#include <sobolbrowniangenerator.hpp>
Inheritance diagram for Burley2020SobolBrownianGenerator:
Collaboration diagram for Burley2020SobolBrownianGenerator:
Public Member Functions | |
| Burley2020SobolBrownianGenerator (Size factors, Size steps, Ordering ordering, unsigned long seed=42, SobolRsg::DirectionIntegers directionIntegers=SobolRsg::Jaeckel, unsigned long scrambleSeed=43) | |
| Public Member Functions inherited from SobolBrownianGeneratorBase | |
| SobolBrownianGeneratorBase (Size factors, Size steps, Ordering ordering) | |
| Real | nextPath () override |
| Real | nextStep (std::vector< Real > &) override |
| Size | numberOfFactors () const override |
| Size | numberOfSteps () const override |
| const std::vector< std::vector< Size > > & | orderedIndices () const |
| std::vector< std::vector< Real > > | transform (const std::vector< std::vector< Real > > &variates) |
| Public Member Functions inherited from BrownianGenerator | |
| virtual | ~BrownianGenerator ()=default |
| virtual Real | nextStep (std::vector< Real > &)=0 |
| virtual Real | nextPath ()=0 |
| virtual Size | numberOfFactors () const =0 |
| virtual Size | numberOfSteps () const =0 |
Private Member Functions | |
| const Burley2020SobolRsg::sample_type & | nextSequence () override |
Private Attributes | |
| InverseCumulativeRsg< Burley2020SobolRsg, InverseCumulativeNormal > | generator_ |
Additional Inherited Members | |
| Public Types inherited from SobolBrownianGeneratorBase | |
| enum | Ordering { Factors , Steps , Diagonal } |
| virtual const SobolRsg::sample_type & | nextSequence ()=0 |
Detailed Description
Definition at line 106 of file sobolbrowniangenerator.hpp.
Constructor & Destructor Documentation
◆ Burley2020SobolBrownianGenerator()
| Burley2020SobolBrownianGenerator | ( | Size | factors, |
| Size | steps, | ||
| Ordering | ordering, | ||
| unsigned long | seed = 42, |
||
| SobolRsg::DirectionIntegers | directionIntegers = SobolRsg::Jaeckel, |
||
| unsigned long | scrambleSeed = 43 |
||
| ) |
Definition at line 226 of file sobolbrowniangenerator.cpp.
Member Function Documentation
◆ nextSequence()
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overrideprivatevirtual |
Implements SobolBrownianGeneratorBase.
Definition at line 237 of file sobolbrowniangenerator.cpp.
Member Data Documentation
◆ generator_
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private |
Definition at line 118 of file sobolbrowniangenerator.hpp.