Package jdistlib

Class MultivariateProbabilityOptions

java.lang.Object

jdistlib.MultivariateProbabilityOptions

public final class MultivariateProbabilityOptions
extends Object

Accuracy and work limits for randomized multivariate probability integration. Convergence requires the replication-based error indicator to be no larger than max(absoluteTolerance, relativeTolerance * abs(probability)).

Field Summary

Fields

Modifier and Type	Field	Description
final double	absoluteTolerance
final int	maxEvaluations
final double	relativeTolerance
final int	replications

Constructor Summary

Constructors

Constructor	Description
MultivariateProbabilityOptions()	Uses 12 randomized replications and at most 131072 evaluations.
MultivariateProbabilityOptions(double absoluteTolerance, double relativeTolerance, int maxEvaluations, int replications)

Method Summary

Modifier and Type	Method	Description
boolean	isValid()	Returns whether all tolerances and work limits are usable.
double	toleranceFor(double probability)	Returns the convergence tolerance for a finite probability estimate.

Methods inherited from class java.lang.Object

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

Field Details

absoluteTolerance

public final double absoluteTolerance

relativeTolerance

public final double relativeTolerance

maxEvaluations

public final int maxEvaluations

replications

public final int replications

Constructor Details

MultivariateProbabilityOptions

public MultivariateProbabilityOptions()

Uses 12 randomized replications and at most 131072 evaluations.

MultivariateProbabilityOptions

public MultivariateProbabilityOptions(double absoluteTolerance,
 double relativeTolerance,
 int maxEvaluations,
 int replications)

Method Details

toleranceFor

public double toleranceFor(double probability)

Returns the convergence tolerance for a finite probability estimate.

isValid

public boolean isValid()

Returns whether all tolerances and work limits are usable.