MCQMCIntegration::OnlineVariance Class Reference

#include <MCQMCIntegration.h>

Public Member Functions
	OnlineVariance ()
void	addData (const double x)
double	getMean () const
double	unbiasedVar () const
double	var () const
double	absErr (const int prob) const
double	relErr (const int prob) const

Constructor & Destructor Documentation

OnlineVariance()

MCQMCIntegration::OnlineVariance::OnlineVariance

(

)

Member Function Documentation

absErr()

double MCQMCIntegration::OnlineVariance::absErr

(

const int

prob

)

const

Referenced by addData(), MCQMCIntegration::monte_carlo_integration(), and MCQMCIntegration::quasi_monte_carlo_integration().

addData()

void MCQMCIntegration::OnlineVariance::addData ( const double  x )

inline

References absErr(), getMean(), relErr(), unbiasedVar(), and var().

Referenced by MCQMCIntegration::monte_carlo_integration(), and MCQMCIntegration::quasi_monte_carlo_integration().

getMean()

double MCQMCIntegration::OnlineVariance::getMean

(

)

const

Referenced by addData(), MCQMCIntegration::monte_carlo_integration(), and MCQMCIntegration::quasi_monte_carlo_integration().

relErr()

double MCQMCIntegration::OnlineVariance::relErr

(

const int

prob

)

const

Referenced by addData().

unbiasedVar()

double MCQMCIntegration::OnlineVariance::unbiasedVar

(

)

const

Referenced by addData().

var()

double MCQMCIntegration::OnlineVariance::var

(

)

const

Referenced by addData().

---

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

• MCQMCIntegration.h