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SSJ V. labo. |
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java.lang.Objectumontreal.iro.lecuyer.discrepancy.Discrepancy
umontreal.iro.lecuyer.discrepancy.DiscL2Star
public class DiscL2Star
This class computes the traditional L2-star discrepancy D2*(P) for a set of n points P. This discrepancy is also known as the Cramér-von Mises goodness-of-fit statistic. Let t = [t1, t2,…, ts] be the coordinates of a point in [0, 1]s and define the volume of the parallelepiped anchored at the origin as Vol ([0, t)) = t1t2…ts. Let the function Rn(t, P) be defined as
In one dimension, formula is equivalent to
where n is the number of points of P, and the z(i) are the points of P sorted in increasing order. This formula is faster to compute than the general formula.
Constructor Summary | |
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DiscL2Star()
Empty constructor. |
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DiscL2Star(double[][] points,
int n,
int s)
Constructor with the n points points[i] in dimension s. |
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DiscL2Star(int n,
int s)
Constructor with n points in dimension s. |
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DiscL2Star(PointSet set)
Constructor with the point set set. |
Method Summary | |
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double |
compute(double[][] points,
int n,
int s)
Computes the traditional L2-star discrepancy for the first n points of points, in dimension s. |
double |
compute(double[][] points,
int n,
int s,
double[] gamma)
Computes the discrepancy of the first n points of points in dimension s with weights gamma. |
double |
compute(double[] T,
int n)
Computes the traditional L2-star discrepancy for the set of n 1-dimensional points T, using formula above. |
Methods inherited from class umontreal.iro.lecuyer.discrepancy.Discrepancy |
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compute, compute, compute, compute, compute, compute, compute, formatPoints, getDimension, getGamma, getName, getNumPoints, setGamma, setPoints, setPoints, sort, toArray, toString |
Methods inherited from class java.lang.Object |
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equals, getClass, hashCode, notify, notifyAll, wait, wait, wait |
Constructor Detail |
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public DiscL2Star(double[][] points, int n, int s)
public DiscL2Star(int n, int s)
public DiscL2Star(PointSet set)
public DiscL2Star()
Method Detail |
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public double compute(double[][] points, int n, int s, double[] gamma)
Discrepancy
compute
in class Discrepancy
public double compute(double[][] points, int n, int s)
compute
in class Discrepancy
public double compute(double[] T, int n)
compute
in class Discrepancy
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SSJ V. labo. |
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