package quasimontecarlo
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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