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<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_isotropic_random_walk.html">IsotropicRandomWalk</a></li> </ul>
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<div class="title">IsotropicRandomWalk< Distribution, Engine > Class Template Reference</div> </div>
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<p>Isotropic random walk.
<a href="class_quant_lib_1_1_isotropic_random_walk.html#details">More...</a></p>
<p><code>#include <ql/experimental/math/isotropicrandomwalk.hpp></code></p>
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Public Types</h2></td></tr>
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typedef boost::variate_generator< Engine, Distribution > </td><td class="memItemRight" valign="bottom"><b>VariateGenerator</b></td></tr>
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 </td><td class="memItemRight" valign="bottom"><b>IsotropicRandomWalk</b> (const Engine &eng, Distribution dist, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> dim, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &weights=<a class="el" href="class_quant_lib_1_1_array.html">Array</a>(), unsigned long seed=0)</td></tr>
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template<class InputIterator > </td></tr>
<tr class="memitem:a10ee88016e4fdc64c7a98a93e6c62dca"><td class="memTemplItemLeft" align="right" valign="top">void </td><td class="memTemplItemRight" valign="bottom"><b>nextReal</b> (InputIterator first) const</td></tr>
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void </td><td class="memItemRight" valign="bottom"><b>setDimension</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> dim)</td></tr>
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void </td><td class="memItemRight" valign="bottom"><b>setDimension</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> dim, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &weights)</td></tr>
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<tr class="memitem:aac3bcec92d20cae473ef88b19d9c3d50"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_isotropic_random_walk.html#aac3bcec92d20cae473ef88b19d9c3d50">setDimension</a> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> dim, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &lowerBound, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &upperBound)</td></tr>
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VariateGenerator </td><td class="memItemRight" valign="bottom"><b>variate_</b></td></tr>
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<a class="el" href="class_quant_lib_1_1_mersenne_twister_uniform_rng.html">MersenneTwisterUniformRng</a> </td><td class="memItemRight" valign="bottom"><b>rng_</b></td></tr>
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<a class="el" href="class_quant_lib_1_1_array.html">Array</a> </td><td class="memItemRight" valign="bottom"><b>weights_</b></td></tr>
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<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>dim_</b></td></tr>
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<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><h3>template<class Distribution, class Engine><br />
class QuantLib::IsotropicRandomWalk< Distribution, Engine ></h3>
<p>Isotropic random walk. </p>
<p>A variate is used to draw from a random element of a probability distribution. The draw corresponds to the radius of a d-dimensional sphere. The position on the surface of the d-dimensional sphere is randomly chosen with all points on the surface having the same probability, i.e. all directions are isotropic and the step is randomly drawn from the given variate. </p>
</div><h2 class="groupheader">Member Function Documentation</h2>
<a id="aac3bcec92d20cae473ef88b19d9c3d50"></a>
<h2 class="memtitle"><span class="permalink"><a href="#aac3bcec92d20cae473ef88b19d9c3d50">◆ </a></span>setDimension()</h2>
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<td class="memname">void setDimension </td>
<td>(</td>
<td class="paramtype"><a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td>
<td class="paramname"><em>dim</em>, </td>
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<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> & </td>
<td class="paramname"><em>lowerBound</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> & </td>
<td class="paramname"><em>upperBound</em> </td>
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<td>)</td>
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<p>The isotropic random walk will not adjust its draw to be within the lower and upper bounds, but if the limits are provided, they are used to rescale the sphere so as to make it to an ellipsoid, with different radius in different dimensions. </p>
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