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Monte Carlo Integration Library 1.0
High-performance Monte Carlo methods for numerical integration and optimization
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#include <gaussianProposal.hpp>
Public Member Functions | |
| GaussianProposal (const mc::domains::IntegrationDomain< dim > &d, const std::vector< double > &mean, const std::vector< double > &sigma) | |
| mc::geom::Point< dim > | sample (std::mt19937 &rng) const override |
| Draw a random sample from the proposal distribution. | |
| double | pdf (const mc::geom::Point< dim > &x) const override |
| Evaluate the proposal probability density function. | |
Public Member Functions inherited from mc::proposals::Proposal< dim > | |
| virtual | ~Proposal ()=default |
| Virtual destructor for proper cleanup. | |
Definition at line 32 of file gaussianProposal.hpp.
| mc::proposals::GaussianProposal< dim >::GaussianProposal | ( | const mc::domains::IntegrationDomain< dim > & | d, |
| const std::vector< double > & | mean, | ||
| const std::vector< double > & | sigma | ||
| ) |
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overridevirtual |
Evaluate the proposal probability density function.
| x | Query point |
Must be non-zero everywhere in the support of the integrand.
Implements mc::proposals::Proposal< dim >.
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overridevirtual |
Draw a random sample from the proposal distribution.
| rng | Mersenne Twister random generator |
Implements mc::proposals::Proposal< dim >.