Package jslx.statistics

Class MultiBootstrap

  • All Implemented Interfaces:
    RNStreamControlIfc
    public class MultiBootstrap
extends java.lang.Object
implements RNStreamControlIfc
    A collection of Bootstrap instances to permit multi-dimensional bootstrapping. Construction depends on a named mapping of double[] arrays that represent the original samples. A static create method also allows creation based on a mapping to implementations of the SampleIfc. The name provided for each dataset (or sampler) should be unique and will be used to identify the associated bootstrap results. We call this name a addFactor.

    • Field Summary

      Fields 
      Modifier and Type Field Description
      protected java.util.Map<java.lang.String,​Bootstrap> myBootstraps  
      protected long myId
      The id of this object
      protected java.lang.String myName  

    • Constructor Summary

      Constructors 
      Constructor Description
      MultiBootstrap​(java.lang.String name, java.util.Map<java.lang.String,​double[]> dataMap)  
      MultiBootstrap​(java.util.Map<java.lang.String,​double[]> dataMap)  

    • Method Summary

      All Methods Static Methods Instance Methods Concrete Methods 
      Modifier and Type Method Description
      void advanceToNextSubstream()
      Positions the RNG at the beginning of its next substream for all bootstraps
      java.lang.String asString()  
      static MultiBootstrap create​(int sampleSize, java.util.Map<java.lang.String,​SampleIfc> samplerMap)  
      static MultiBootstrap create​(java.lang.String name, int sampleSize, java.util.Map<java.lang.String,​SampleIfc> samplerMap)  
      static MultiBootstrap create​(java.lang.String name, java.util.Map<java.lang.String,​java.util.Map.Entry<java.lang.Integer,​SampleIfc>> samplerMap)  
      static MultiBootstrap create​(java.util.Map<java.lang.String,​java.util.Map.Entry<java.lang.Integer,​SampleIfc>> samplerMap)  
      void generateSamples​(int numBootstrapSamples)
      The individual bootstrapped samples are not saved.
      void generateSamples​(int numBootstrapSamples, boolean saveBootstrapSamples)
      The estimator is EstimatorIfc.Average()
      void generateSamples​(int numBootstrapSamples, EstimatorIfc estimator)
      The individual bootstrapped samples are not saved.
      void generateSamples​(int numBootstrapSamples, EstimatorIfc estimator, boolean saveBootstrapSamples)
      This method changes the underlying state of the Bootstrap instance by performing the bootstrap sampling.
      void generateSamples​(java.util.Map<java.lang.String,​java.lang.Integer> numBootstrapSamples, EstimatorIfc estimator, boolean saveBootstrapSamples)
      This method changes the underlying state of the Bootstrap instance by performing the bootstrap sampling.
      boolean getAntitheticOption()
      False means at least one is false.
      Bootstrap getBootstrap​(java.lang.String name)  
      java.util.List<Bootstrap> getBootstrapList()  
      java.util.Map<java.lang.String,​java.util.List<RVariableIfc>> getBootstrapRandomVariables()
      Gets a map with key = name, where name is the associated bootstrap name and the value is List holding a RVariableIfc representation for each bootstrap generate within the bootstrap.
      java.util.Map<java.lang.String,​java.util.List<RVariableIfc>> getBootstrapRandomVariables​(boolean useCRN)
      Gets a map with key = name, where name is the associated bootstrap name and the value is List holding a RVariableIfc representation for each bootstrap generate within the bootstrap.
      java.util.Map<java.lang.String,​double[]> getBootstrapSampleAverages()
      Gets a map with key = name, where name is the associated bootstrap name and the value is the an array holding the generate averages for each bootstrap samples within the bootstrap
      java.util.Map<java.lang.String,​java.util.List<double[]>> getBootstrapSampleData()
      Gets a map with key = name, where name is the associated bootstrap name and the value is List holding the generate data for each bootstrap generate within the bootstrap.
      java.util.Map<java.lang.String,​double[]> getBootstrapSampleData​(int b)
      Gets a map with key = name, where name is the associated bootstrap name and the value is the generate data for the bth bootstrap generate.
      double[] getBootstrapSampleData​(java.lang.String name, int b)  
      java.util.Map<java.lang.String,​double[]> getBootstrapSampleVariances()
      Gets a map with key = name, where name is the associated bootstrap name and the value is the an array holding the generate variances for each bootstrap samples within the bootstrap
      java.util.List<java.lang.String> getFactorNames()  
      long getId()  
      java.lang.String getName()  
      int getNumberFactors()  
      void resetStartStream()
      The resetStartStream method will position the RNG at the beginning of its stream.
      void resetStartSubstream()
      Resets the position of the RNG at the start of the current substream for all bootstraps
      void setAntitheticOption​(boolean flag)
      Tells all the streams to change their antithetic option
      java.lang.String toString()  

      • Methods inherited from class java.lang.Object

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

    • Field Detail

      • myId

        protected final long myId
        The id of this object

      • myName

        protected final java.lang.String myName

      • myBootstraps

        protected java.util.Map<java.lang.String,​Bootstrap> myBootstraps

    • Constructor Detail

      • MultiBootstrap

        public MultiBootstrap​(java.util.Map<java.lang.String,​double[]> dataMap)
        Parameters:
        dataMap - a map holding the name for each data set

      • MultiBootstrap

        public MultiBootstrap​(java.lang.String name,
                      java.util.Map<java.lang.String,​double[]> dataMap)
        Parameters:
        name - the name of the instance
        dataMap - a map holding the name for each data set, names cannot be null and the arrays cannot be null

    • Method Detail

      • getId

        public final long getId()
        Returns:
        the identity is unique to this execution/construction

      • getName

        public final java.lang.String getName()
        Returns:
        the name of the bootstrap

      • getNumberFactors

        public final int getNumberFactors()
        Returns:
        the number of factors in the multibootstrap

      • getFactorNames

        public final java.util.List<java.lang.String> getFactorNames()
        Returns:
        the names of the factors as a list

      • create

        public static final MultiBootstrap create​(int sampleSize,
                                          java.util.Map<java.lang.String,​SampleIfc> samplerMap)
        Parameters:
        sampleSize - the size of the original generate
        samplerMap - something to generate the original generate of the provided size
        Returns:
        an instance of MultiBootstrap based on data generated from each generate

      • create

        public static final MultiBootstrap create​(java.lang.String name,
                                          int sampleSize,
                                          java.util.Map<java.lang.String,​SampleIfc> samplerMap)
        Parameters:
        name - the name of the instance
        sampleSize - the generate size, all samplers have the same amount sampled
        samplerMap - something to generate the original generate of the provided size
        Returns:
        an instance of MultiBootstrap based on data generated from each generate

      • create

        public static final MultiBootstrap create​(java.util.Map<java.lang.String,​java.util.Map.Entry<java.lang.Integer,​SampleIfc>> samplerMap)
        Parameters:
        samplerMap - the String of the map is the named identifier for the bootstrap, the entry of the map is a pair (Integer, SamplerIfc) which represents the number to generate and the sampler
        Returns:
        an instance of MultiBootstrap based on data generated from each generate

      • create

        public static final MultiBootstrap create​(java.lang.String name,
                                          java.util.Map<java.lang.String,​java.util.Map.Entry<java.lang.Integer,​SampleIfc>> samplerMap)
        Parameters:
        name - the name of the instance
        samplerMap - the String of the map is the named identifier for the bootstrap, the entry of the map is a pair (Integer, SamplerIfc) which represents the number to generate and the sampler
        Returns:
        an instance of MultiBootstrap based on data generated from each generate

      • generateSamples

        public final void generateSamples​(int numBootstrapSamples)
        The individual bootstrapped samples are not saved. The estimator is EstimatorIfc.Average()
        Parameters:
        numBootstrapSamples - the number of bootstrap samples to generate

      • generateSamples

        public final void generateSamples​(int numBootstrapSamples,
                                  boolean saveBootstrapSamples)
        The estimator is EstimatorIfc.Average()
        Parameters:
        numBootstrapSamples - the number of bootstrap samples to generate
        saveBootstrapSamples - indicates that the statistics and data of each bootstrap generate should be saved

      • generateSamples

        public final void generateSamples​(int numBootstrapSamples,
                                  EstimatorIfc estimator)
        The individual bootstrapped samples are not saved.
        Parameters:
        numBootstrapSamples - the number of bootstrap samples to generate
        estimator - a function of the data

      • generateSamples

        public void generateSamples​(int numBootstrapSamples,
                            EstimatorIfc estimator,
                            boolean saveBootstrapSamples)
        This method changes the underlying state of the Bootstrap instance by performing the bootstrap sampling.
        Parameters:
        numBootstrapSamples - the number of bootstrap samples to generate, assumes all are the same.
        estimator - a function of the data
        saveBootstrapSamples - indicates that the statistics and data of each bootstrap generate should be saved

      • generateSamples

        public void generateSamples​(java.util.Map<java.lang.String,​java.lang.Integer> numBootstrapSamples,
                            EstimatorIfc estimator,
                            boolean saveBootstrapSamples)
        This method changes the underlying state of the Bootstrap instance by performing the bootstrap sampling.
        Parameters:
        numBootstrapSamples - the number of bootstrap samples to generate for each of the bootstraps, the keys must match the keys in the original data map. If the names do not match then the bootstraps are not generated.
        estimator - a function of the data
        saveBootstrapSamples - indicates that the statistics and data of each bootstrap generate should be saved

      • getBootstrapSampleAverages

        public java.util.Map<java.lang.String,​double[]> getBootstrapSampleAverages()
        Gets a map with key = name, where name is the associated bootstrap name and the value is the an array holding the generate averages for each bootstrap samples within the bootstrap
        Returns:
        a map of the generate averages

      • getBootstrapSampleVariances

        public java.util.Map<java.lang.String,​double[]> getBootstrapSampleVariances()
        Gets a map with key = name, where name is the associated bootstrap name and the value is the an array holding the generate variances for each bootstrap samples within the bootstrap
        Returns:
        a map of the generate averages

      • getBootstrapSampleData

        public java.util.Map<java.lang.String,​java.util.List<double[]>> getBootstrapSampleData()
        Gets a map with key = name, where name is the associated bootstrap name and the value is List holding the generate data for each bootstrap generate within the bootstrap. The size of the list is the number of bootstrap samples generated. Each element of the list is the data associated with each generate.
        Returns:
        a map of the list of bootstrap data

      • getBootstrapRandomVariables

        public java.util.Map<java.lang.String,​java.util.List<RVariableIfc>> getBootstrapRandomVariables()
        Gets a map with key = name, where name is the associated bootstrap name and the value is List holding a RVariableIfc representation for each bootstrap generate within the bootstrap. The size of the list is the number of bootstrap samples generated. Each element of the list is a RVariableIfc representation of the data with the bootstrap generate. The stream for every random variable is the same across the bootstraps (but different across factors) to facilitate common random number generation (CRN).
        Returns:
        a map of the list of bootstrap random variable representations

      • getBootstrapRandomVariables

        public java.util.Map<java.lang.String,​java.util.List<RVariableIfc>> getBootstrapRandomVariables​(boolean useCRN)
        Gets a map with key = name, where name is the associated bootstrap name and the value is List holding a RVariableIfc representation for each bootstrap generate within the bootstrap. The size of the list is the number of bootstrap samples generated. Each element of the list is a RVariableIfc representation of the data with the bootstrap generate.
        Parameters:
        useCRN - , if true the stream for every random variable is the same across the bootstraps to facilitate common random number generation (CRN). If false different streams are used for each created random variable
        Returns:
        a map of the list of bootstrap random variable representations

      • getBootstrapSampleData

        public double[] getBootstrapSampleData​(java.lang.String name,
                                       int b)
        Parameters:
        name - the name of the bootstrap
        b - the bootstrap generate number, b = 1, 2, ... to getNumBootstrapSamples()
        Returns:
        the generate generated for the bth bootstrap, if no samples are saved then the array returned is of zero length

      • getBootstrapSampleData

        public java.util.Map<java.lang.String,​double[]> getBootstrapSampleData​(int b)
        Gets a map with key = name, where name is the associated bootstrap name and the value is the generate data for the bth bootstrap generate. The size of the array is the size of the generated bootstrap generate, the array may be of zero length if the samples were not saved
        Parameters:
        b - the bootstrap generate number, b = 1, 2, ... to getNumBootstrapSamples()
        Returns:
        a map holding the bth bootstrap data for each bootstrap

      • getBootstrap

        public final Bootstrap getBootstrap​(java.lang.String name)
        Parameters:
        name - the name of the Bootstrap to get
        Returns:
        the Bootstrap associated with the name

      • getBootstrapList

        public java.util.List<Bootstrap> getBootstrapList()
        Returns:
        a list of all the bootstraps

      • toString

        public java.lang.String toString()
        Overrides:
        toString in class java.lang.Object

      • asString

        public java.lang.String asString()
        Returns:
        the bootstrap results as a string

      • resetStartStream

        public void resetStartStream()
        The resetStartStream method will position the RNG at the beginning of its stream. This is the same location in the stream as assigned when the RNG was created and initialized for all bootstraps
        Specified by:
        resetStartStream in interface RNStreamControlIfc

      • resetStartSubstream

        public void resetStartSubstream()
        Resets the position of the RNG at the start of the current substream for all bootstraps
        Specified by:
        resetStartSubstream in interface RNStreamControlIfc

      • advanceToNextSubstream

        public void advanceToNextSubstream()
        Positions the RNG at the beginning of its next substream for all bootstraps
        Specified by:
        advanceToNextSubstream in interface RNStreamControlIfc

      • setAntitheticOption

        public void setAntitheticOption​(boolean flag)
        Tells all the streams to change their antithetic option
        Specified by:
        setAntitheticOption in interface RNStreamControlIfc
        Parameters:
        flag - true means that it produces antithetic variates.

      • getAntitheticOption

        public boolean getAntitheticOption()
        False means at least one is false.
        Specified by:
        getAntitheticOption in interface RNStreamControlIfc
        Returns:
        true means on all bootstraps have antithetic option on