MCSimulation parameters

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MCSimulation parameters

Andreas Spengler-2
Hi,

could someone give me a hint as to the exact meaning of the parameters
"requiredSamples", "requiredTolerance" and "maxSamples" of MCSimulation
and derived classes...

Thanks in advance,

Andreas

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Re: MCSimulation parameters

Luigi Ballabio
On Sat, 2009-02-21 at 15:45 +0100, Andreas Spengler wrote:
> could someone give me a hint as to the exact meaning of the parameters
> "requiredSamples", "requiredTolerance" and "maxSamples" of MCSimulation
> and derived classes...

requiredSamples: just run this many samples.

requiredTolerance: run as many samples as you need until the MC error
estimate reaches the given value.

(of course, the above two are mutually exclusive.)

maxSamples: (when using requiredTolerance) run at most this many
samples. If at this point you still haven't reached the required
tolerance, raise an error.

Luigi


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-OSBC tackles the biggest issue in open source: Open Sourcing the Enterprise
-Strategies to boost innovation and cut costs with open source participation
-Receive a $600 discount off the registration fee with the source code: SFAD
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