SamplerCauchy Class Reference

Cauchy Sampler. More...

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

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

Protected Attributes
std::mt19937	generator_
std::cauchy_distribution< Real >	distribution_

Detailed Description

Cauchy Sampler.

Sample from cauchy distribution. This means that the parameter space must have support on the positive whole real line. For lower dimensions it could be faster than the Gaussian sampler, specially when combined with the Cauchy temperature.