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Mathematical and statistical methods
/*
* This file is part of the repicea-mathstats library.
*
* Copyright (C) 2023 His Majesty the King in Right of Canada
* Author: Mathieu Fortin, Canadian Forest Service
*
* This library is free software; you can redistribute it and/or
* modify it under the terms of the GNU Lesser General Public
* License as published by the Free Software Foundation; either
* version 3 of the License, or (at your option) any later version.
*
* This library is distributed with the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied
* warranty of MERCHANTABILITY or FITNESS FOR A
* PARTICULAR PURPOSE. See the GNU Lesser General Public
* License for more details.
*
* Please see the license at http://www.gnu.org/copyleft/lesser.html.
*/
package repicea.stats.estimates;
import repicea.math.ComplexMatrix;
import repicea.math.ComplexSymmetricMatrix;
import repicea.math.HermitianMatrix;
import repicea.math.Matrix;
import repicea.stats.distributions.ComplexEmpiricalDistribution;
/**
* An implementation of the Monte Carlo estimator for complex numbers.
* @author Mathieu Fortin - November 2023
*/
@SuppressWarnings("serial")
public class ComplexMonteCarloEstimate extends ResamplingBasedEstimate{
/**
* Constructor.
*/
public ComplexMonteCarloEstimate() {
super(new ComplexEmpiricalDistribution());
}
@Override
public ComplexEmpiricalDistribution getDistribution() {
return (ComplexEmpiricalDistribution) super.getDistribution();
}
@Override
public ConfidenceInterval getConfidenceIntervalBounds(double oneMinusAlpha) {
// TODO Auto-generated method stub
return null;
}
/**
* Produce the real part of variance of diagonal element of the Hermitian matrix.
* @see ComplexEmpiricalDistribution#getVarianceRealPart()
* @return a Matrix instance
*/
public Matrix getVarianceRealPart() {
return getDistribution().getVarianceRealPart();
}
/**
* Produce the imaginary part of variance of diagonal element of the Hermitian matrix.
* @see ComplexEmpiricalDistribution#getVarianceImaginaryPart()
* @return a Matrix instance
*/
public Matrix getVarianceImaginaryPart() {
return getDistribution().getVarianceImaginaryPart();
}
/**
* Produce the pseudovariance of the vector of complex random variables.
* @return a ComplexSymmetricMatrix instance
*/
public ComplexSymmetricMatrix getPseudoVariance() {
return getDistribution().getPseudoVariance();
}
}