Package org.drip.numerical.rdintegration

Class MonteCarloRunStratifiedDiagnostics

java.lang.Object

org.drip.numerical.rdintegration.MonteCarloRun

org.drip.numerical.rdintegration.MonteCarloRunStratifiedDiagnostics

public class MonteCarloRunStratifiedDiagnostics
extends MonteCarloRun

MonteCarloRunStratifiedDiagnostics holds the Results and Diagnostics of a R^d To R¹ Stratified Monte-Carlo Integration Run across Component Quadratures Zones. 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 3^rd Edition Cambridge University Press New York NY
• Wikipedia (2025): Monte Carlo Integration https://en.wikipedia.org/wiki/Monte_Carlo_integration

• Module = Computational Core Module
• Library = Numerical Analysis Library
• Project = Numerical Quadrature, Differentiation, Eigenization, Linear Algebra, and Utilities
• Package = R^d to R¹ Numerical Integration Schemes

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
MonteCarloRunStratifiedDiagnostics()	Empty MonteCarloRunStratifiedDiagnostics Constructor

Method Summary

Modifier and Type	Method	Description
boolean	addManifold(MonteCarloRunManifoldDiagnostics monteCarloRunManifoldDiagnostics)	Add the Manifold Diagnostics
java.util.Map<java.lang.Integer,double[]>	integrandSampleArrayZoneMap()	Retrieve the Integrand Sample Array Zone Map
MonteCarloRunManifoldDiagnostics	manifold(java.lang.String manifoldName)	Retrieve the Manifold Diagnostics corresponding to the Manifold Name
java.util.Map<java.lang.String,MonteCarloRunManifoldDiagnostics>	manifoldMap()	Retrieve the Monte Carlo Run Manifold Diagnostics Map
boolean	setIntegrandSampleArray(int zoneIndex, double[] integrandSampleArray)	Set the Array of Integrand Samples

Methods inherited from class org.drip.numerical.rdintegration.MonteCarloRun

integrandMean, integrandVolume, Merge, quadratureError, quadratureErrorPercent, quadratureValue, quadratureVariance, samplingPointCount, setIntegrandMean, setIntegrandVolume, setSamplingPointCount, setUnbiasedIntegrandVariance, unbiasedIntegrandVariance

Methods inherited from class java.lang.Object

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

Constructor Details

MonteCarloRunStratifiedDiagnostics

public MonteCarloRunStratifiedDiagnostics()

Empty MonteCarloRunStratifiedDiagnostics Constructor

Method Details

manifoldMap

public java.util.Map<java.lang.String,MonteCarloRunManifoldDiagnostics> manifoldMap()

Retrieve the Monte Carlo Run Manifold Diagnostics Map

Returns:

Monte Carlo Run Manifold Diagnostics Map

integrandSampleArrayZoneMap

public java.util.Map<java.lang.Integer,double[]> integrandSampleArrayZoneMap()

Retrieve the Integrand Sample Array Zone Map

Returns:

Integrand Sample Array Zone Map

addManifold

public boolean addManifold(MonteCarloRunManifoldDiagnostics monteCarloRunManifoldDiagnostics)

Add the Manifold Diagnostics

Parameters:

monteCarloRunManifoldDiagnostics - Manifold Diagnostics

Returns:

TRUE - Manifold Diagnostics successfully added

manifold

public MonteCarloRunManifoldDiagnostics manifold(java.lang.String manifoldName)

Retrieve the Manifold Diagnostics corresponding to the Manifold Name

Parameters:

manifoldName - Manifold Name

Returns:

The Manifold Diagnostics

setIntegrandSampleArray

public boolean setIntegrandSampleArray(int zoneIndex,
double[] integrandSampleArray)

Set the Array of Integrand Samples

Parameters:

zoneIndex - Zone Index

integrandSampleArray - Array of Integrand Samples

Returns:

TRUE - Array of Integrand Samples successfully set