mc::estimators::ImportanceEstimate< dim > Struct Template Reference

Result of importance sampling mean estimation. More...

#include <ISMeanEstimator.hpp>

Collaboration diagram for mc::estimators::ImportanceEstimate< dim >:

Public Attributes
double	mean = 0.0
	Estimated importance-weighted mean: μ̂ = (1/N) ∑ [f(xᵢ)/q(xᵢ)].
double	stderr = 0.0
	Standard error of the weighted mean.
std::size_t	n_samples = 0
	Total samples generated from proposal.
std::size_t	n_inside = 0
	Samples that fell inside domain (and had q > 0).

Detailed Description

template<std::size_t dim>
struct mc::estimators::ImportanceEstimate< dim >

Result of importance sampling mean estimation.

Template Parameters

dim	Dimensionality of the domain.

Definition at line 27 of file ISMeanEstimator.hpp.

Member Data Documentation

mean

template<std::size_t dim>

double mc::estimators::ImportanceEstimate< dim >::mean = 0.0

Estimated importance-weighted mean: μ̂ = (1/N) ∑ [f(xᵢ)/q(xᵢ)].

Definition at line 29 of file ISMeanEstimator.hpp.

n_inside

template<std::size_t dim>

std::size_t mc::estimators::ImportanceEstimate< dim >::n_inside = 0

Samples that fell inside domain (and had q > 0).

Definition at line 35 of file ISMeanEstimator.hpp.

n_samples

template<std::size_t dim>

std::size_t mc::estimators::ImportanceEstimate< dim >::n_samples = 0

Total samples generated from proposal.

Definition at line 33 of file ISMeanEstimator.hpp.

stderr

template<std::size_t dim>

double mc::estimators::ImportanceEstimate< dim >::stderr = 0.0

Standard error of the weighted mean.

Definition at line 31 of file ISMeanEstimator.hpp.

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The documentation for this struct was generated from the following file:

• src/montecarlo/estimators/ISMeanEstimator.hpp