MonteCarlo.cpp File Reference

#include "Polynomials/Hermite.hpp"
#include "Polynomials/MonteCarlo.hpp"
#include "Basic/Law.hpp"
#include <math.h>

Functions
double	integralGaussHermite (double yc, double r, const VectorDouble &psi)
void	normalizeResults (int nbsimu, double &valest)
void	normalizeResults (int nbsimu, double &valest, double &valstd)
VectorDouble	MCCondExp (VectorDouble krigest, VectorDouble krigstd, const VectorDouble &psi, int nbsimu)
double	MCCondExpElement (double krigest, double krigstd, const VectorDouble &psi, int nbsimu)
VectorDouble	MCCondStd (VectorDouble krigest, VectorDouble krigstd, const VectorDouble &psi, int nbsimu)
double	MCCondStdElement (double krigest, double krigstd, const VectorDouble &psi, int nbsimu)
VectorDouble	MCIndicator (double yc, VectorDouble krigest, VectorDouble krigstd, int nbsimu)
double	MCIndicatorElement (double yc, double krigest, double krigstd, int nbsimu)
VectorDouble	MCIndicatorStd (double yc, VectorDouble krigest, VectorDouble krigstd, int nbsimu)
double	MCIndicatorStdElement (double yc, double krigest, double krigstd, int nbsimu)
VectorDouble	MCMetal (double yc, VectorDouble krigest, VectorDouble krigstd, const VectorDouble &psi, int nbsimu)
double	MCMetalElement (double yc, double krigest, double krigstd, const VectorDouble &psi, int nbsimu)
VectorDouble	MCMetalStd (double yc, VectorDouble krigest, VectorDouble krigstd, const VectorDouble &psi, int nbsimu)
double	MCMetalStdElement (double yc, double krigest, double krigstd, const VectorDouble &psi, int nbsimu)

Function Documentation

double integralGaussHermite	(	double	yc,
		double	r,
		const VectorDouble &	psi
	)

Calculate: int phi(r*y + u * sqrt(1-r^2)) g(u) du

Parameters

yc	Cutoff value
r	Change of support coefficient
psi	Vector of Hermite coefficients

Returns

Vector of returned values for all Hermite coefficients

VectorDouble MCCondExp	(	VectorDouble	krigest,
		VectorDouble	krigstd,
		const VectorDouble &	psi,
		int	nbsimu
	)

double MCCondExpElement	(	double	krigest,
		double	krigstd,
		const VectorDouble &	psi,
		int	nbsimu
	)

VectorDouble MCCondStd	(	VectorDouble	krigest,
		VectorDouble	krigstd,
		const VectorDouble &	psi,
		int	nbsimu
	)

double MCCondStdElement	(	double	krigest,
		double	krigstd,
		const VectorDouble &	psi,
		int	nbsimu
	)

VectorDouble MCIndicator	(	double	yc,
		VectorDouble	krigest,
		VectorDouble	krigstd,
		int	nbsimu
	)

double MCIndicatorElement	(	double	yc,
		double	krigest,
		double	krigstd,
		int	nbsimu
	)

VectorDouble MCIndicatorStd	(	double	yc,
		VectorDouble	krigest,
		VectorDouble	krigstd,
		int	nbsimu
	)

double MCIndicatorStdElement	(	double	yc,
		double	krigest,
		double	krigstd,
		int	nbsimu
	)

VectorDouble MCMetal	(	double	yc,
		VectorDouble	krigest,
		VectorDouble	krigstd,
		const VectorDouble &	psi,
		int	nbsimu
	)

double MCMetalElement	(	double	yc,
		double	krigest,
		double	krigstd,
		const VectorDouble &	psi,
		int	nbsimu
	)

VectorDouble MCMetalStd	(	double	yc,
		VectorDouble	krigest,
		VectorDouble	krigstd,
		const VectorDouble &	psi,
		int	nbsimu
	)

double MCMetalStdElement	(	double	yc,
		double	krigest,
		double	krigstd,
		const VectorDouble &	psi,
		int	nbsimu
	)

void normalizeResults	(	int	nbsimu,
		double &	valest
	)

void normalizeResults	(	int	nbsimu,
		double &	valest,
		double &	valstd
	)