PhiMixingBatchAlgorithm

java.lang.Object
- de.uka.ipd.sdq.statistics.ABatchAlgorithm
- - de.uka.ipd.sdq.statistics.PhiMixingBatchAlgorithm

All Implemented Interfaces:

IBatchAlgorithm
```
public class PhiMixingBatchAlgorithm
extends ABatchAlgorithm
```
Implements a batch means procedure based on phi-mixing conditions as described in [1]. Appropriate batch sizes and the number of batches are determined automatically.
The procedure utilizes an independence test in order to build a so-called "quasi independent" (QI) sample sequence. By default the RunUpTest will be used. "The aim of the QI method is to continue the simulation run until we have obtained a pre-specified number of essentially independent random samples by skipping highly correlated observations." [1] As soon as the QI sequence appears to be independent, the computed batches can be considered as valid. Samples in the QI sequence are only used to determine appropriate batch sizes. They are not used to compute the batch means! Instead, the batch means consist of all samples, regardless of statistical dependence.
[1] E. Chen, W. Kelton: A Stopping Procedure based on Phi-Mixing Conditions. Proceedings of the 2000 Winter Simulation Conference.

- Field Summary
  - Fields inherited from class de.uka.ipd.sdq.statistics.ABatchAlgorithm
    batches
- Constructor Summary
  
  Constructors
  Constructor Description
  
  PhiMixingBatchAlgorithm()
  
  PhiMixingBatchAlgorithm(IIndependenceTest test)
- Method Summary
  
  All Methods Instance Methods Concrete Methods
  Modifier and Type Method Description
  
  void offerSample(double value)
  - Methods inherited from class de.uka.ipd.sdq.statistics.ABatchAlgorithm
    getBatchMeans, hasValidBatches, offerSamples, offerSamples, setValid
  - Methods inherited from class java.lang.Object
    clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

PhiMixingBatchAlgorithm
```
public PhiMixingBatchAlgorithm()
```

PhiMixingBatchAlgorithm

public PhiMixingBatchAlgorithm(IIndependenceTest test)

Method Detail

offerSample

public void offerSample(double value)