Package org.jreliability.evaluator

Class MomentEvaluator

java.lang.Object

org.jreliability.evaluator.MomentEvaluator

All Implemented Interfaces:

Evaluator

public class MomentEvaluator
extends java.lang.Object
implements Evaluator

The MomentEvaluator determines the n-th moment of a density function f(x) given a ReliabilityFunction R(x).
E(X^n) = integral_0^infinity x^n f(x) dx.

It performs an integration from 0 to infinity using Romberg's integration. This is commonly used to derived measures like, e.g., Mean Time To Failure (MTTF) (E(X)) and its variance (E(X^2)-E(X)^2).

Field Summary

Fields

Modifier and Type	Field	Description
protected double	epsilon	The allowed error epsilon for Romberg's integration.
protected int	n	The n-th moment.

Constructor Summary

Constructors

Constructor	Description
MomentEvaluator(int n)	Constructs a MomentEvaluator for the given n-th moment and a maximum error epsilon of 1.0E-5.
MomentEvaluator(int n, double epsilon)	Constructs a MomentEvaluator for the given n-th moment and a maximum error epsilon.

Method Summary

Modifier and Type	Method	Description
double	evaluate(ReliabilityFunction reliabilityFunction)	Returns the value derived from an integration of the ReliabilityFunction.
double	getUpperBound(ReliabilityFunction reliabilityFunction)	Returns the calculated upper bound that will be used in the integration process.
protected double	integrate(ReliabilityFunction reliabilityFunction, double a, double b)	Calculates the integral between a and b using Romberg's integration.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

epsilon

protected final double epsilon

The allowed error epsilon for Romberg's integration.

n

protected final int n

The n-th moment.

Constructor Detail

MomentEvaluator

public MomentEvaluator(int n)

Constructs a MomentEvaluator for the given n-th moment and a maximum error epsilon of 1.0E-5.

Parameters:

n - the n value

MomentEvaluator

public MomentEvaluator(int n,
                       double epsilon)

Constructs a MomentEvaluator for the given n-th moment and a maximum error epsilon.

Parameters:

n - the n value

epsilon - the maximum error

Method Detail

evaluate

public double evaluate(ReliabilityFunction reliabilityFunction)

Returns the value derived from an integration of the ReliabilityFunction.

Parameters:

reliabilityFunction - the reliabilityFunction

Returns:

the value derived from the integration of the reliabilityFunction

getUpperBound

public double getUpperBound(ReliabilityFunction reliabilityFunction)

Returns the calculated upper bound that will be used in the integration process.

Parameters:

reliabilityFunction - the reliabilityFunction

Returns:

the calculated upper bound that will be used in the integration process

integrate

protected double integrate(ReliabilityFunction reliabilityFunction,
                           double a,
                           double b)

Calculates the integral between a and b using Romberg's integration.

Parameters:

reliabilityFunction - the reliabilityFunction

a - the lower bound

b - the upper bound

Returns:

the value of the integral between a and b