Gaussian Walk. More...

Inheritance diagram for GaussianWalk:

Collaboration diagram for GaussianWalk:

Public Member Functions
	GaussianWalk (Real sigma, Real delta=0.9, unsigned long seed=SeedGenerator::instance().get())

Public Member Functions inherited from DistributionRandomWalk< std::normal_distribution< QuantLib::Real > >
	DistributionRandomWalk (std::normal_distribution< QuantLib::Real > 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< std::normal_distribution< QuantLib::Real > >
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< std::normal_distribution< QuantLib::Real > >
IsotropicRandomWalk< std::normal_distribution< QuantLib::Real >, 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_

Array *	lX_

Array *	uX_

Detailed Description

Gaussian Walk.

Definition at line 230 of file fireflyalgorithm.hpp.

Constructor & Destructor Documentation

GaussianWalk	(	Real	sigma,
		Real	delta = `0.9`,
		unsigned long	seed = `SeedGenerator::instance().get()`
	)

explicit

Definition at line 232 of file fireflyalgorithm.hpp.