public class UnivariateMonteCarloIntegrator extends AbstractCloneableSerializable implements MonteCarloIntegrator<java.lang.Double>
Modifier and Type | Field and Description |
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static double |
DEFAULT_VARIANCE
Default variance to add to the Gaussian, 0.0.
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static UnivariateMonteCarloIntegrator |
INSTANCE
Default instance because this class has no state.
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Constructor and Description |
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UnivariateMonteCarloIntegrator()
Creates a new instance of UnivariateMonteCarloIntegrator
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Modifier and Type | Method and Description |
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UnivariateGaussian.PDF |
getMean(java.util.Collection<? extends java.lang.Double> samples)
Computes the Monte Carlo distribution of the given samples.
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UnivariateGaussian.PDF |
getMean(java.util.List<? extends WeightedValue<? extends java.lang.Double>> samples)
Computes the Monte Carlo distribution of the given weighted samples.
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<SampleType> |
integrate(java.util.Collection<? extends SampleType> samples,
Evaluator<? super SampleType,? extends java.lang.Double> expectationFunction)
Integrates the given function given samples from another function.
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<SampleType> |
integrate(java.util.List<? extends WeightedValue<? extends SampleType>> samples,
Evaluator<? super SampleType,? extends java.lang.Double> expectationFunction)
Integrates the given function given weighted samples from another
function.
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clone
equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
clone
public static final double DEFAULT_VARIANCE
public static final UnivariateMonteCarloIntegrator INSTANCE
public UnivariateMonteCarloIntegrator()
public <SampleType> UnivariateGaussian.PDF integrate(java.util.Collection<? extends SampleType> samples, Evaluator<? super SampleType,? extends java.lang.Double> expectationFunction)
MonteCarloIntegrator
integrate
in interface MonteCarloIntegrator<java.lang.Double>
SampleType
- Type of samples to consider.samples
- Samples from the underlying distribution.expectationFunction
- Function for which to compute the expectation.public <SampleType> UnivariateGaussian.PDF integrate(java.util.List<? extends WeightedValue<? extends SampleType>> samples, Evaluator<? super SampleType,? extends java.lang.Double> expectationFunction)
MonteCarloIntegrator
integrate
in interface MonteCarloIntegrator<java.lang.Double>
SampleType
- Type of samples to consider.samples
- Weighted samples from the underlying distribution.expectationFunction
- Function for which to compute the expectation.public UnivariateGaussian.PDF getMean(java.util.Collection<? extends java.lang.Double> samples)
MonteCarloIntegrator
getMean
in interface MonteCarloIntegrator<java.lang.Double>
samples
- Samples to consider.public UnivariateGaussian.PDF getMean(java.util.List<? extends WeightedValue<? extends java.lang.Double>> samples)
MonteCarloIntegrator
getMean
in interface MonteCarloIntegrator<java.lang.Double>
samples
- Weighted samples to consider.