template class mrpt::math::CMonteCarlo


Montecarlo simulation for experiments in 1D.

Template arguments are:

  • T: base type, i.e., if an experiment needs to generate random points, then T may be a TPoint3D, and so on.

  • NUM: the numeric type used to represent the error. Usually, double.

  • OTHER: an intermediate type, used especially when testing inverse functions. Leave as int or double if you don’t use it.


  • Create an instance of the class.

  • Refill the “valueGenerator” member with an appropriate function.

  • If your experiment calculates the error directly from the base value, then refill the “errorFun1” member.

  • Otherwise, if your experiment involves the calculation of some value whom with the experimental function is compared, refill “intermediateFun” and “errorFun2”.

  • Refill only on of the alternatives.

#include <mrpt/math/CMonteCarlo.h>

template <typename T, typename NUM, typename OTHER>
class CMonteCarlo
    // classes

    class CStatisticalAnalyzer;

    // fields

    T(* valueGenerator)(mrpt::random::CRandomGenerator &);
    NUM(* errorFun1)(const T &);
    OTHER(* intermediateFun)(const T &);
    NUM(* errorFun2)(const T &, const OTHER &);

    // construction


    // methods

    NUM doExperiment(
        size_t N,
        double& time,
        bool showInWindow = false