|
Monte Carlo Integration Library 1.0
High-performance Monte Carlo methods for numerical integration and optimization
|
Classes | |
| class | Integrator |
| Abstract base class for Monte Carlo integration in N dimensions. More... | |
| class | ISMontecarloIntegrator |
| Importance sampling Monte Carlo integrator. More... | |
| class | MHMontecarloIntegrator |
| Metropolis-Hastings MCMC integrator for complex domains. More... | |
| class | MontecarloIntegrator |
| Uniform-sampling Monte Carlo integrator for N-dimensional domains. More... | |