Package umontreal.iro.lecuyer.stat

Examples of umontreal.iro.lecuyer.stat.Tally.report()


      Chrono timer = new Chrono();
      int n = 100000;
      process.simulateRuns (n, new MRG32k3a(), statValue);
      statValue.setConfidenceIntervalStudent();
      System.out.println (statValue.report (0.95, 3));
      System.out.println ("Total CPU time:      " + timer.format() + "\n");
   }
}
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      int m = 20;                     // Number of QMC randomizations.
      process.simulateQMC (m, pb, new MRG32k3a(), statQMC);
      System.out.println ("QMC with Korobov point set with " + n +
          " points and random shift + baker:\n");
      statQMC.setConfidenceIntervalStudent();
      System.out.println (statQMC.report (0.95, 3));
      System.out.println ("Total CPU time: " + timer.format() + "\n");
      double varQMC = p.getNumPoints() * statQMC.variance();
      double cpuQMC = timer.getSeconds() / (m * n);
      System.out.printf ("Variance ratio:   %9.4g%n", varMC/varQMC);
      System.out.printf ("Efficiency ratio: %9.4g%n",
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      int m = 20;                     // Number of QMC randomizations.
      process.simulateQMC (m, p, new MRG32k3a(), statQMC);
      System.out.println ("QMC with Sobol point set with " + n +
          " points and affine matrix scramble:\n");
      statQMC.setConfidenceIntervalStudent();
      System.out.println (statQMC.report (0.95, 3));
      System.out.println ("Total CPU time: " + timer.format() + "\n");
      double varQMC = p.getNumPoints() * statQMC.variance();
      double cpuQMC = timer.getSeconds() / (m * n);
      System.out.printf ("Variance ratio:   %9.4g%n", varMC/varQMC);
      System.out.printf ("Efficiency ratio: %9.4g%n",
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