Decreasing Random Walk. More...
#include <ql/experimental/math/fireflyalgorithm.hpp>
Public Member Functions | |
DecreasingGaussianWalk (Real sigma, Real delta=0.9, unsigned long seed=SeedGenerator::instance().get()) | |
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GaussianWalk (Real sigma, Real delta=0.9, unsigned long seed=SeedGenerator::instance().get()) | |
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DistributionRandomWalk (BoostNormalDistribution dist, Real delta=0.9, unsigned long seed=SeedGenerator::instance().get()) | |
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void | walk () |
perform random walk | |
Protected Member Functions | |
void | walkImpl (Array &xRW) |
void | init (FireflyAlgorithm *fa) |
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void | walkImpl (Array &xRW) |
void | init (FireflyAlgorithm *fa) |
Additional Inherited Members | |
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typedef IsotropicRandomWalk< BoostNormalDistribution, base_generator_type > | WalkRandom |
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WalkRandom | walkRandom_ |
Real | delta_ |
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Size | Mfa_ |
Size | N_ |
const std::vector< Array > * | x_ |
const std::vector< std::pair< Real, Size > > * | values_ |
std::vector< Array > * | xRW_ |
Array * | lX_ |
Array * | uX_ |
Decreasing Random Walk.