breeze.integrate.quasimontecarlo
package breeze.integrate.quasimontecarlo
Type members
Classlikes
Inherited classlikes
case class DistributionRandomVariableSpec(icdfProvider: HasInverseCdf) extends TransformingQuasiRandomVariableSpec
- Inherited from:
- ProvidesTransformedQuasiMonteCarlo
case class GammaQuasiRandomVariableSpecAlphaGeq1(alpha: Double, theta: Double) extends RejectionSampledGammaQuasiRandomVariable
- Inherited from:
- ProvidesTransformedQuasiMonteCarlo
case class GammaQuasiRandomVariableSpecAlphaLeq1(alpha: Double, theta: Double) extends RejectionSampledGammaQuasiRandomVariable
- Inherited from:
- ProvidesTransformedQuasiMonteCarlo
class TransformedQuasiMonteCarloGenerator(val inVariables: List[QuasiRandomVariableSpec]) extends QuasiMonteCarloGenerator
- Inherited from:
- ProvidesTransformedQuasiMonteCarlo
Value members
Inherited methods
def quasiMonteCarloIntegrate(f: Array[Double] => Double)(variables: QuasiRandomVariableSpec*)(numSamples: Long): Double
- Inherited from:
- ProvidesTransformedQuasiMonteCarlo