QuantLib: SamplerGaussian Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.20

Public Member Functions | List of all members
SamplerGaussian Class Reference

Gaussian Sampler. More...

`#include <ql/experimental/math/hybridsimulatedannealingfunctors.hpp>`

## Public Member Functions
| SamplerGaussian (unsigned long seed=SeedGenerator::instance().get())
| SamplerGaussian (const SamplerGaussian &sampler)
SamplerGaussian & | operator= (const SamplerGaussian &sampler)
void | operator() (Array &newPoint, const Array &currentPoint, const Array &temp) const

## Detailed Description

Gaussian Sampler.

Sample from normal distribution. This means that the parameter space must have support on the whole real line.

Examples
  GlobalOptimizer.cpp.