Package jsl.utilities.random.arta

Class BivariateNORTACorrelationEvaluator

    • Field Summary

      Fields 
      Modifier and Type Field Description
      protected boolean myAntitheticFlag
      Whether or not to use antithetic variates in the replications uses to estimate the correlation The default is false
      protected double myCorr
      The input correlation
      protected Statistic myCorrStat
      Used to estimate the statistics across replications for the correlation
      protected Distribution myD1
      The distribution from which we want the correlated random variates
      protected Distribution myD2
      The distribution from which we want the correlated random variates
      protected int myNumReps
      The number of replications of the provided generate size that are used to estimate the actual correlation The default is 10.
      protected int mySampleSize
      The generate size used to estimate the actual correlation within one replication.
      protected NormalRV snd
      Standard normal
      protected StatisticXY statXY
      Used to estimate the statistics of the indicated generate size

    • Method Summary

      All Methods Static Methods Instance Methods Concrete Methods 
      Modifier and Type Method Description
      double estimateCorrelation()
      Estimates the correlation based on the provided number of replications of the given generate size
      double estimateCorrelation​(double hwBound)
      Estimates the correlation to the precision of the half-width bound The maximum number of replications is set at 20*getNumberOfReplications() The size of each generate for an individual replication is getSampleSize()
      double estimateCorrelation​(double hwBound, int sampleSize)
      Estimates the correlation to the precision of the half-width bound The maximum number of replications is set at 20*getNumberOfReplications()
      double estimateCorrelation​(double hwBound, int sampleSize, int numReps)
      Estimates the correlation to the precision of the half-width bound or until the specified number of replications has been met
      double estimateCorrelation​(int numReps)
      Estimates the correlation based on the provided number of replications of the given generate size
      double estimateCorrelation​(int numReps, int sampleSize)
      Estimates the correlation based on the provided number of replications of the given generate size
      boolean getAntitheticFlag()
      The antithetic flag can be use to turn on antithethic sampling when estimating the correlation with multiple replications
      double getCorrelation()
      This is the correlation set within the NORTA process
      StatisticAccessorIfc getCorrelationStatistics()
      After the correlation has been estimated, this method can be used to get the statistics across the replications on the correlation
      Distribution getFirstDistribution()  
      int getNumberOfReplications()
      The number of replications of the provided generate size used to estimate the actual correlation
      int getSampleSize()
      This is the generate size used within each replication to estimate the actual correlation
      StatisticXY getSampleStatistics()
      After an individual generate for a replication has been generated this method can provide the statistics on the generate
      Distribution getSecondDistribution()  
      static void main​(java.lang.String[] args)  
      double sampleCorrelation​(int sampleSize)
      Returns an estimate of the correlation based on a generate of the provided size
      void setAntitheticFlag​(boolean antitheticFlag)
      The antithetic flag can be use to turn on antithethic sampling when estimating the correlation with multiple replications.
      void setCorrelation​(double corr)
      This is the correlation that will be used within the NORTA process This is not the desired correlation or the actual resulting correlation
      void setFirstDistribution​(Distribution distribution)  
      void setNumberOfReplications​(int numReps)
      The number of replications of the provided generate size used to estimate the actual correlation
      void setSampleSize​(int sampleSize)  
      void setSecondDistribution​(Distribution distribution)  
      java.lang.String toString()
      Returns a String representation

      • Methods inherited from class java.lang.Object

        clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

    • Field Detail

      • snd

        protected NormalRV snd
        Standard normal

      • myD1

        protected Distribution myD1
        The distribution from which we want the correlated random variates

      • myD2

        protected Distribution myD2
        The distribution from which we want the correlated random variates

      • mySampleSize

        protected int mySampleSize
        The generate size used to estimate the actual correlation within one replication. The default is 1000

      • myNumReps

        protected int myNumReps
        The number of replications of the provided generate size that are used to estimate the actual correlation The default is 10.

      • myAntitheticFlag

        protected boolean myAntitheticFlag
        Whether or not to use antithetic variates in the replications uses to estimate the correlation The default is false

      • statXY

        protected StatisticXY statXY
        Used to estimate the statistics of the indicated generate size

      • myCorrStat

        protected Statistic myCorrStat
        Used to estimate the statistics across replications for the correlation

      • myCorr

        protected double myCorr
        The input correlation

    • Constructor Detail

      • BivariateNORTACorrelationEvaluator

        public BivariateNORTACorrelationEvaluator​(Distribution d1,
                                          Distribution d2,
                                          double correlation,
                                          int sampleSize,
                                          int numReps,
                                          boolean antitheticFlag)
        Parameters:
        d1 -
        d2 -
        correlation -
        sampleSize -
        numReps -
        antitheticFlag -

    • Method Detail

      • getFirstDistribution

        public final Distribution getFirstDistribution()
        Returns:
        the distribution

      • setFirstDistribution

        public final void setFirstDistribution​(Distribution distribution)
        Parameters:
        distribution - the distribution to set

      • getSecondDistribution

        public final Distribution getSecondDistribution()
        Returns:
        the distribution

      • setSecondDistribution

        public final void setSecondDistribution​(Distribution distribution)
        Parameters:
        distribution - the distribution to set

      • getCorrelation

        public final double getCorrelation()
        This is the correlation set within the NORTA process
        Returns:
        the correlation

      • setCorrelation

        public final void setCorrelation​(double corr)
        This is the correlation that will be used within the NORTA process This is not the desired correlation or the actual resulting correlation
        Parameters:
        corr - the correlation to set

      • getSampleSize

        public final int getSampleSize()
        This is the generate size used within each replication to estimate the actual correlation
        Returns:
        the generate size

      • setSampleSize

        public final void setSampleSize​(int sampleSize)
        Parameters:
        sampleSize - the generate size to set, must be > 2

      • getNumberOfReplications

        public final int getNumberOfReplications()
        The number of replications of the provided generate size used to estimate the actual correlation
        Returns:
        the number of replications

      • setNumberOfReplications

        public final void setNumberOfReplications​(int numReps)
        The number of replications of the provided generate size used to estimate the actual correlation
        Parameters:
        numReps - the number of replications

      • getAntitheticFlag

        public final boolean getAntitheticFlag()
        The antithetic flag can be use to turn on antithethic sampling when estimating the correlation with multiple replications
        Returns:
        the antitheticFlag

      • setAntitheticFlag

        public final void setAntitheticFlag​(boolean antitheticFlag)
        The antithetic flag can be use to turn on antithethic sampling when estimating the correlation with multiple replications. True means that antithetic sampling will be used. When this is set the number of replications represents the number of antithetic pairs to be sampled. /**
        Parameters:
        antitheticFlag - the flag to set

      • estimateCorrelation

        public final double estimateCorrelation()
        Estimates the correlation based on the provided number of replications of the given generate size
        Returns:

      • estimateCorrelation

        public final double estimateCorrelation​(int numReps)
        Estimates the correlation based on the provided number of replications of the given generate size
        Parameters:
        numReps - must be >=1
        Returns:

      • estimateCorrelation

        public final double estimateCorrelation​(int numReps,
                                        int sampleSize)
        Estimates the correlation based on the provided number of replications of the given generate size
        Parameters:
        numReps - must be >=1
        sampleSize - must be > 3
        Returns:

      • estimateCorrelation

        public final double estimateCorrelation​(double hwBound)
        Estimates the correlation to the precision of the half-width bound The maximum number of replications is set at 20*getNumberOfReplications() The size of each generate for an individual replication is getSampleSize()
        Parameters:
        hwBound -
        Returns:

      • estimateCorrelation

        public final double estimateCorrelation​(double hwBound,
                                        int sampleSize)
        Estimates the correlation to the precision of the half-width bound The maximum number of replications is set at 20*getNumberOfReplications()
        Parameters:
        hwBound -
        sampleSize - The size of each generate for an individual replication
        Returns:

      • estimateCorrelation

        public final double estimateCorrelation​(double hwBound,
                                        int sampleSize,
                                        int numReps)
        Estimates the correlation to the precision of the half-width bound or until the specified number of replications has been met
        Parameters:
        hwBound -
        sampleSize - The size of each generate for an individual replication
        numReps - The maximum number of replications
        Returns:

      • getCorrelationStatistics

        public final StatisticAccessorIfc getCorrelationStatistics()
        After the correlation has been estimated, this method can be used to get the statistics across the replications on the correlation
        Returns:

      • sampleCorrelation

        public final double sampleCorrelation​(int sampleSize)
        Returns an estimate of the correlation based on a generate of the provided size
        Parameters:
        sampleSize - must be > 2
        Returns:

      • getSampleStatistics

        public final StatisticXY getSampleStatistics()
        After an individual generate for a replication has been generated this method can provide the statistics on the generate
        Returns:

      • toString

        public java.lang.String toString()
        Returns a String representation
        Overrides:
        toString in class java.lang.Object
        Returns:
        A String with basic results

      • main

        public static void main​(java.lang.String[] args)
        Parameters:
        args -