MonteCarlo.hpp File Reference

#include "gstlearn_export.hpp"

Macros
#define	NBSIMU_DEF   1000

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

Macro Definition Documentation

#define NBSIMU_DEF   1000

Function Documentation

GSTLEARN_EXPORT 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

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

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

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

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

GSTLEARN_EXPORT VectorDouble MCIndicator	(	double	yc,
		VectorDouble	krigest,
		VectorDouble	krigstd,
		int	nbsimu = NBSIMU_DEF
	)

GSTLEARN_EXPORT double MCIndicatorElement	(	double	yc,
		double	krigest,
		double	krigstd,
		int	nbsimu = NBSIMU_DEF
	)

GSTLEARN_EXPORT VectorDouble MCIndicatorStd	(	double	yc,
		VectorDouble	krigest,
		VectorDouble	krigstd,
		int	nbsimu = NBSIMU_DEF
	)

GSTLEARN_EXPORT double MCIndicatorStdElement	(	double	yc,
		double	krigest,
		double	krigstd,
		int	nbsimu = NBSIMU_DEF
	)

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

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

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

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

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

GSTLEARN_EXPORT void normalizeResults	(	int	nbsimu,
		double &	valest
	)