QuantLib_SamplerGaussian man page

SamplerGaussian — Gaussian Sampler.  


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

Public Member Functions

SamplerGaussian (unsigned long seed=0)
SamplerGaussian (const SamplerGaussian &sampler)
void operator() (Array &newPoint, const Array &currentPoint, const Array &temp) const

Detailed Description

Gaussian Sampler.

Sample from normal distribution. This means that the parameter space must have support on the whole real line.


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Referenced By

SamplerGaussian(3) is an alias of QuantLib_SamplerGaussian(3).

Fri Feb 10 2017 Version 1.9.1 QuantLib