QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Cauchy Sampler. More...
#include <hybridsimulatedannealingfunctors.hpp>
Public Member Functions | |
SamplerCauchy (unsigned long seed=SeedGenerator::instance().get()) | |
void | operator() (Array &newPoint, const Array ¤tPoint, const Array &temp) |
Protected Attributes | |
std::mt19937 | generator_ |
std::cauchy_distribution< Real > | distribution_ |
Cauchy Sampler.
Sample from cauchy distribution. This means that the parameter space must have support on the positive whole real line. For lower dimensions it could be faster than the Gaussian sampler, specially when combined with the Cauchy temperature.
Definition at line 155 of file hybridsimulatedannealingfunctors.hpp.
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explicit |
Definition at line 158 of file hybridsimulatedannealingfunctors.hpp.
Definition at line 161 of file hybridsimulatedannealingfunctors.hpp.
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protected |
Definition at line 168 of file hybridsimulatedannealingfunctors.hpp.
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protected |
Definition at line 169 of file hybridsimulatedannealingfunctors.hpp.