SamplerGaussian Class Reference

Gaussian Sampler. More...

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

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

Detailed Description

Gaussian Sampler.

Sample from normal distribution. This means that the parameter space must have support on the whole real line.

Examples

GlobalOptimizer.cpp.