QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Gaussian Sampler. More...
#include <hybridsimulatedannealingfunctors.hpp>
Public Member Functions | |
SamplerGaussian (unsigned long seed=SeedGenerator::instance().get()) | |
void | operator() (Array &newPoint, const Array ¤tPoint, const Array &temp) |
Private Attributes | |
std::mt19937 | generator_ |
std::normal_distribution< Real > | distribution_ |
Gaussian Sampler.
Sample from normal distribution. This means that the parameter space must have support on the whole real line.
Definition at line 64 of file hybridsimulatedannealingfunctors.hpp.
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explicit |
Definition at line 67 of file hybridsimulatedannealingfunctors.hpp.
Definition at line 70 of file hybridsimulatedannealingfunctors.hpp.
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private |
Definition at line 77 of file hybridsimulatedannealingfunctors.hpp.
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private |
Definition at line 78 of file hybridsimulatedannealingfunctors.hpp.