p

breeze.integrate

quasimontecarlo

package quasimontecarlo

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Inherited
  1. quasimontecarlo
  2. ProvidesTransformedQuasiMonteCarlo
  3. AnyRef
  4. Any
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Visibility
  1. Public
  2. Protected

Type Members

  1. class BaseUniformHaltonGenerator extends QuasiMonteCarloGenerator
  2. trait ProvidesTransformedQuasiMonteCarlo extends AnyRef
  3. case class DistributionRandomVariableSpec(icdfProvider: HasInverseCdf) extends TransformingQuasiRandomVariableSpec with Product with Serializable
    Definition Classes
    ProvidesTransformedQuasiMonteCarlo
  4. case class GammaQuasiRandomVariableSpecAlphaGeq1(alpha: Double, theta: Double) extends RejectionSampledGammaQuasiRandomVariable with Product with Serializable
    Definition Classes
    ProvidesTransformedQuasiMonteCarlo
  5. case class GammaQuasiRandomVariableSpecAlphaLeq1(alpha: Double, theta: Double) extends RejectionSampledGammaQuasiRandomVariable with Product with Serializable
    Definition Classes
    ProvidesTransformedQuasiMonteCarlo
  6. sealed trait QuasiRandomVariableSpec extends AnyRef
    Definition Classes
    ProvidesTransformedQuasiMonteCarlo
  7. trait RejectionQuasiRandomVariableSpec extends QuasiRandomVariableSpec
    Definition Classes
    ProvidesTransformedQuasiMonteCarlo
  8. trait RejectionSampledGammaQuasiRandomVariable extends RejectionQuasiRandomVariableSpec
    Definition Classes
    ProvidesTransformedQuasiMonteCarlo
  9. class TransformedQuasiMonteCarloGenerator extends QuasiMonteCarloGenerator
    Definition Classes
    ProvidesTransformedQuasiMonteCarlo
  10. trait TransformingQuasiRandomVariableSpec extends QuasiRandomVariableSpec
    Definition Classes
    ProvidesTransformedQuasiMonteCarlo
  11. trait QuasiMonteCarloGenerator extends AnyRef
  12. implicit final class ToQuasi extends AnyVal

Value Members

  1. def quasiMonteCarloIntegrate(f: (Array[Double]) => Double)(variables: QuasiRandomVariableSpec*)(numSamples: Long): Double
    Definition Classes
    ProvidesTransformedQuasiMonteCarlo
  2. object Halton
  3. object RejectionSampledGammaQuasiRandomVariable
    Definition Classes
    ProvidesTransformedQuasiMonteCarlo

Inherited from ProvidesTransformedQuasiMonteCarlo

Inherited from AnyRef

Inherited from Any

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