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蒙塔卡洛仿真,信息论内容
代码片段和文件信息
%% Clear the environment
clear all;
close all;
%% Select a method
% 3 Choices : standard merssone twister (rand function) halton sequences
% or Sobol sequences
Method = ‘Standard‘;
%% Create a Random Polygon
maxsize = 100;
NbMaxPoints = 8;
[xpoly ypoly h] =CreateConvexPolygon(maxsizeNbMaxPoints);
%% Compute tis real area using MATLAB function
disp([‘Area of the polygon is ‘ num2str(polyarea(xpolyypoly)) ]);
%%
NbSimu = (10000 : 10000 : 50000)‘;
NbIter = numel(NbSimu);
CI = zeros(NbIter2);
Area = zeros(NbIter1);
Time = zeros(NbIter1);
CI_bis = zeros(NbIter2);
StdUniforme = (1/12) * 100*100;
%%
for i = 1 : NbIter
tic;
[Area(i)CI(i:)] = EstimateAreaMC(xpolyypolymaxsizeNbSimu(i) 100 Methodfalse);
RelativePercent = 100 *
属性 大小 日期 时间 名称
----------- --------- ---------- ----- ----
目录 0 2008-06-08 17:26 MonteCarlo\Demos\
目录 0 2008-06-08 17:26 MonteCarlo\Demos\LakeArea\
文件 1608 2008-06-08 17:26 MonteCarlo\Demos\LakeArea\ConfidenceIntervalInMC.m
文件 387 2008-06-08 17:26 MonteCarlo\Demos\LakeArea\CreateConvexPolygon.m
文件 993 2008-06-08 17:26 MonteCarlo\Demos\LakeArea\EstimateAreaMC.m
文件 233 2008-06-08 17:26 MonteCarlo\Demos\LakeArea\MainLakeArea.m
文件 214 2008-06-08 17:26 MonteCarlo\Demos\LakeArea\TestPolyGon.m
目录 0 2008-06-08 17:26 MonteCarlo\Demos\MyMC\
文件 1690 2008-06-08 17:26 MonteCarlo\Demos\MyMC\MonteCarlo.m
目录 0 2008-06-08 17:26 MonteCarlo\Demos\PortSim\
文件 2474 2008-06-08 17:26 MonteCarlo\Demos\PortSim\Equities.mat
文件 680 2008-06-08 17:26 MonteCarlo\Demos\PortSim\GetOptionPrice.m
文件 6481 2008-06-08 17:26 MonteCarlo\Demos\PortSim\Webinarsc
目录 0 2008-06-08 17:26 MonteCarlo\Demos\VarReduction\
文件 333 2008-06-08 17:26 MonteCarlo\Demos\VarReduction\BlsHalton.m
文件 232 2008-06-08 17:26 MonteCarlo\Demos\VarReduction\BlsMC.m
文件 333 2008-06-08 17:26 MonteCarlo\Demos\VarReduction\BlsMCAV.m
文件 841 2008-06-08 17:26 MonteCarlo\Demos\VarReduction\BlsMCCV.m
文件 2302 2008-06-08 17:26 MonteCarlo\Demos\VarReduction\BlsSobol.m
文件 298 2008-06-08 17:26 MonteCarlo\Demos\VarReduction\FillBetween.m
文件 2089 2008-06-08 17:26 MonteCarlo\Demos\VarReduction\VanillaPricingUsingDifferentMethods.m
文件 290304 2008-05-23 15:23 MonteCarlo\MonteCarlo_Simulations_english.ppt
文件 928 2008-06-08 17:29 MonteCarlo\readme.txt
文件 292864 2008-06-08 17:08 MonteCarlo\Simulations_Monte_Carlo_french.ppt
目录 0 2008-06-08 17:30 MonteCarlo\
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