Monte Carlo Integration Library 1.0
High-performance Monte Carlo methods for numerical integration and optimization
proposals Directory Reference
Directory dependency graph for proposals:

Files

 gaussianProposal.hpp
 Diagonal multivariate Gaussian proposal (no domain truncation).
 
 gaussianProposal.tpp
 
 mixtureProposal.hpp
 Mixture proposal distribution for importance sampling (non-owning raw pointers).
 
 mixtureProposal.tpp
 
 proposal.hpp
 Abstract base for probability distributions used in importance sampling.
 
 uniformProposal.hpp
 Uniform distribution proposal over integration domain.
 
 uniformProposal.tpp