set associated to this object. More... | |
| PointSet | getPointSet () |
| Returns the point set associated to this object. More... | |
| PointSetRandomization | getRandomization () |
| Returns the randomization associated to this object. More... | |
| int | getNumPoints () |
| Returns the number of points in the associated point set. More... | |
| void | setLabel (String label) |
| Gives a label (a short string) to identify this object, e.g., when making plots. More... | |
| String | getLabel () |
| Returns the label for the associated RQMC point set. More... | |
| String | toString () |
| For now, just returns the label for the associated RQMC point set. More... | |
Protected Attributes | |
| PointSet | set |
| PointSetRandomization | rand |
| String | label |
This class is used for randomized quasi-Monte Carlo (RQMC) simulations [123], [124], [181], [182] .
The idea is to randomize a point set so that:
A RQMC point set is one that satisfies these two conditions. One simple randomization that satisfies these conditions for an arbirary point set \(P_n\) is a random shift modulo 1 [37], [123], [208] : Generate a single point \(\mathbf{U}\) uniformly over \((0, 1)^s\) and add it to each point of \(P_n\), modulo 1, coordinate-wise. Another one is a random digital shift in base \(b\) [122], [124], [169] : generate again \(\mathbf{U}\) uniformly over \((0, 1)^s\), expand each of its coordinates in base \(b\), and add the digits, modulo \(b\), to the corresponding digits of each point of \(P_n\).
| RQMCPointSet | ( | PointSet | set, |
| PointSetRandomization | rand | ||
| ) |
Constructor with the point set set and the randomization rand.
| set | the point set |
| rand | the randomization |
| String getLabel | ( | ) |
Returns the label for the associated RQMC point set.
| int getNumPoints | ( | ) |
Returns the number of points in the associated point set.
| PointSet getPointSet | ( | ) |
Returns the point set associated to this object.
| PointSetRandomization getRandomization | ( | ) |
Returns the randomization associated to this object.
| PointSetIterator iterator | ( | ) |
Returns a new point set iterator for the point set associated to this object.
| void randomize | ( | ) |
Randomizes the point set.
The randomization and the point set are those of this object.
| void setLabel | ( | String | label | ) |
Gives a label (a short string) to identify this object, e.g., when making plots.
| label | The label. |
| String toString | ( | ) |
For now, just returns the label for the associated RQMC point set.
1.8.14