ISMeanEstimator.hpp

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#ifndef MONTECARLO_DGL_ISMEANESTIMATOR_HPP
#define MONTECARLO_DGL_ISMEANESTIMATOR_HPP
 
#include <cstddef>
#include <cstdint>
#include <functional>
 
namespace mc::estimators {
 
template <std::size_t dim>
struct ImportanceEstimate {
    double mean = 0.0;
    double stderr = 0.0;
    std::size_t n_samples = 0;
    std::size_t n_inside = 0;
};
 
template <std::size_t dim>
class ISMeanEstimator {
public:
    ImportanceEstimate<dim> estimate(const mc::domains::IntegrationDomain<dim>& domain,
                                     std::uint32_t seed,
                                     std::size_t n_samples,
                                     const mc::proposals::Proposal<dim>& proposal,
                                     const std::function<double(const mc::geom::Point<dim>&)>& f) const;
};
 
} // namespace mc::estimators
 
#include "ISMeanEstimator.tpp"
 
#endif // MONTECARLO_DGL_ISMEANESTIMATOR_HPP