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蒙塔卡洛仿真,信息論內容
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%%?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?*?
?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----
?????目錄???????????0??2008-06-08?17:26??MonteCarlo\Demos\
?????目錄???????????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
?????目錄???????????0??2008-06-08?17:26??MonteCarlo\Demos\MyMC\
?????文件????????1690??2008-06-08?17:26??MonteCarlo\Demos\MyMC\MonteCarlo.m
?????目錄???????????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
?????目錄???????????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
?????目錄???????????0??2008-06-08?17:30??MonteCarlo\
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