bridge_ | SobolBrownianGeneratorBase | private |
bridgedVariates_ | SobolBrownianGeneratorBase | private |
Burley2020SobolBrownianGenerator(Size factors, Size steps, Ordering ordering, unsigned long seed=42, SobolRsg::DirectionIntegers directionIntegers=SobolRsg::Jaeckel, unsigned long scrambleSeed=43) | Burley2020SobolBrownianGenerator | |
Diagonal enum value | SobolBrownianGeneratorBase | |
Factors enum value | SobolBrownianGeneratorBase | |
factors_ | SobolBrownianGeneratorBase | private |
generator_ | Burley2020SobolBrownianGenerator | private |
lastStep_ | SobolBrownianGeneratorBase | private |
nextPath() override | SobolBrownianGeneratorBase | virtual |
nextSequence() override | Burley2020SobolBrownianGenerator | privatevirtual |
nextStep(std::vector< Real > &) override | SobolBrownianGeneratorBase | virtual |
numberOfFactors() const override | SobolBrownianGeneratorBase | virtual |
numberOfSteps() const override | SobolBrownianGeneratorBase | virtual |
orderedIndices() const | SobolBrownianGeneratorBase | |
orderedIndices_ | SobolBrownianGeneratorBase | private |
Ordering enum name | SobolBrownianGeneratorBase | |
ordering_ | SobolBrownianGeneratorBase | private |
SobolBrownianGeneratorBase(Size factors, Size steps, Ordering ordering) | SobolBrownianGeneratorBase | |
Steps enum value | SobolBrownianGeneratorBase | |
steps_ | SobolBrownianGeneratorBase | private |
transform(const std::vector< std::vector< Real > > &variates) | SobolBrownianGeneratorBase | |
~BrownianGenerator()=default | BrownianGenerator | virtual |