Package org.cloudsimplus.testbeds
Class ConfidenceInterval
java.lang.Object
org.cloudsimplus.testbeds.ConfidenceInterval
Computes the confidence interval for any arbitrary metric
from results got from multiple simulation runs.
- Since:
- CloudSim Plus 6.5.3
- Author:
- Manoel Campos da Silva Filho
-
Field Summary
Modifier and TypeFieldDescriptionstatic final double
The confidence level for computing the CIvalue
(in % from 0 to 1). -
Constructor Summary
ConstructorDescriptionConfidenceInterval
(org.apache.commons.math3.stat.descriptive.SummaryStatistics stats, String metricName) Creates a ConfidenceInterval object with 95% confidence level. -
Method Summary
Modifier and TypeMethodDescriptionerrorMargin
(org.apache.commons.math3.stat.descriptive.SummaryStatistics stats) Computes the Confidence Interval error margin for a given set of samples in order to enable finding the interval lower and upper bound around a mean value.double
Gets the t-Distribution critical value.double
Gets the CI error margin, which defines the size of the interval in which results may lay between.double
Gets the lower limit of the Confidence Interval, based on thegetErrorMargin()
.Gets the name of the metric for which the Confidence Interval is computed.long
Gets the number of samples used to compute the Confidence Interval.double
double
Gets the upper limit of the Confidence Interval, based on thegetErrorMargin()
.double
getValue()
Gets the Confidence Interval value, which is the mean value for an arbitrary metric from multiple simulation runs.boolean
Check if the CI was actually computed, if the number of samples is greater than 1.
-
Field Details
-
CONFIDENCE_LEVEL
public static final double CONFIDENCE_LEVELThe confidence level for computing the CIvalue
(in % from 0 to 1).- See Also:
-
-
Constructor Details
-
ConfidenceInterval
public ConfidenceInterval(org.apache.commons.math3.stat.descriptive.SummaryStatistics stats, String metricName) Creates a ConfidenceInterval object with 95% confidence level.- Parameters:
stats
- the object containing the statistics for the arbitrary metric collectedmetricName
-
-
-
Method Details
-
errorMargin
public static Optional<Double> errorMargin(org.apache.commons.math3.stat.descriptive.SummaryStatistics stats) Computes the Confidence Interval error margin for a given set of samples in order to enable finding the interval lower and upper bound around a mean value.To reduce the confidence interval by half, one have to execute the experiments 4 more times. This is called the "Replication Method" and just works when the samples are i.i.d. (independent and identically distributed). Thus, if you have correlation between samples of each simulation run, a different method such as a bias compensation, batch means or regenerative method has to be used.
NOTE: How to compute the error margin is a little confusing. The Harry Perros' book states that if less than 30 samples are collected, the t-Distribution has to be used to that purpose. However, this Wikipedia article says that if the standard deviation of the real population is known, it has to be used the z-value from the Standard Normal Distribution. Otherwise, it has to be used the t-value from the t-Distribution to calculate the critical value for defining the error margin (also called standard error). The book "Numeric Computation and Statistical Data Analysis on the Java Platform" confirms the last statement and such approach was followed.- Parameters:
stats
- the statistic object with the values to compute the error margin of the confidence interval- Returns:
- the error margin to compute the lower and upper bound of the confidence interval
- See Also:
-
getValue
public double getValue()Gets the Confidence Interval value, which is the mean value for an arbitrary metric from multiple simulation runs. This value is usually referred as just CI.- See Also:
-
getStdDev
public double getStdDev() -
getSamples
public long getSamples()Gets the number of samples used to compute the Confidence Interval. -
getCriticalValue
public double getCriticalValue()Gets the t-Distribution critical value. -
getErrorMargin
public double getErrorMargin()Gets the CI error margin, which defines the size of the interval in which results may lay between. The interval is betweengetLowerLimit()
andgetUpperLimit()
. -
getLowerLimit
public double getLowerLimit()Gets the lower limit of the Confidence Interval, based on thegetErrorMargin()
. -
getUpperLimit
public double getUpperLimit()Gets the upper limit of the Confidence Interval, based on thegetErrorMargin()
. -
getMetricName
Gets the name of the metric for which the Confidence Interval is computed. -
isComputed
public boolean isComputed()Check if the CI was actually computed, if the number of samples is greater than 1. Otherwise, the CIvalue
is just the mean for the experiment metric, not the CI in fact. In that case,criticalValue
,errorMargin
,lowerLimit
andupperLimit
will be zero (corroborating there is no CI).- Returns:
-