Package org.drip.numerical.rdintegration

Class MonteCarloRunManifoldDiagnostics

java.lang.Object
org.drip.numerical.rdintegration.MonteCarloRunManifoldDiagnostics
public class MonteCarloRunManifoldDiagnostics
extends java.lang.Object
MonteCarloRunManifoldDiagnostics holds the Results and Diagnostics of a Rd To R1 Stratified Monte-Carlo Integration Manifold. The References are:

  • Kroese, D. P., T. Taimre, and Z. I. Botev (2011): Handbook of Monte Carlo Methods John Wiley and Sons Hoboken NJ
  • MacKay, D. (2003): Information Theory, Inference, and Learning Algorithms Cambridge University Press New York NY
  • Newman, M. E. J., and G. T. Barkema (1999): Monte Carlo Methods in Statistical Physics Oxford University Press Oxford UK
  • Press, W. H., S. A. Teukolsky, W. T. Vetterling, B. P. Flannery (2007): Numerical Recipes: The Art of Scientific Computing 3rd Edition Cambridge University Press New York NY
  • Wikipedia (2025): Monte Carlo Integration https://en.wikipedia.org/wiki/Monte_Carlo_integration




Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    MonteCarloRunManifoldDiagnostics​(java.lang.String manifoldName)
    MonteCarloRunManifoldDiagnostics Constructor

  • Method Summary

    Modifier and Type Method Description
    java.lang.String[] childZoneArray()
    Retrieve the Array of the Divided sub-Quadrature Zones
    java.util.Map<java.lang.Integer,​java.lang.Double> inDimensionVarianceProxyMap()
    Retrieve the In-Dimension Variance Proxy Map
    java.lang.String manifoldName()
    Retrieve the Manifold Name
    java.util.Map<java.lang.String,​java.lang.Double> outOfDimensionAnchorMeanMap()
    Retrieve the Rd Point to Out-Of-Dimension Anchor Mean Map
    java.util.Map<java.lang.String,​java.lang.Double> outOfDimensionAnchorVarianceMap()
    Retrieve the Rd Point to Out-Of-Dimension Anchor Variance Map
    QuadratureZoneDecomposerMetric quadratureZoneDecomposerMetric()
    Retrieve the Quadrature Zone Decomposer Metric
    java.util.Map<java.lang.String,​java.lang.Double> rdToValueMap()
    Retrieve the Rd Point to Value Map
    boolean setChildZoneArray​(java.lang.String[] childZoneArray)
    Set the Array of sub-quadrature Zones
    boolean setInDimensionVarianceProxy​(int inDimensionIndex, double inDimensionVarianceProxy)
    Set the In-dimension Variance Proxy
    boolean setOutOfDimensionAnchorMeanAndVariance​(double[] rdArray, int inDimensionIndex, double outOfDimensionAnchorMean, double outOfDimensionAnchorVariance)
    Set the Out-Of-Dimension Anchor Variance
    boolean setQuadratureZoneDecomposerMetric​(QuadratureZoneDecomposerMetric quadratureZoneDecomposerMetric)
    Set the Quadrature Zone Decomposer Metric Instance
    boolean setRdValue​(double[] rdArray, double value)
    Set the Rd Point Value
    java.lang.String toString()
    Convert the State to a JSON-lite Form
    java.lang.String toString​(java.lang.String prefix)
    Convert the State to a JSON-lite Form using a Prefix

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, wait, wait, wait

  • Constructor Details

    • MonteCarloRunManifoldDiagnostics

      public MonteCarloRunManifoldDiagnostics​(java.lang.String manifoldName) throws java.lang.Exception
      MonteCarloRunManifoldDiagnostics Constructor
      Parameters:
      manifoldName - Manifold Name
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • manifoldName

      public java.lang.String manifoldName()
      Retrieve the Manifold Name
      Returns:
      Manifold Name

    • rdToValueMap

      public java.util.Map<java.lang.String,​java.lang.Double> rdToValueMap()
      Retrieve the Rd Point to Value Map
      Returns:
      Rd Point to Value Map

    • outOfDimensionAnchorMeanMap

      public java.util.Map<java.lang.String,​java.lang.Double> outOfDimensionAnchorMeanMap()
      Retrieve the Rd Point to Out-Of-Dimension Anchor Mean Map
      Returns:
      Rd Point to Out-Of-Dimension Anchor Mean Map

    • outOfDimensionAnchorVarianceMap

      public java.util.Map<java.lang.String,​java.lang.Double> outOfDimensionAnchorVarianceMap()
      Retrieve the Rd Point to Out-Of-Dimension Anchor Variance Map
      Returns:
      Rd Point to Out-Of-Dimension Anchor Variance Map

    • inDimensionVarianceProxyMap

      public java.util.Map<java.lang.Integer,​java.lang.Double> inDimensionVarianceProxyMap()
      Retrieve the In-Dimension Variance Proxy Map
      Returns:
      In-Dimension Variance Proxy Map

    • quadratureZoneDecomposerMetric

      public QuadratureZoneDecomposerMetric quadratureZoneDecomposerMetric()
      Retrieve the Quadrature Zone Decomposer Metric
      Returns:
      Quadrature Zone Decomposer Metric

    • childZoneArray

      public java.lang.String[] childZoneArray()
      Retrieve the Array of the Divided sub-Quadrature Zones
      Returns:
      Array of the Divided sub-Quadrature Zones

    • setRdValue

      public boolean setRdValue​(double[] rdArray, double value)
      Set the Rd Point Value
      Parameters:
      rdArray - Rd Point
      value - Value
      Returns:
      TRUE - Rd Point Value successfully Set

    • setOutOfDimensionAnchorMeanAndVariance

      public boolean setOutOfDimensionAnchorMeanAndVariance​(double[] rdArray, int inDimensionIndex, double outOfDimensionAnchorMean, double outOfDimensionAnchorVariance)
      Set the Out-Of-Dimension Anchor Variance
      Parameters:
      rdArray - Rd Point
      inDimensionIndex - In-dimension Index
      outOfDimensionAnchorMean - Out-Of-Dimension Anchor Mean
      outOfDimensionAnchorVariance - Out-Of-Dimension Anchor Variance
      Returns:
      TRUE - Out-Of-Dimension Anchor Variance successfully Set

    • setInDimensionVarianceProxy

      public boolean setInDimensionVarianceProxy​(int inDimensionIndex, double inDimensionVarianceProxy)
      Set the In-dimension Variance Proxy
      Parameters:
      inDimensionIndex - In-dimension Index
      inDimensionVarianceProxy - In-dimension Variance Proxy
      Returns:
      In-dimension Variance Proxy

    • setQuadratureZoneDecomposerMetric

      public boolean setQuadratureZoneDecomposerMetric​(QuadratureZoneDecomposerMetric quadratureZoneDecomposerMetric)
      Set the Quadrature Zone Decomposer Metric Instance
      Parameters:
      quadratureZoneDecomposerMetric - Quadrature Zone Decomposer Metric Instance
      Returns:
      TRUE - The Quadrature Zone Decomposer Metric Instance sucessfully set

    • setChildZoneArray

      public boolean setChildZoneArray​(java.lang.String[] childZoneArray)
      Set the Array of sub-quadrature Zones
      Parameters:
      childZoneArray - Array of sub-quadrature Zones
      Returns:
      TRUE - Array of sub-quadrature Zones successfully Set

    • toString

      public java.lang.String toString​(java.lang.String prefix)
      Convert the State to a JSON-lite Form using a Prefix
      Parameters:
      prefix - Prefix
      Returns:
      State to a JSON-lite Form using a Prefix

    • toString

      public java.lang.String toString()
      Convert the State to a JSON-lite Form
      Overrides:
      toString in class java.lang.Object
      Returns:
      State to a JSON-lite Form