QuantLib_SamplerGaussian man page

SamplerGaussian — Gaussian Sampler.  


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

Public Member Functions

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

The man page SamplerGaussian(3) is an alias of QuantLib_SamplerGaussian(3).

Mon Apr 30 2018 Version 1.12.1 QuantLib