QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Gaussian Ring Sampler. More...
#include <hybridsimulatedannealingfunctors.hpp>
Public Member Functions | |
SamplerRingGaussian (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 Ring Sampler.
Sample from normal distribution, but constrained to lie within .boundaries. If the value ends up beyond the boundary, the value is circled back from the other side.
Definition at line 86 of file hybridsimulatedannealingfunctors.hpp.
SamplerRingGaussian | ( | Array | lower, |
Array | upper, | ||
unsigned long | seed = SeedGenerator::instance().get() |
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) |
Definition at line 89 of file hybridsimulatedannealingfunctors.hpp.
Definition at line 95 of file hybridsimulatedannealingfunctors.hpp.
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private |
Definition at line 110 of file hybridsimulatedannealingfunctors.hpp.
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private |
Definition at line 111 of file hybridsimulatedannealingfunctors.hpp.
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private |
Definition at line 112 of file hybridsimulatedannealingfunctors.hpp.
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private |
Definition at line 112 of file hybridsimulatedannealingfunctors.hpp.