//============================================================================== // // Copyright (c) 2002- // Authors: // * Vincent Nimal (University of Oxford) // * Dave Parker (University of Oxford) // //------------------------------------------------------------------------------ // // This file is part of PRISM. // // PRISM is free software; you can redistribute it and/or modify // it under the terms of the GNU General Public License as published by // the Free Software Foundation; either version 2 of the License, or // (at your option) any later version. // // PRISM is distributed in the hope that it will be useful, // but WITHOUT ANY WARRANTY; without even the implied warranty of // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the // GNU General Public License for more details. // // You should have received a copy of the GNU General Public License // along with PRISM; if not, write to the Free Software Foundation, // Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA // //============================================================================== package simulator.method; import prism.PrismException; import simulator.sampler.Sampler; import cern.jet.stat.Probability; /** * SimulationMethod class for the ACI ("asymptotic confidence interval") approach. * Case where 'confidence' is unknown parameter. */ public final class ACIconfidence extends CIMethod { // Estimate of variance (from sampling) private double varEstimator; public ACIconfidence(double width, int iterations) { this.width = width; this.numSamples = iterations; varEstimator = 0.0; } @Override public String getName() { return "ACI"; } @Override public String getFullName() { return "Asymptotic Confidence Interval"; } @Override public void computeMissingParameterAfterSim() { confidence = 2 * (1.0 - Probability.normal(width * Math.sqrt(numSamples / varEstimator))); missingParameterComputed = true; } @Override public Object getMissingParameter() throws PrismException { if (!missingParameterComputed) throw new PrismException("Missing parameter not computed yet"); return confidence; } @Override public String getParametersString() { if (!missingParameterComputed) return "width=" + width + ", confidence=" + "unknown" + ", number of samples=" + numSamples; else return "width=" + width + ", confidence=" + confidence + ", number of samples=" + numSamples; } @Override public boolean shouldStopNow(int iters, Sampler sampler) { if (iters >= numSamples) { // Store final variance for confidence computation later varEstimator = sampler.getVariance(); return true; } return false; } @Override public int getProgress(int iters, Sampler sampler) { // Easy: percentage of iters done so far return ((10 * iters) / numSamples) * 10; } @Override public SimulationMethod clone() { ACIconfidence m = new ACIconfidence(width, numSamples); // Remaining CIMethod stuff m.confidence = confidence; m.missingParameterComputed = missingParameterComputed; m.prOp = prOp; m.theta = theta; // Local stuff m.varEstimator = varEstimator; return m; } }