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Subsections
Monte_carlo_sampler<random_number_generator>
Monte_carlo_sampler randomly draws a value z from a cdf F: a random probabilty p is generated, and
z = F-1(p). By default, probability p is generated by drand48, a random number generator of stdlib.h that uses the linear congruential algorithm and 48-bit integer arithmetic.
In header file <sampler.h>
Sampler
random_number_generator is a function object that takes no argument and returns a double between 0 and 1. Its constructor must take a long int as argument to seed the pseudo-random number sequence.
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Monte_carlo_sampler::Monte_carlo_sampler()
Default constructor.
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Monte_carlo_sampler::Monte_carlo_sampler(long int seed)
Constructor. Initializes the random number generator with seed.
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template<class Geovalue, class Cdf>
typename cdf::value_type
operator()(Geovalue& g, const Cdf& f)
Function call operator. Type cdf is a model of CDF. Draws a value from f.
Next: Simple Kriging Constraints
Up: Function Object Classes
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nicolas
2002-05-07