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).

QuantLib Version 1.8.1 Fri Sep 23 2016