Package jsl.utilities.random.arta

Class BivariateNORTACorrelationFinder

java.lang.Object

jsl.utilities.random.arta.BivariateNORTACorrelationEvaluator

jsl.utilities.random.arta.BivariateNORTACorrelationFinder

public class BivariateNORTACorrelationFinder
extends BivariateNORTACorrelationEvaluator

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
protected class	BivariateNORTACorrelationFinder.CorrFunction

Field Summary

Fields

Modifier and Type	Field	Description
double	DEFAULT_DELTA
static double	DEFAULT_HWBOUND
static int	DEFAULT_INITIAL_PTS
protected BivariateNORTACorrelationFinder.CorrFunction	myCorrFunction
protected double	myDelta
protected double	myDesiredCorrelation
protected double	myHWBound
protected int	myInitialPoints
protected Interval	myInterval
protected double	myLRho
protected double	myMatchingCorrelation
protected StochasticApproximationRootFinder	mySARootFinder
protected double	myURho

Fields inherited from class jsl.utilities.random.arta.BivariateNORTACorrelationEvaluator

myAntitheticFlag, myCorr, myCorrStat, myD1, myD2, myNumReps, mySampleSize, snd, statXY

Constructor Summary

Constructors

Constructor	Description
BivariateNORTACorrelationFinder(Distribution d1, Distribution d2, double correlation, int sampleSize, int numReps, boolean antitheticFlag)

Method Summary

Modifier and Type	Method	Description
boolean	checkMatchingCorrelation(double desiredCorrelation)
double	findMatchingCorrelation()
Interval	getCorrelationInterval()	Returns the interval of possible correlation values
double	getDesiredCorrelation()
double	getDesiredPrecision()
double	getMatchingCorrelation()
double	getStoppingCriteria()
static void	main(java.lang.String[] args)
void	setDesiredPrecision(double prec)
void	setNumberOfPointsInInitialSearch(int n)
java.lang.String	toString()	Returns a String representation
void	turnOnTimer(long milliseconds)

Methods inherited from class jsl.utilities.random.arta.BivariateNORTACorrelationEvaluator

estimateCorrelation, estimateCorrelation, estimateCorrelation, estimateCorrelation, estimateCorrelation, estimateCorrelation, getAntitheticFlag, getCorrelation, getCorrelationStatistics, getFirstDistribution, getNumberOfReplications, getSampleSize, getSampleStatistics, getSecondDistribution, sampleCorrelation, setAntitheticFlag, setCorrelation, setFirstDistribution, setNumberOfReplications, setSampleSize, setSecondDistribution

Methods inherited from class java.lang.Object

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

Field Detail

DEFAULT_INITIAL_PTS

public static final int DEFAULT_INITIAL_PTS

See Also:

Constant Field Values

DEFAULT_HWBOUND

public static final double DEFAULT_HWBOUND

See Also:

Constant Field Values

DEFAULT_DELTA

public final double DEFAULT_DELTA

See Also:

Constant Field Values

myDesiredCorrelation

protected double myDesiredCorrelation

myCorrFunction

protected BivariateNORTACorrelationFinder.CorrFunction myCorrFunction

mySARootFinder

protected StochasticApproximationRootFinder mySARootFinder

myMatchingCorrelation

protected double myMatchingCorrelation

myHWBound

protected double myHWBound

myDelta

protected double myDelta

myInitialPoints

protected int myInitialPoints

myInterval

protected Interval myInterval

myLRho

protected double myLRho

myURho

protected double myURho

Constructor Detail

BivariateNORTACorrelationFinder

public BivariateNORTACorrelationFinder(Distribution d1,
                                       Distribution d2,
                                       double correlation,
                                       int sampleSize,
                                       int numReps,
                                       boolean antitheticFlag)

Parameters:

d1 - first distribution

d2 - second distribution

correlation - the correlation

sampleSize - the sample size

numReps - the number of replications

antitheticFlag - use antithetics

Method Detail

checkMatchingCorrelation

public boolean checkMatchingCorrelation(double desiredCorrelation)

getCorrelationInterval

public Interval getCorrelationInterval()

Returns the interval of possible correlation values

Returns:

the interval

setNumberOfPointsInInitialSearch

public void setNumberOfPointsInInitialSearch(int n)

findMatchingCorrelation

public double findMatchingCorrelation()

getDesiredCorrelation

public double getDesiredCorrelation()

getMatchingCorrelation

public double getMatchingCorrelation()

toString

public java.lang.String toString()

Returns a String representation

Overrides:

toString in class BivariateNORTACorrelationEvaluator

Returns:

A String with basic results

turnOnTimer

public void turnOnTimer(long milliseconds)

Parameters:

milliseconds - the time in milliseconds

getDesiredPrecision

public double getDesiredPrecision()

Returns:

the desired precision

setDesiredPrecision

public void setDesiredPrecision(double prec)

Parameters:

prec - the desired precision

getStoppingCriteria

public double getStoppingCriteria()

Returns:

the stopping criteria

main

public static void main(java.lang.String[] args)