OutputType
- Type of output from the integrator.@PublicationReference(author={"Christian P. Robert","George Casella"},title="Monte Carlo Statistical Methods, Second Edition",type=Book,year=2004,pages={83,106}) @PublicationReference(author="Wikipedia",title="Monte Carlo integration",type=WebPage,year=2010,url="http://en.wikipedia.org/wiki/Monte_Carlo_integration") public interface MonteCarloIntegrator<OutputType> extends CloneableSerializable
Modifier and Type | Method and Description |
---|---|
Distribution<? extends OutputType> |
getMean(java.util.Collection<? extends OutputType> samples)
Computes the Monte Carlo distribution of the given samples.
|
Distribution<? extends OutputType> |
getMean(java.util.List<? extends WeightedValue<? extends OutputType>> samples)
Computes the Monte Carlo distribution of the given weighted samples.
|
<SampleType> |
integrate(java.util.Collection<? extends SampleType> samples,
Evaluator<? super SampleType,? extends OutputType> expectationFunction)
Integrates the given function given samples from another function.
|
<SampleType> |
integrate(java.util.List<? extends WeightedValue<? extends SampleType>> samples,
Evaluator<? super SampleType,? extends OutputType> expectationFunction)
Integrates the given function given weighted samples from another
function.
|
clone
<SampleType> Distribution<? extends OutputType> integrate(java.util.Collection<? extends SampleType> samples, Evaluator<? super SampleType,? extends OutputType> expectationFunction)
SampleType
- Type of samples to consider.samples
- Samples from the underlying distribution.expectationFunction
- Function for which to compute the expectation.<SampleType> Distribution<? extends OutputType> integrate(java.util.List<? extends WeightedValue<? extends SampleType>> samples, Evaluator<? super SampleType,? extends OutputType> expectationFunction)
SampleType
- Type of samples to consider.samples
- Weighted samples from the underlying distribution.expectationFunction
- Function for which to compute the expectation.Distribution<? extends OutputType> getMean(java.util.Collection<? extends OutputType> samples)
samples
- Samples to consider.Distribution<? extends OutputType> getMean(java.util.List<? extends WeightedValue<? extends OutputType>> samples)
samples
- Weighted samples to consider.