de.torstennahm.integrate.error
Class RandomWalkEstimator

java.lang.Object
  de.torstennahm.integrate.error.RandomWalkEstimator

All Implemented Interfaces:

ErrorEstimator

public class RandomWalkEstimator
extends java.lang.Object
implements ErrorEstimator

Models the integration as a random walk with decreasing variation per step. The maximum likelihood estimator for the error under this model is used.

Author:

Torsten Nahm

Constructor Summary

RandomWalkEstimator()

RandomWalkEstimator(int samples, double sampleFactor)

Method Summary

double	getEstimate() Returns the estimate of the integration error based on the log.
void	log(long pointsEvaluated, double currentResult) Logs the current integration value.

Methods inherited from class java.lang.Object

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

Constructor Detail

RandomWalkEstimator

public RandomWalkEstimator()

RandomWalkEstimator

public RandomWalkEstimator(int samples,
                           double sampleFactor)

Method Detail

log

public void log(long pointsEvaluated,
                double currentResult)

Description copied from interface: ErrorEstimator

Logs the current integration value.

Specified by:

log in interface ErrorEstimator

Parameters:

pointsEvaluated - number of function evaluations for this integral value

currentResult - current integral value

getEstimate

public double getEstimate()

Description copied from interface: ErrorEstimator

Returns the estimate of the integration error based on the log.

Specified by:

getEstimate in interface ErrorEstimator

Returns:

estimate of the integration error