Class AntitheticEstimator

  • All Implemented Interfaces:
    ObserverIfc, GetNameIfc, IdentityIfc

    public class AntitheticEstimator
    extends ModelElementObserver
    The purpose of this class is to observe response variables in order to form pairs across replications and to compute statistics across the pairs. If Y(1), Y(2), .., Y(j), .., Y(n) represent observations from the jth replication, then this class averages adjacent pairs X(1) = (Y(1)+Y(2))/2, X(2) = (Y(3)+Y(4))/2, for m = floor(n/2) pairs X(i) = (Y(2j-1) + Y(2j))/2 for j = 1, 2, 3, ... floor(n/2) If the experiment has been set to control the streams using antithetic streams for odd and even replications, then the resulting estimate from this class will implement the variance reduction technique called antithetic variates. The class is designed as an observer that can be attached to individual response variables
    • Constructor Detail

      • AntitheticEstimator

        public AntitheticEstimator()
      • AntitheticEstimator

        public AntitheticEstimator​(java.lang.String name)