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

Result of Monte Carlo mean estimation. More...

#include <MCMeanEstimator.hpp>

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

Public Attributes
double	mean = 0.0
	Estimated mean: μ̂ = (1/N) ∑ f(xᵢ) [only domain points].
double	stderr = 0.0
	Standard error (i.i.d.
std::size_t	n_samples = 0
	Total samples evaluated (both inside and outside domain).
std::size_t	n_inside = 0
	Samples that fell inside the domain (used for mean).

Detailed Description

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

Result of Monte Carlo mean estimation.

Template Parameters

dim	Dimensionality of the domain.

Definition at line 28 of file MCMeanEstimator.hpp.

Member Data Documentation

mean

template<std::size_t dim>

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

Estimated mean: μ̂ = (1/N) ∑ f(xᵢ) [only domain points].

Definition at line 30 of file MCMeanEstimator.hpp.

n_inside

template<std::size_t dim>

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

Samples that fell inside the domain (used for mean).

Definition at line 36 of file MCMeanEstimator.hpp.

n_samples

template<std::size_t dim>

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

Total samples evaluated (both inside and outside domain).

Definition at line 34 of file MCMeanEstimator.hpp.

stderr

template<std::size_t dim>

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

Standard error (i.i.d.

assumption): σ/√N

Definition at line 32 of file MCMeanEstimator.hpp.

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

• src/montecarlo/estimators/MCMeanEstimator.hpp