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, const VectorDouble &krigest, const 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

integralGaussHermite()

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

MCCondExp()

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

MCCondExpElement()

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

MCCondStd()

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

MCCondStdElement()

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

MCIndicator()

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

MCIndicatorElement()

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

MCIndicatorStd()

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

MCIndicatorStdElement()

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

MCMetal()

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

MCMetalElement()

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

MCMetalStd()

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

MCMetalStdElement()

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

normalizeResults() [1/2]

void normalizeResults	(	int	nbsimu,
		double &	valest
	)

normalizeResults() [2/2]

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