broadwick.montecarlo

Class MonteCarlo

java.lang.Object

broadwick.montecarlo.MonteCarlo

public class MonteCarlo
extends Object

An implementation of the Monte Carlo method, it runs many MonteCarloSimulations and gathers the statistics of their outputs. Note, each simulation object is cloned and each of these clones are run independently numSimulations times.

Field Summary

Fields

Modifier and Type	Field and Description
private int	numSimulations
private MonteCarloResults	resultsConsumer
private MonteCarloScenario	simulation

Constructor Summary

Constructors

Constructor and Description
MonteCarlo(MonteCarloScenario simulation, int numSimulations) Create a Monte Carlo object that is capable of running numSimulation MonteCarloScenarios.

Method Summary

Modifier and Type	Method and Description
void	finalize()
MonteCarloResults	getResults() Get a copy of the results from the simulation.
void	run() Run the Monte Carlo simulations.
void	setResultsConsumer(MonteCarloResults consumer) Set the consumer object for this Monte Carlo simulation.

Methods inherited from class java.lang.Object

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

Field Detail

simulation

private final MonteCarloScenario simulation

resultsConsumer

private MonteCarloResults resultsConsumer

numSimulations

private final int numSimulations

Constructor Detail

MonteCarlo

public MonteCarlo(MonteCarloScenario simulation,
                  int numSimulations)

Create a Monte Carlo object that is capable of running numSimulation MonteCarloScenarios.

Parameters:

simulation - the simulation or scenario to be run.

numSimulations - the number of times the simulation should be run.

Method Detail

run

public final void run()

Run the Monte Carlo simulations. Two threads (a producer and consumer) are created to asynchronously run the simulations (the producer) and to handle the results from each simulation as they are calculated (the consumer). The producer thread uses an execution pool to manage running each simulation and places the results on a queue which is monitored by a consumer thread to calculate the posterior distributions for the Monte Carlo run.

getResults

public final MonteCarloResults getResults()

Get a copy of the results from the simulation. This method MUST return a copy of the results NOT a reference.

Returns:

the MonteCarloResults object that contains the results of all the simulations.

setResultsConsumer

public final void setResultsConsumer(MonteCarloResults consumer)

Set the consumer object for this Monte Carlo simulation. A consumer is simply a MonteCarloResults class that 'joins' each result that is consumes so that statistics can be calculated at the end of the simulation.

Parameters:

consumer - the results object to use as a consumer.

finalize

public void finalize()
              throws Throwable

Overrides:

finalize in class Object

Throws:

Throwable