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

umontreal.iro.lecuyer.stat.Tally.variance()
Returns the sample variance of the observations since the last initialization. This returns Double.NaN if the tally contains less than two observations. @return the variance of the observations

      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",
           (varMC * cpuMC) / (varQMC * cpuQMC));
   }

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      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",
           (varMC * cpuMC) / (varQMC * cpuQMC));
   }

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      for (int i = 0; i < v.length; i++) {
         Tally tally = get (i);
         if (tally == null || tally.numberObs() < 2)
            v[i] = Double.NaN;
         else
            v[i] = tally.variance();
      }
   }




   /**

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      double cov = covariance (i, j);
      Tally tallyi = get (i);
      Tally tallyj = get (j);
      if (tallyi == null || tallyj == null)
         return Double.NaN;
      return cov/Math.sqrt (tallyi.variance()*tallyj.variance());
   }




   /**
    * Constructs and returns the sample covariance matrix

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