breeze.integrate

quasimontecarlo

package quasimontecarlo

Linear Supertypes

ProvidesTransformedQuasiMonteCarlo, AnyRef, Any

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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

Inherited from AnyRef

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