Package jslx.statistics

Class SNDiagnosticExperiment

java.lang.Object

jslx.statistics.SNDiagnosticExperiment

public class SNDiagnosticExperiment
extends java.lang.Object

Use the static create method to get a builder to builder the experiment with its addFactor data.

Input uncertainty analyzer based on :

Song, E., and Nelson, B. L. (n.d.). Quickly assessing contributions to input uncertainty. IIE Transactions. http://doi.org/10.1080/0740817X.2014.980869

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static interface	SNDiagnosticExperiment.AddFactorDataStepIfc	Adding addFactor data step
static class	SNDiagnosticExperiment.Builder	A builder for creating SNDiagnosticExperiment
static interface	SNDiagnosticExperiment.BuildStepIfc	The ability to builder or add addFactor data
static class	SNDiagnosticExperiment.FactorInputData	A Factor Input Data class to hold the data needed by the SNDiagnosticExperiment
static class	SNDiagnosticExperiment.FactorOutputData	A addFactor output data class to hold data produced for each addFactor by the SNDiagnosticExperiment
static class	SNDiagnosticExperiment.SimRunner1
static class	SNDiagnosticExperiment.SimRunner2
static class	SNDiagnosticExperiment.SimRunner3
static class	SNDiagnosticExperiment.StochasticActivityNetwork

Method Summary

Modifier and Type	Method	Description
java.lang.String	asString()
static SNDiagnosticExperiment.AddFactorDataStepIfc	create(SNReplicationRunnerIfc sim)
java.util.Map<java.lang.String,SNDiagnosticExperiment.FactorInputData>	getFactorInputData()
java.util.Map<java.lang.String,SNDiagnosticExperiment.FactorOutputData>	getFactorOutputData()	There will not be any addFactor output data until the diagnostic experiment is run
java.util.Optional<org.apache.commons.math3.stat.regression.OLSMultipleLinearRegression>	getFittedRegression()
double	getInputUncertaintyContribution(java.lang.String factor)
int	getNumBootstrapSamples()
int	getNumReplications()
double	getRelativeInputUncertaintyContribution(java.lang.String factor)
double	getRelativeSignificanceRatio(double stdError)	The relative significance of input uncertainty to simulation estimator variability.
double	getTotalInputUncertainty()
static void	main(java.lang.String[] args)
void	runDiagnosticExperiment(int numBootstrapSamples, int numReplications)	Uses common random numbers across simulation runs
void	runDiagnosticExperiment(int numBootstrapSamples, int numReplications, boolean useCRN)
static void	test1()
static void	test2()
static void	test3()
static void	test4()
java.lang.String	toString()

Methods inherited from class java.lang.Object

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

Method Detail

create

public static final SNDiagnosticExperiment.AddFactorDataStepIfc create(SNReplicationRunnerIfc sim)

Parameters:

sim - a reference to something that can run the simulation

Returns:

runDiagnosticExperiment

public void runDiagnosticExperiment(int numBootstrapSamples,
                                    int numReplications)

Uses common random numbers across simulation runs

Parameters:

numBootstrapSamples - the number of bootstrap samples to make for each input distribution

numReplications - the number of replications in the diagnostic experiment

runDiagnosticExperiment

public void runDiagnosticExperiment(int numBootstrapSamples,
                                    int numReplications,
                                    boolean useCRN)

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. Each factor gets its own unique stream regardless.

numBootstrapSamples - the number of bootstrap samples to make for each input distribution

numReplications - the number of replications in the diagnostic experiment

getNumBootstrapSamples

public final int getNumBootstrapSamples()

Returns:

the number of bootstrap samples specified in the experiment

getNumReplications

public final int getNumReplications()

Returns:

the number of replications specified in the experiment

getTotalInputUncertainty

public final double getTotalInputUncertainty()

Returns:

the total input uncertainty across factors

getRelativeSignificanceRatio

public final double getRelativeSignificanceRatio(double stdError)

The relative significance of input uncertainty to simulation estimator variability. This is gamma of step 4, page 899 of Song and Nelson

Parameters:

stdError - the standard error of the simulation estimator

Returns:

the relative significance estimate

getInputUncertaintyContribution

public final double getInputUncertaintyContribution(java.lang.String factor)

Parameters:

factor - the name of the addFactor

Returns:

the input uncertainty for the named addFactor

getRelativeInputUncertaintyContribution

public final double getRelativeInputUncertaintyContribution(java.lang.String factor)

Parameters:

factor - the name of the addFactor

Returns:

the relative input uncertainty for the named addFactor

getFactorInputData

public java.util.Map<java.lang.String,SNDiagnosticExperiment.FactorInputData> getFactorInputData()

Returns:

an unmodifiable map of the addFactor input data

getFactorOutputData

public java.util.Map<java.lang.String,SNDiagnosticExperiment.FactorOutputData> getFactorOutputData()

There will not be any addFactor output data until the diagnostic experiment is run

Returns:

an unmodifiable map of the addFactor output data

getFittedRegression

public java.util.Optional<org.apache.commons.math3.stat.regression.OLSMultipleLinearRegression> getFittedRegression()

Returns:

the fitted regression, it will be null if not fitted yet

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object

asString

public java.lang.String asString()

main

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

test1

public static void test1()

test2

public static void test2()

test3

public static void test3()

test4

public static void test4()