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Subsections

Monte Carlo Sampler

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.



Where Defined

In header file <sampler.h>



Model of

Sampler



Type Requirements

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.



Members


contents next up previous
Next: Simple Kriging Constraints Up: Function Object Classes Previous: Function Object Classes
nicolas
2002-05-07