public class AntitheticVariates extends Object implements MeanEstimator
| Modifier and Type | Field and Description |
|---|---|
static UnivariateRealFunction |
INVERSE |
static UnivariateRealFunction |
REFLECTION |
| Constructor and Description |
|---|
AntitheticVariates(UnivariateRealFunction f,
RandomNumberGenerator X1)
Estimate \(E(f(X_1))\) and use INVERSE as the default
antithetic path.
|
AntitheticVariates(UnivariateRealFunction f,
RandomNumberGenerator X1,
UnivariateRealFunction X2)
Estimate \(E(f(X_1))\), where f is a function of a random variable.
|
public static final UnivariateRealFunction INVERSE
public static final UnivariateRealFunction REFLECTION
public AntitheticVariates(UnivariateRealFunction f, RandomNumberGenerator X1, UnivariateRealFunction X2)
f - the random function to evaluate the expectation ofX1 - a random number generatorX2 - the antithetic function, given Xpublic AntitheticVariates(UnivariateRealFunction f, RandomNumberGenerator X1)
f - the random function to evaluate the expectation ofX1 - a random number generatorpublic double cov()
public Estimator estimate(int n)
MeanEstimatorestimate in interface MeanEstimatorn - the number of samples to draw for the estimationCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.