package quasimontecarlo
Linear Supertypes
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- quasimontecarlo
- ProvidesTransformedQuasiMonteCarlo
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Type Members
- class BaseUniformHaltonGenerator extends QuasiMonteCarloGenerator
- trait ProvidesTransformedQuasiMonteCarlo extends AnyRef
-
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
-
sealed
trait
QuasiRandomVariableSpec extends AnyRef
- Definition Classes
- ProvidesTransformedQuasiMonteCarlo
-
trait
RejectionQuasiRandomVariableSpec extends QuasiRandomVariableSpec
- Definition Classes
- ProvidesTransformedQuasiMonteCarlo
-
trait
RejectionSampledGammaQuasiRandomVariable extends RejectionQuasiRandomVariableSpec
- Definition Classes
- ProvidesTransformedQuasiMonteCarlo
-
class
TransformedQuasiMonteCarloGenerator extends QuasiMonteCarloGenerator
- Definition Classes
- ProvidesTransformedQuasiMonteCarlo
-
trait
TransformingQuasiRandomVariableSpec extends QuasiRandomVariableSpec
- Definition Classes
- ProvidesTransformedQuasiMonteCarlo
- trait QuasiMonteCarloGenerator extends AnyRef
- implicit final class ToQuasi extends AnyVal
Value Members
-
def
quasiMonteCarloIntegrate(f: (Array[Double]) ⇒ Double)(variables: QuasiRandomVariableSpec*)(numSamples: Long): Double
- Definition Classes
- ProvidesTransformedQuasiMonteCarlo
- object Halton
-
object
RejectionSampledGammaQuasiRandomVariable
- Definition Classes
- ProvidesTransformedQuasiMonteCarlo