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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_sampler_cauchy.html">SamplerCauchy</a></li> </ul>
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<a href="#pub-methods">Public Member Functions</a> |
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<div class="title">SamplerCauchy Class Reference</div> </div>
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<p>Cauchy Sampler.
<a href="class_quant_lib_1_1_sampler_cauchy.html#details">More...</a></p>
<p><code>#include <ql/experimental/math/hybridsimulatedannealingfunctors.hpp></code></p>
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 </td><td class="memItemRight" valign="bottom"><b>SamplerCauchy</b> (unsigned long seed=<a class="el" href="class_quant_lib_1_1_singleton.html#ab7455b7e1235d292c444095842349291">SeedGenerator::instance</a>().get())</td></tr>
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 </td><td class="memItemRight" valign="bottom"><b>SamplerCauchy</b> (const <a class="el" href="class_quant_lib_1_1_sampler_cauchy.html">SamplerCauchy</a> &sampler)</td></tr>
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void </td><td class="memItemRight" valign="bottom"><b>operator()</b> (<a class="el" href="class_quant_lib_1_1_array.html">Array</a> &newPoint, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &currentPoint, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &temp) const</td></tr>
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base_generator_type </td><td class="memItemRight" valign="bottom"><b>generator_</b></td></tr>
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cauchy_random </td><td class="memItemRight" valign="bottom"><b>distribution_</b></td></tr>
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cauchy_variate </td><td class="memItemRight" valign="bottom"><b>cauchy_</b></td></tr>
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<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>Cauchy Sampler. </p>
<p><a class="el" href="struct_quant_lib_1_1_sample.html" title="weighted sample">Sample</a> 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. </p>
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