QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | List of all members
LevyFlightWalk Class Reference

Levy Flight Random Walk. More...

#include <fireflyalgorithm.hpp>

+ Inheritance diagram for LevyFlightWalk:
+ Collaboration diagram for LevyFlightWalk:

Public Member Functions

 LevyFlightWalk (Real alpha, Real xm=0.5, Real delta=0.9, unsigned long seed=SeedGenerator::instance().get())
 
- Public Member Functions inherited from DistributionRandomWalk< LevyFlightDistribution >
 DistributionRandomWalk (LevyFlightDistribution dist, Real delta=0.9, unsigned long seed=SeedGenerator::instance().get())
 
- Public Member Functions inherited from FireflyAlgorithm::RandomWalk
virtual ~RandomWalk ()=default
 
void walk ()
 perform random walk More...
 

Additional Inherited Members

- Protected Member Functions inherited from DistributionRandomWalk< LevyFlightDistribution >
void walkImpl (Array &xRW) override
 
void init (FireflyAlgorithm *fa) override
 
virtual void walkImpl (Array &xRW)=0
 
virtual void init (FireflyAlgorithm *fa)
 
- Protected Attributes inherited from DistributionRandomWalk< LevyFlightDistribution >
IsotropicRandomWalk< LevyFlightDistribution, std::mt19937 > walkRandom_
 
Real delta_
 
- Protected Attributes inherited from FireflyAlgorithm::RandomWalk
Size Mfa_
 
Size N_
 
const std::vector< Array > * x_
 
const std::vector< std::pair< Real, Size > > * values_
 
std::vector< Array > * xRW_
 
ArraylX_
 
ArrayuX_
 

Detailed Description

Levy Flight Random Walk.

Definition at line 242 of file fireflyalgorithm.hpp.

Constructor & Destructor Documentation

◆ LevyFlightWalk()

LevyFlightWalk ( Real  alpha,
Real  xm = 0.5,
Real  delta = 0.9,
unsigned long  seed = SeedGenerator::instance().get() 
)
explicit

Definition at line 244 of file fireflyalgorithm.hpp.