SamplerCauchy Class Reference

Cauchy Sampler. More...

#include <ql/experimental/math/hybridsimulatedannealingfunctors.hpp>

Public Member Functions
	SamplerCauchy (unsigned long seed=SeedGenerator::instance().get())
	SamplerCauchy (const SamplerCauchy &sampler)
void	operator() (Array &newPoint, const Array &currentPoint, const Array &temp) const

Protected Attributes
base_generator_type	generator_
cauchy_random	distribution_
cauchy_variate	cauchy_

Detailed Description

Cauchy Sampler.

Sample from cauchy distribution. This means that the parameter space must have support on the positive whole real line. For lower dimensions it could be faster than the Gaussian sampler, specially when combined with the Cauchy temperature.