rename to MultilevelData

mlmc/src/estimators/MultilevelMonteCarlo.cpp

@@ -68,21 +68,13 @@ void MultilevelMonteCarlo::PrintInfo() const {
 }
 
 void MultilevelMonteCarlo::MultilevelResults() const {
-  mout.PrintInfo("MC Results", verbose,
-                 PrintInfoEntry("E(Qf-Qc)", vec2str(data.avgs.GetYVector())),
-                 PrintInfoEntry("E(Qf)", vec2str(data.avgs.GetQVector())),
-                 PrintInfoEntry("V(Qf-Qc)", vec2str(data.vars.GetYVector())),
-                 PrintInfoEntry("V(Qf)", vec2str(data.vars.GetQVector())),
-                 PrintInfoEntry("kurtosis", vec2str(data.kurtosis.GetYVector())),
-                 PrintInfoEntry("E(cost)", vec2str(data.avgs.GetCostVector())),
-                 PrintInfoEntry("Used Levels", vec2str(data.avgs.GetLevelVector())),
-                 PrintInfoEntry("Used Samples", vec2str(data.ctrs.GetMVector())));
+  data.MultilevelResults();
 }
 
 void MultilevelMonteCarlo::EstimatorResults() const {
   mout.PrintInfo("MLMC Results", verbose,
-                 PrintInfoEntry("Value", data.avgs.Q),
-                 PrintInfoEntry("Cost", data.avgs.Cost),
+                 PrintInfoEntry("Value", data.means.Q),
+                 PrintInfoEntry("Cost", data.means.Cost),
                  PrintInfoEntry("Epsilon", epsilon),
                  PrintInfoEntry("Total Error", errors.total),
                  PrintInfoEntry("Statistical Error", errors.stochastic),
@@ -95,10 +87,3 @@ void MultilevelMonteCarlo::ExponentResults() const {
                  PrintInfoEntry("Final beta", exponents.beta),
                  PrintInfoEntry("Final gamma", exponents.gamma));
 }
-
-void MultiLevelMonteCarloData::ExtractDataFrom(const MonteCarloMap &mcMap) {
-  ctrs.Update(mcMap);
-  avgs.Update(mcMap);
-  vars.Update(mcMap);
-  kurtosis.Update(mcMap);
-}

mlmc/src/estimators/MultilevelMonteCarlo.hpp

@@ -9,7 +9,6 @@
 #include "IEstimator.hpp"
 
 
-
 class MultilevelMonteCarlo : public IEstimator {
 private:
   int verbose = 1;
@@ -28,7 +27,7 @@ public:
   MonteCarloMap mcMap;
 // Here Could be EstimatorMap
 
-  MultiLevelMonteCarloData data;
+  MultilevelData data;
 
   Exponents exponents;
 

mlmc/src/estimators/datastructure/EmpiricMeasureLevelMaps.hpp

@@ -84,32 +84,52 @@ struct KurtosisMap : LevelMap<Kurtosis> {
   void Update(const MonteCarloMap &mcMap);
 };
 
-struct MultiLevelMonteCarloData {
+struct MultilevelData {
   SampleCounterMap ctrs;
-  MeanMap avgs;
-  SVarMap vars;
+
+  MeanMap means;
+
+  SVarMap sVars;
+
   KurtosisMap kurtosis;
 
-  MultiLevelMonteCarloData() {};
+  MultilevelData() {};
 
-  MultiLevelMonteCarloData(const MonteCarloMap &mcMap) {
+  MultilevelData(const MonteCarloMap &mcMap) {
     ExtractDataFrom(mcMap);
   }
 
-  MultiLevelMonteCarloData(const SampleCounterMap &ctrs, const MeanMap &avgs,
-                           const SVarMap &vars, const KurtosisMap &kurtosis) :
-    ctrs(ctrs), avgs(avgs), vars(vars), kurtosis(kurtosis) {};
+  MultilevelData(const SampleCounterMap &ctrs, const MeanMap &avgs,
+                 const SVarMap &vars, const KurtosisMap &kurtosis) :
+    ctrs(ctrs), means(avgs), sVars(vars), kurtosis(kurtosis) {};
 
-  void ExtractDataFrom(const MonteCarloMap &mcMap);
+  void ExtractDataFrom(const MonteCarloMap &mcMap) {
+    ctrs.Update(mcMap);
+    means.Update(mcMap);
+    sVars.Update(mcMap);
+    kurtosis.Update(mcMap);
+  }
+
+  void MultilevelResults() const {
+    mout.PrintInfo("Multilevel Results", 1,
+                   PrintInfoEntry("E(Qf-Qc)", vec2str(means.GetYVector())),
+                   PrintInfoEntry("E(Qf)", vec2str(means.GetQVector())),
+                   PrintInfoEntry("V(Qf-Qc)", vec2str(sVars.GetYVector())),
+                   PrintInfoEntry("V(Qf)", vec2str(sVars.GetQVector())),
+                   PrintInfoEntry("kurtosis", vec2str(kurtosis.GetYVector())),
+                   PrintInfoEntry("E(cost)", vec2str(means.GetCostVector())),
+                   PrintInfoEntry("Used Levels", vec2str(means.GetLevelVector())),
+                   PrintInfoEntry("Used Samples", vec2str(ctrs.GetMVector())));
+  }
 
-  friend Logging &operator<<(Logging &s, const MultiLevelMonteCarloData &data) {
-    return s << "E(Qf-Qc)=" << data.avgs.GetYVector() << endl
-             << "E(Qf)=" << data.avgs.GetQVector() << endl
-             << "V(Qf-Qc)=" << data.vars.GetYVector() << endl
-             << "V(Qf)=" << data.vars.GetQVector() << endl
+  friend Logging &operator<<(Logging &s, const MultilevelData &data) {
+    return s << "E(Qf-Qc)=" << data.means.GetYVector() << endl
+             << "E(Qf)=" << data.means.GetQVector() << endl
+             << "V(Qf-Qc)=" << data.sVars.GetYVector() << endl
+             << "V(Qf)=" << data.sVars.GetQVector() << endl
              << "kurtosis=" << data.kurtosis.GetYVector() << endl
-             << "E(cost)=" << data.avgs.GetCostVector() << endl
-             << "Used Levels=" << data.avgs.GetLevelVector() << endl
+             << "E(cost)=" << data.means.GetCostVector() << endl
+             << "Used Levels=" << data.means.GetLevelVector() << endl
              << "Used Samples" << data.ctrs.GetMVector() << endl;
   }
 };

mlmc/src/estimators/datastructure/Errors.cpp

@@ -2,19 +2,19 @@
 
 
 void Errors::Estimate(const MonteCarloMap &mcMap) {
-  Estimate(MultiLevelMonteCarloData(mcMap));
+  Estimate(MultilevelData(mcMap));
 }
 
-void Errors::Estimate(const MultiLevelMonteCarloData &data) {
+void Errors::Estimate(const MultilevelData &data) {
   exponents.ComputeExponents(data);
   numeric = EstimateNumeric(data);
   stochastic = EstimateStochastic(data);
   total = numeric + stochastic;
 }
 
-double Errors::EstimateNumeric(const MultiLevelMonteCarloData &data) {
+double Errors::EstimateNumeric(const MultilevelData &data) {
   exponents.ComputeExponents(data);
-  return EstimateNumeric(data.avgs);
+  return EstimateNumeric(data.means);
 }
 
 double Errors::EstimateNumeric(const MeanMap &avgs) {
@@ -34,8 +34,8 @@ double Errors::EstimateNumeric(const MeanMap &avgs) {
   return err;
 }
 
-double Errors::EstimateStochastic(const MultiLevelMonteCarloData &data) {
-  return EstimateStochastic(data.ctrs, data.vars);
+double Errors::EstimateStochastic(const MultilevelData &data) {
+  return EstimateStochastic(data.ctrs, data.sVars);
 }
 
 double Errors::EstimateStochastic(const SampleCounterMap &ctrs, const SVarMap &vars) {

mlmc/src/estimators/datastructure/Errors.hpp

@@ -13,13 +13,13 @@ struct Errors {
 
     void Estimate(const MonteCarloMap &mcMap);
 
-    void Estimate(const MultiLevelMonteCarloData &mcMap);
+    void Estimate(const MultilevelData &mcMap);
 
-    double EstimateNumeric(const MultiLevelMonteCarloData &data);
+    double EstimateNumeric(const MultilevelData &data);
 
     double EstimateNumeric(const MeanMap& avgs);
 
-    double EstimateStochastic(const MultiLevelMonteCarloData &data);
+    double EstimateStochastic(const MultilevelData &data);
 
     double EstimateStochastic(const SampleCounterMap &ctrs, const SVarMap &vars);
 };

mlmc/src/estimators/datastructure/Exponents.cpp

 #include "Exponents.hpp"
 
 void Exponents::ComputeExponents(const MonteCarloMap &mcMap) {
-    ComputeExponents(MultiLevelMonteCarloData(mcMap));
+    ComputeExponents(MultilevelData(mcMap));
 }
 
-void Exponents::ComputeExponents(const MultiLevelMonteCarloData &data) {
-    ComputeExponents(data.avgs, data.vars);
+void Exponents::ComputeExponents(const MultilevelData &data) {
+    ComputeExponents(data.means, data.sVars);
 }
 
 void Exponents::ComputeExponents(const MeanMap &mean, const SVarMap &sVar) {

mlmc/src/estimators/datastructure/Exponents.hpp

@@ -15,11 +15,11 @@ struct Exponents {
         ComputeExponents(mcMap);
     };
 
-    Exponents(const MultiLevelMonteCarloData &data) {
+    Exponents(const MultilevelData &data) {
         ComputeExponents(data);
     };
 
-    void ComputeExponents(const MultiLevelMonteCarloData &data);
+    void ComputeExponents(const MultilevelData &data);
 
     void ComputeExponents(const MonteCarloMap &mcMap);
 

mlmc/tests/montecarlo/datastructure/TestData.hpp

@@ -41,7 +41,7 @@ struct TestData {
     {6, Kurtosis()}
   };
 
-  const MultiLevelMonteCarloData _data{_ctrs, _means, _sVars, _kurtosis};
+  const MultilevelData _data{_ctrs, _means, _sVars, _kurtosis};
 
   MonteCarloMap GenerateMonteCarloMapWithData() {
     for (auto &[level, mc] : _mcMap) {

mlmc/tests/montecarlo/datastructure/TestEmpiricMeasureLevelMaps.cpp

@@ -5,7 +5,7 @@
 
 class TestEmpiricMeasureLevelMaps : public Test {
 protected:
-  MultiLevelMonteCarloData data;
+  MultilevelData data;
   MonteCarloMap mcMap;
 
   void SetUp() override {

mlmc/tests/montecarlo/datastructure/TestErrors.cpp

@@ -6,7 +6,7 @@
 
 class TestErrors : public Test {
 protected:
-    MultiLevelMonteCarloData data;
+    MultilevelData data;
     Errors errors;
 
     void SetUp() override {

mlmc/tests/montecarlo/datastructure/TestExponents.cpp

@@ -6,7 +6,7 @@
 
 class TestErrors : public Test {
 protected:
-    MultiLevelMonteCarloData data;
+    MultilevelData data;
     Exponents exponents;
 
     void SetUp() override {
@@ -18,15 +18,15 @@ protected:
 };
 
 TEST_F(TestErrors, TestAlpha) {
-    EXPECT_FLOAT_EQ(exponents.ComputeAlpha(data.avgs), 1.0);
+    EXPECT_FLOAT_EQ(exponents.ComputeAlpha(data.means), 1.0);
 }
 
 TEST_F(TestErrors, TestBeta) {
-    EXPECT_FLOAT_EQ(exponents.ComputeBeta(data.vars), 2.0);
+    EXPECT_FLOAT_EQ(exponents.ComputeBeta(data.sVars), 2.0);
 }
 
 TEST_F(TestErrors, TestGamma) {
-    EXPECT_FLOAT_EQ(exponents.ComputeGamma(data.avgs), 1.0);
+    EXPECT_FLOAT_EQ(exponents.ComputeGamma(data.means), 1.0);
 }
 
 int main(int argc, char **argv) {