Package jline.api.sim

Class QuantileCIResult

java.lang.Object

jline.api.sim.QuantileCIResult

public class QuantileCIResult
extends Object

Point estimate and confidence interval for a steady-state quantile.

Returned by Sim_fquest and Sim_firquest. When heuristic is true a stage test failed, the sample was too small for the asymptotic justification, and the interval is the conservative fallback, which may be asymmetric about the estimate.

Since:

LINE 3.1.0

Field Summary

Fields

Modifier and Type	Field	Description
final double	Ap	Batched STS area estimator of the variance parameter.
final int	b	Final batch count, per replication for Sim_firquest.
final double	estimate	Full-sample empirical p-quantile of the truncated data.
final double	halfwidth	Half of the interval width; the asymmetric fallback attains it only on average.
final boolean	heuristic	True when a stage test failed and the interval is not asymptotically justified.
final double	lower	Lower confidence limit.
final int	m	Final batch size.
final int	n	Observations used, b*m, or R*b*m for Sim_firquest.
final double	Np	Nonoverlapping batched quantile estimator of the variance parameter.
final int	R	Number of replications, 1 for Sim_fquest.
final int	truncated	Observations deleted from the front of each sample path.
final double	upper	Upper confidence limit.
final double	Vp	Combined estimator of the variance parameter.
final List<String>	warnings	Diagnostic messages, empty on a clean run.

Constructor Summary

Constructors

Constructor	Description
QuantileCIResult(double estimate, double lower, double upper, double halfwidth, int b, int m, int n, int R, int truncated, double Ap, double Np, double Vp, boolean heuristic, List<String> warnings)

Method Summary

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Details

estimate

public final double estimate

Full-sample empirical p-quantile of the truncated data.

lower

public final double lower

Lower confidence limit.

upper

public final double upper

Upper confidence limit.

halfwidth

public final double halfwidth

Half of the interval width; the asymmetric fallback attains it only on average.

b

public final int b

Final batch count, per replication for Sim_firquest.

m

public final int m

Final batch size.

n

public final int n

Observations used, b*m, or R*b*m for Sim_firquest.

R

public final int R

Number of replications, 1 for Sim_fquest.

truncated

public final int truncated

Observations deleted from the front of each sample path.

Ap

public final double Ap

Batched STS area estimator of the variance parameter.

Np

public final double Np

Nonoverlapping batched quantile estimator of the variance parameter.

Vp

public final double Vp

Combined estimator of the variance parameter.

heuristic

public final boolean heuristic

True when a stage test failed and the interval is not asymptotically justified.

warnings

public final List<String> warnings

Diagnostic messages, empty on a clean run.

Constructor Details

QuantileCIResult

public QuantileCIResult(double estimate,
 double lower,
 double upper,
 double halfwidth,
 int b,
 int m,
 int n,
 int R,
 int truncated,
 double Ap,
 double Np,
 double Vp,
 boolean heuristic,
 List<String> warnings)