breeze/breeze.integrate.quasimontecarlo

breeze.integrate.quasimontecarlo

package breeze.integrate.quasimontecarlo

Type members

Classlikes

class BaseUniformHaltonGenerator(val dimension: Int) extends QuasiMonteCarloGenerator
object Halton
trait ProvidesTransformedQuasiMonteCarlo
trait QuasiMonteCarloGenerator
final class ToQuasi(val icdfProvider: HasInverseCdf) extends AnyVal

Inherited classlikes

class DistributionRandomVariableSpec(icdfProvider: HasInverseCdf)
case class GammaQuasiRandomVariableSpecAlphaGeq1(alpha: Double, theta: Double)
case class GammaQuasiRandomVariableSpecAlphaLeq1(alpha: Double, theta: Double)
sealed trait QuasiRandomVariableSpec
trait RejectionQuasiRandomVariableSpec
object RejectionSampledGammaQuasiRandomVariable
trait RejectionSampledGammaQuasiRandomVariable
class TransformedQuasiMonteCarloGenerator(val inVariables: List[QuasiRandomVariableSpec])
trait TransformingQuasiRandomVariableSpec

Value members

Inherited methods

def quasiMonteCarloIntegrate(f: Array[Double] => Double)(variables: QuasiRandomVariableSpec*)(numSamples: Long): Double