breeze
.
integrate
quasimontecarlo
package
quasimontecarlo
Linear Supertypes
ProvidesTransformedQuasiMonteCarlo
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quasimontecarlo
ProvidesTransformedQuasiMonteCarlo
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Type Members
class
BaseUniformHaltonGenerator
extends
QuasiMonteCarloGenerator
implicit
class
DistributionRandomVariableSpec
extends
TransformingQuasiRandomVariableSpec
Definition Classes
ProvidesTransformedQuasiMonteCarlo
case class
GammaQuasiRandomVariableSpecAlphaGeq1
(
alpha:
Double
,
theta:
Double
)
extends
RejectionSampledGammaQuasiRandomVariable
with
Product
with
Serializable
Definition Classes
ProvidesTransformedQuasiMonteCarlo
case class
GammaQuasiRandomVariableSpecAlphaLeq1
(
alpha:
Double
,
theta:
Double
)
extends
RejectionSampledGammaQuasiRandomVariable
with
Product
with
Serializable
Definition Classes
ProvidesTransformedQuasiMonteCarlo
trait
ProvidesTransformedQuasiMonteCarlo
extends
AnyRef
trait
QuasiMonteCarloGenerator
extends
AnyRef
sealed
trait
QuasiRandomVariableSpec
extends
AnyRef
Definition Classes
ProvidesTransformedQuasiMonteCarlo
trait
RejectionQuasiRandomVariableSpec
extends
QuasiRandomVariableSpec
Definition Classes
ProvidesTransformedQuasiMonteCarlo
trait
RejectionSampledGammaQuasiRandomVariable
extends
RejectionQuasiRandomVariableSpec
Definition Classes
ProvidesTransformedQuasiMonteCarlo
implicit final
class
ToQuasi
extends
AnyVal
class
TransformedQuasiMonteCarloGenerator
extends
QuasiMonteCarloGenerator
Definition Classes
ProvidesTransformedQuasiMonteCarlo
trait
TransformingQuasiRandomVariableSpec
extends
QuasiRandomVariableSpec
Definition Classes
ProvidesTransformedQuasiMonteCarlo
Value Members
object
Halton
object
RejectionSampledGammaQuasiRandomVariable
Definition Classes
ProvidesTransformedQuasiMonteCarlo
def
quasiMonteCarloIntegrate
(
f: (
Array
[
Double
]) ⇒
Double
)
(
variables:
QuasiRandomVariableSpec
*
)
(
numSamples:
Long
)
:
Double
Definition Classes
ProvidesTransformedQuasiMonteCarlo
Inherited from
ProvidesTransformedQuasiMonteCarlo
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