QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Gaussian Mirror Sampler. More...
#include <hybridsimulatedannealingfunctors.hpp>
Public Member Functions | |
SamplerMirrorGaussian (Array lower, Array upper, 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_ |
Array | lower_ |
Array | upper_ |
Gaussian Mirror Sampler.
Sample from normal distribution, but constrained to lie within .boundaries. If the value ends up beyond the boundary, the value is reflected back.
Definition at line 120 of file hybridsimulatedannealingfunctors.hpp.
SamplerMirrorGaussian | ( | Array | lower, |
Array | upper, | ||
unsigned long | seed = SeedGenerator::instance().get() |
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) |
Definition at line 123 of file hybridsimulatedannealingfunctors.hpp.
Definition at line 129 of file hybridsimulatedannealingfunctors.hpp.
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private |
Definition at line 144 of file hybridsimulatedannealingfunctors.hpp.
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private |
Definition at line 145 of file hybridsimulatedannealingfunctors.hpp.
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private |
Definition at line 146 of file hybridsimulatedannealingfunctors.hpp.
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private |
Definition at line 146 of file hybridsimulatedannealingfunctors.hpp.