Class AntitheticStatistic

    • Constructor Detail

      • AntitheticStatistic

        public AntitheticStatistic()
      • AntitheticStatistic

        public AntitheticStatistic​(java.lang.String name)
        Parameters:
        name - the name of the statistic
    • Method Detail

      • collect

        public void collect​(double x)
        Description copied from interface: CollectorIfc
        Collect on the supplied value
        Parameters:
        x - a double representing the observation
      • reset

        public void reset()
        Description copied from interface: CollectorIfc
        Resets the collector as if no observations had been collected.
      • getCount

        public double getCount()
        Description copied from interface: StatisticAccessorIfc
        Gets the count of the number of the observations.
        Returns:
        A double representing the count
      • getSum

        public double getSum()
        Description copied from interface: StatisticAccessorIfc
        Gets the sum of the observations.
        Returns:
        A double representing the unweighted sum
      • getAverage

        public double getAverage()
        Description copied from interface: StatisticAccessorIfc
        Gets the unweighted average of the observations.
        Returns:
        A double representing the average or Double.NaN if no observations.
      • getDeviationSumOfSquares

        public double getDeviationSumOfSquares()
        Description copied from interface: StatisticAccessorIfc
        Gets the sum of squares of the deviations from the average This is the numerator in the classic sample variance formula
        Returns:
        A double representing the sum of squares of the deviations from the average
      • getVariance

        public double getVariance()
        Description copied from interface: StatisticAccessorIfc
        Gets the sample variance of the observations.
        Returns:
        A double representing the generate variance or Double.NaN if 1 or less observations.
      • getStandardDeviation

        public double getStandardDeviation()
        Description copied from interface: StatisticAccessorIfc
        Gets the sample standard deviation of the observations. Simply the square root of getVariance()
        Returns:
        A double representing the generate standard deviation or Double.NaN if 1 or less observations.
      • getMin

        public double getMin()
        Description copied from interface: StatisticAccessorIfc
        Gets the minimum of the observations.
        Returns:
        A double representing the minimum
      • getMax

        public double getMax()
        Description copied from interface: StatisticAccessorIfc
        Gets the maximum of the observations.
        Returns:
        A double representing the maximum
      • getLastValue

        public double getLastValue()
        Description copied from interface: StatisticAccessorIfc
        Gets the last observed data point
        Returns:
        A double representing the last observations
      • getKurtosis

        public double getKurtosis()
        Description copied from interface: StatisticAccessorIfc
        Gets the kurtosis of the data
        Returns:
        A double representing the kurtosis
      • getSkewness

        public double getSkewness()
        Description copied from interface: StatisticAccessorIfc
        Gets the skewness of the data
        Returns:
        A double representing the skewness
      • getStandardError

        public double getStandardError()
        Description copied from interface: StatisticAccessorIfc
        Gets the standard error of the observations. Simply the generate standard deviation divided by the square root of the number of observations
        Returns:
        A double representing the standard error or Double.NaN if < 1 observation
      • getLag1Covariance

        public double getLag1Covariance()
        Description copied from interface: StatisticAccessorIfc
        Gets the lag-1 generate covariance of the unweighted observations. Note: See Box, Jenkins, Reinsel, Time Series Analysis, 3rd edition, Prentice-Hall, pg 31
        Returns:
        A double representing the generate covariance or Double.NaN if <=2 observations
      • getLag1Correlation

        public double getLag1Correlation()
        Description copied from interface: StatisticAccessorIfc
        Gets the lag-1 generate correlation of the unweighted observations. Note: See Box, Jenkins, Reinsel, Time Series Analysis, 3rd edition, Prentice-Hall, pg 31
        Returns:
        A double representing the generate correlation or Double.NaN if <=2 observations
      • getVonNeumannLag1TestStatistic

        public double getVonNeumannLag1TestStatistic()
        Description copied from interface: StatisticAccessorIfc
        Gets the Von Neumann Lag 1 test statistic for checking the hypothesis that the data are uncorrelated Note: See Handbook of Simulation, Jerry Banks editor, McGraw-Hill, pg 253.
        Returns:
        A double representing the Von Neumann test statistic
      • getVonNeumannLag1TestStatisticPValue

        public double getVonNeumannLag1TestStatisticPValue()
        Description copied from interface: StatisticAccessorIfc
        Returns the asymptotic p-value for the Von Nueumann Lag-1 Test Statistic:

        Normal.stdNormalComplementaryCDF(getVonNeumannLag1TestStatistic());

        Returns:
        the p-value
      • getLeadingDigitRule

        public int getLeadingDigitRule​(double a)
        Description copied from interface: StatisticAccessorIfc
        Computes the right most meaningful digit according to (int)Math.floor(Math.log10(a*getStandardError())) See doi 10.1287.opre.1080.0529 by Song and Schmeiser
        Parameters:
        a - the std error multiplier
        Returns:
        the meaningful digit
      • getHalfWidth

        public double getHalfWidth()
        Description copied from interface: StatisticAccessorIfc
        Gets the confidence interval half-width. Simply the generate standard error times the confidence coefficient
        Returns:
        A double representing the half-width or Double.NaN if < 1 observation
      • getHalfWidth

        public double getHalfWidth​(double level)
        Description copied from interface: StatisticAccessorIfc
        Gets the confidence interval half-width. Simply the generate standard error times the confidence coefficient as determined by an appropriate sampling distribution
        Parameters:
        level - the confidence level
        Returns:
        A double representing the half-width or Double.NaN if < 1 observation
      • checkMean

        public boolean checkMean​(double mean)
      • getObsWeightedSum

        public double getObsWeightedSum()
      • asString

        public java.lang.String asString()
      • getSummaryStatistics

        public java.lang.String getSummaryStatistics()
      • getSummaryStatisticsHeader

        public java.lang.String getSummaryStatisticsHeader()
      • estimateSampleSize

        public long estimateSampleSize​(double desiredHW)