Monte Carlo Integration Library 1.0
High-performance Monte Carlo methods for numerical integration and optimization
Public Member Functions | List of all members
mc::proposals::GaussianProposal< dim > Class Template Reference

#include <gaussianProposal.hpp>

Inheritance diagram for mc::proposals::GaussianProposal< dim >:
Collaboration diagram for mc::proposals::GaussianProposal< dim >:

Public Member Functions

 GaussianProposal (const mc::domains::IntegrationDomain< dim > &d, const std::vector< double > &mean, const std::vector< double > &sigma)
 
mc::geom::Point< dimsample (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.
 

Detailed Description

template<size_t dim>
class mc::proposals::GaussianProposal< dim >

Definition at line 32 of file gaussianProposal.hpp.

Constructor & Destructor Documentation

◆ GaussianProposal()

template<size_t dim>
mc::proposals::GaussianProposal< dim >::GaussianProposal ( const mc::domains::IntegrationDomain< dim > &  d,
const std::vector< double > &  mean,
const std::vector< double > &  sigma 
)

Member Function Documentation

◆ pdf()

template<size_t dim>
double mc::proposals::GaussianProposal< dim >::pdf ( const mc::geom::Point< dim > &  x) const
overridevirtual

Evaluate the proposal probability density function.

Parameters
xQuery point
Returns
q(x), the probability density at x

Must be non-zero everywhere in the support of the integrand.

Implements mc::proposals::Proposal< dim >.

◆ sample()

template<size_t dim>
mc::geom::Point< dim > mc::proposals::GaussianProposal< dim >::sample ( std::mt19937 &  rng) const
overridevirtual

Draw a random sample from the proposal distribution.

Parameters
rngMersenne Twister random generator
Returns
Point distributed according to q(x)

Implements mc::proposals::Proposal< dim >.


The documentation for this class was generated from the following file: