lowdiscrepancypoints.java

金融资产定价,随机过程,MONTE CARLO 模拟 JAVA 程序和文档资料

/* WARANTY NOTICE AND COPYRIGHT
This program is free software; you can redistribute it and/or
modify it under the terms of the GNU General Public License
as published by the Free Software Foundation; either version 2
of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
GNU General Public License for more details.

You should have received a copy of the GNU General Public License
along with this program; if not, write to the Free Software
Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.

Copyright (C) Michael J. Meyer

[e-mail]
[e-mail]

*/


/*
 * HaltonPoints.java
 *
 * Created on April 17, 2002, 9:38 PM
 */

package Examples.QuasiMonteCarlo;

import QuasiRandom.*;
import com.skylit.io.EasyReader;
import java.awt.event.*;
import javax.swing.WindowConstants;

/** <p> Plots Halton or Sobol points projected on dimensions (i,j).
 *      User determines the sequence (Halton/Sobol) i,j and the number
 *      of points.</p>
 *
 * @author  Michael J. Meyer
 */
public class LowDiscrepancyPoints{
    
    
    static int i,j,nPoints;
    
    static LowDiscrepancySequence S;
    
    /* Retrieve sequence, i,j,nPoints from user dialogue.
     */
    static void user_dialogue()
    {
        EasyReader io=new EasyReader();
        
        System.out.print
        ("POINT PROJECTIONS: which low discrepancy sequence?\n\n"+
         "Halton (0)\n"+
         "Sobol (1)\n"+
         "NX (2), note: dimensions i,j must be less than 10.\n"+ 
         "Uniform (3)\n\n"+
         "Enter choice: ");
        int sequence=io.readInt();
        
        System.out.println
        ("Enter dimensions (i,j) and number N of points:");
        
        System.out.print("i= ");
        i=io.readInt();
        System.out.print("j= ");
        j=io.readInt();
        System.out.print("N= ");
        nPoints=io.readInt();

        int dim=1+Math.max(i,j);
        
        switch(sequence)
        {
            case 0: S=new Halton(dim); break;
            case 1: S=new Sobol(dim);  break;
            case 2: S=new NX(dim);     break;
            case 3: S=new Uniform(dim);
        }
        

    } // end user dialogue
      
    

    public static void main(String[] args)
    {
        while(true){
            
            user_dialogue();
            final ProjectionPlot2D plot=S.projectionPlot(i,j,nPoints);
            
            // another run on mouseclick
            // window disposal restarts the infinite loop
            plot.addMouseListener(new MouseAdapter(){
	                                 
	         public void mouseClicked(java.awt.event.MouseEvent event) 
	         {  
                     plot.dispose();  }
           
            }); // end mouseListener

            plot.show();

        } // end while
            
    } // end main
    
} // end HaltonPointProjections