faif::RandomCustomCreator::RandomCustomCreator |
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double |
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inline |
c-tor, the length of interval in histogram
virtual faif::RandomCustomCreator::~RandomCustomCreator |
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inlinevirtual |
static double faif::RandomCustomCreator::calculateEpsilon |
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double |
sigma, |
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long |
num_steps |
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inlinestatic |
the epsilon (length of interval in histogram) is dependent of num_steps in Monte Carlo simulation. It is assumed Normal(mi,sigma)(x = mi + 3*sigma - epsilon/2, x = mi + 3*sigma + epsilon/2) >= sqrt(num_steps), so y = (x - mi)/sigma Normal(0,1)(y = 3 - epsil/2, y = 3 + epsil/2) >= sqrt(num_steps), so:
epsilon = sigma/(sqrt(N)*pdf(3), where pdf(3) = N(0,1) dla x = 3
long faif::RandomCustomCreator::getNumValues |
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const |
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inline |
accessor - return the number of added
The documentation for this class was generated from the following file: