Package gov.sandia.cognition.statistics.montecarlo

Provides Monte Carlo procedures for numerical integration and sampling.

See:
          Description

Interface Summary
MonteCarloIntegrator<OutputType> Monte Carlo integration is a way of compute the integral of a function using samples from another.
MonteCarloSampler<DataType,SampleType,FunctionType extends Evaluator<? super DataType,Double>> A sampling technique based on the Monte Carlo method.
 

Class Summary
DirectSampler<DataType> Sampler that generates samples directly from a target distribution.
ImportanceSampler<DataType> Importance sampling is a technique for estimating properties of a target distribution, while only having samples generated from an "importance" distribution rather than the target distribution.
MultivariateCumulativeDistributionFunction Utility class for multivariate cumulative distribution functions (CDF).
MultivariateMonteCarloIntegrator A Monte Carlo integrator for multivariate (vector) outputs.
UnivariateMonteCarloIntegrator A Monte Carlo integrator for univariate (scalar) outputs.
 

Package gov.sandia.cognition.statistics.montecarlo Description

Provides Monte Carlo procedures for numerical integration and sampling.

Since:
3.0
Author:
Kevin R. Dixon