SamplerLogNormal Class Reference

Lognormal Sampler. More...

#include <ql/experimental/math/hybridsimulatedannealingfunctors.hpp>

Collaboration diagram for SamplerLogNormal:

Public Member Functions
	SamplerLogNormal (unsigned long seed=SeedGenerator::instance().get())
void	operator() (Array &newPoint, const Array &currentPoint, const Array &temp)

Private Attributes
std::mt19937	generator_
std::normal_distribution< Real >	distribution_

Detailed Description

Lognormal Sampler.

Sample from lognormal distribution. This means that the parameter space must have support on the positve side of the real line only.

Definition at line 43 of file hybridsimulatedannealingfunctors.hpp.

Constructor & Destructor Documentation

SamplerLogNormal()

SamplerLogNormal ( unsigned long  seed = SeedGenerator::instance().get() )

explicit

Definition at line 46 of file hybridsimulatedannealingfunctors.hpp.

Member Function Documentation

operator()()

void operator()	(	Array &	newPoint,
		const Array &	currentPoint,
		const Array &	temp
	)

Definition at line 49 of file hybridsimulatedannealingfunctors.hpp.

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Member Data Documentation

generator_

std::mt19937 generator_

private

Definition at line 56 of file hybridsimulatedannealingfunctors.hpp.

distribution_

std::normal_distribution<Real> distribution_

private

Definition at line 57 of file hybridsimulatedannealingfunctors.hpp.