broadwick.montecarlo.markovchain

Class MarkovChainMonteCarlo

java.lang.Object

broadwick.montecarlo.markovchain.MarkovChainMonteCarlo

public class MarkovChainMonteCarlo
extends Object

Monte Carlo class that is responsible for constructing Monte Carlo chains and the simulations thereon.

Field Summary

Fields

Modifier and Type	Field and Description
private MonteCarloAcceptor	acceptor
private int	burnIn
private MonteCarloResults	consumer
private static RNG	GENERATOR
private MarkovChainController	mcController
private MonteCarloScenario	model
private int	numAcceptedSteps
private int	numSimulations
private int	numStepsTaken
private Set<MarkovChainObserver>	observers
private MarkovStepGenerator	pathGenerator
private int	thinningInterval
private FileOutput	writer

Constructor Summary

Constructors

Constructor and Description
MarkovChainMonteCarlo(MonteCarloScenario model, int numSimulations, MonteCarloResults consumer, MarkovChainController controller, MarkovStepGenerator generator) Create a Monte Carlo instance.
MarkovChainMonteCarlo(MonteCarloScenario model, int numSimulations, MonteCarloResults consumer, MarkovStepGenerator generator) Create a Monte Carlo instance.

Method Summary

Modifier and Type	Method and Description
void	addObserver(MarkovChainObserver observer) Add an observer to the list of observers.
void	run() Run the MonteCarlo Simulation.

Methods inherited from class java.lang.Object

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

Field Detail

numStepsTaken

private int numStepsTaken

numSimulations

private int numSimulations

numAcceptedSteps

private int numAcceptedSteps

burnIn

private int burnIn

thinningInterval

private int thinningInterval

acceptor

private MonteCarloAcceptor acceptor

mcController

private MarkovChainController mcController

observers

private Set<MarkovChainObserver> observers

writer

private FileOutput writer

model

private MonteCarloScenario model

pathGenerator

private MarkovStepGenerator pathGenerator

consumer

private MonteCarloResults consumer

GENERATOR

private static final RNG GENERATOR

Constructor Detail

MarkovChainMonteCarlo

public MarkovChainMonteCarlo(MonteCarloScenario model,
                             int numSimulations,
                             MonteCarloResults consumer,
                             MarkovStepGenerator generator)

Create a Monte Carlo instance.

Parameters:

model - The Monte Carlo Model to be run.

numSimulations - The number of time the Monte Carlo model should be run at each step.

consumer - the object that will consume and aggregate the MC results.

generator - the object that will generate the Monte Carlo chain/path.

MarkovChainMonteCarlo

public MarkovChainMonteCarlo(MonteCarloScenario model,
                             int numSimulations,
                             MonteCarloResults consumer,
                             MarkovChainController controller,
                             MarkovStepGenerator generator)

Create a Monte Carlo instance.

Parameters:

model - The Monte Carlo Model to be run.

numSimulations - The number of time the Monte Carlo model should be run at each step.

consumer - the object that will consume and aggregate the MC results.

controller - the controller object for this class.

generator - the object that will generate the Monte Carlo chain/path.

Method Detail

run

public final void run()

Run the MonteCarlo Simulation.

addObserver

public final void addObserver(MarkovChainObserver observer)

Add an observer to the list of observers.

Parameters:

observer - the observer that is used to monitor/take measurements.