MCMeanEstimator.hpp

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#ifndef MONTECARLO_DGL_MCMEANESTIMATOR_HPP
#define MONTECARLO_DGL_MCMEANESTIMATOR_HPP
 
#include <array>
#include <cstddef>
#include <cstdint>
#include <functional>
#include <random>
 
namespace mc::estimators {
 
template <std::size_t dim>
struct MeanEstimate {
    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 MCMeanEstimator {
public:
    MeanEstimate<dim> estimate(const mc::domains::IntegrationDomain<dim>& domain,
                              std::uint32_t seed,
                              std::size_t n_samples,
                              const std::function<double(const mc::geom::Point<dim>&)>& f) const;
 
private:
    mutable std::array<std::uniform_real_distribution<double>, dim> dist{};
};
 
} // namespace mc::estimators
 
#include "MCMeanEstimator.tpp"
 
#endif // MONTECARLO_DGL_MCMEANESTIMATOR_HPP