ConfidenceIntervals

Confidence intervals for batch means data based on a steady state detector.

Each part of the confidence interval (mean, variance, lower, upper) is reported as a continuous metric.

Constructors

constructor(raw: Metric, alpha: Double, steadyStateDetector: SteadyStateDetector, batchMeans: AdaptiveBatchMeans)

Continuous metric reporting the lower bound of the confidence interval.

Continuous metric reporting the mean of batch means.

Continuous metric reporting the upper bound of the confidence interval.

Continuous metric reporting the variance of batch means.

Returns the current number of batches in the batch means.

Returns the variance of batch means.

Returns the mean across all batch means.

Returns a Moment of all the various metrics the CIs report.