Class Lossn_revsens.MciCI

java.lang.Object
jline.api.lossn.Lossn_revsens.MciCI
Enclosing class:
Lossn_revsens

public static final class Lossn_revsens.MciCI extends Object
Monte Carlo confidence information returned by the 'mci' method.
  • Field Details

    • revsens

      public Matrix revsens
      Revenue sensitivity point estimate dW/dnu (1xR).
    • revsensCI

      public Matrix revsensCI
      Revenue-sensitivity confidence intervals (Rx2).
    • level

      public double level
      Confidence level 1 - alpha.
  • Constructor Details

    • MciCI

      public MciCI(Matrix revsens, Matrix revsensCI, double level)