Package org.drip.sample.mcintegral

Class StratifiedSamplingIntegration

java.lang.Object
org.drip.sample.mcintegral.StratifiedSamplingIntegration
public class StratifiedSamplingIntegration
extends java.lang.Object
StratifiedSamplingIntegration illustrates Stratified Sampling Monte-Carlo Integration of Rd to R1 Objective Function. 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
    StratifiedSamplingIntegration()  

  • Method Summary

    Modifier and Type Method Description
    static void main​(java.lang.String[] argumentArray)
    Entry Point

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • StratifiedSamplingIntegration

      public StratifiedSamplingIntegration()

  • Method Details

    • main

      public static final void main​(java.lang.String[] argumentArray) throws java.lang.Exception
      Entry Point
      Parameters:
      argumentArray - Command Line Argument Array
      Throws:
      java.lang.Exception - Thrown on Error/Exception Situation