Package org.drip.numerical.rdintegration

Class MonteCarloRunUniformDiagnostics

java.lang.Object

org.drip.numerical.rdintegration.MonteCarloRun

org.drip.numerical.rdintegration.MonteCarloRunUniformDiagnostics

public class MonteCarloRunUniformDiagnostics
extends MonteCarloRun

MonteCarloRunUniformDiagnostics holds the Results and Diagnostics of a R^d To R¹ Uniform Monte-Carlo Integration. 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
MonteCarloRunUniformDiagnostics()	Empty MonteCarloRunUniformDiagnostics Constructor

Method Summary

Modifier and Type	Method	Description
double[]	integrandSampleArray()	Retrieve the Array of Integrand Samples
boolean	setIntegrandSampleArray(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

MonteCarloRunUniformDiagnostics

public MonteCarloRunUniformDiagnostics()

Empty MonteCarloRunUniformDiagnostics Constructor

Method Details

integrandSampleArray

public double[] integrandSampleArray()

Retrieve the Array of Integrand Samples

Returns:

Array of Integrand Samples

setIntegrandSampleArray

public boolean setIntegrandSampleArray(double[] integrandSampleArray)

Set the Array of Integrand Samples

Parameters:

integrandSampleArray - Array of Integrand Samples

Returns:

TRUE - Array of Integrand Samples successfully set