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贴一个蒙特卡洛方法的matlab程序,供大家使用。+ A1 s# D: a$ G
祝大家比赛都能取得好成绩 7 w( B" l3 y- ]* C N4 J0 ]
% Q1 T/ G; C4 k
z2 i# B5 ^% U' Z! n8 w
% Example Monte Carlo Simulation in Matlab
" Q. v% ~+ O' c" n4 { d' ~% Function: y = x2^2/x1 + x2 k% c4 o G6 B
%
' E; i& {- I% \8 z6 O# h; a2 N% Generate n samples from a normal distribution
1 o2 ~# |1 u. A" E% r = ( randn(n,1) * sd ) + mu
; A1 K/ t9 r1 c: p% mu : mean - V1 {& R5 N2 ]- G
% sd : standard deviation / q# r3 ~/ e2 D+ G: g
% $ ?) a3 F2 p% S" n+ K
% Generate n samples from a uniform distribution 3 `2 ~0 x; o8 F. C$ A H$ _
% r = a + rand(n,1) * (b-a) + X/ s0 v; ~& x+ ^# \2 l! G
% a : minimum
. A7 S# W7 q @7 p5 |% b : maximum
( }# E# i3 Z* S% D7 Hn = 100000; % The number of function evaluations 9 `, X! o! Y4 a! `5 y; \+ f; P! J
% --- Generate vectors of random inputs : x1 N8 |- c8 W
% x1 ~ Normal distribution N(mean=100,sd=5)
3 a! e& F# N/ C( y( i% q/ V% x2 ~ Uniform distribution U(a=5,b=15)
* N5 G$ M2 B0 Y3 gx1 = ( randn(n,1) * 5 ) + 100;
0 A/ I) }/ M8 O4 `* K8 Dx2 = 5 + rand(n,1) * ( 15 - 5 ); % w: y X- p. ]& `5 \% Q+ P
% --- Run the simulation $ M& ^( `5 B) V
% Note the use of element-wise multiplication
4 e$ j& a; ]3 ]2 R3 ~# Y& ^y = x2.^2 ./ x1; + ~' g/ B+ z6 L. n0 O- f1 i2 d
% --- Create a histogram of the results (50 bins) : g) {+ J, o* {
hist(y,50);
+ j& r+ ]( [4 _! k, n% --- Calculate summary statistics . s, `. w7 E* G1 J5 v K
y_mean = mean(y)
& Z+ \0 k H$ |+ j6 U4 iy_std = std(y) 2 ^" \6 K6 s& u1 h0 r- `
y_median = median(y) |
zan
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