SamplerMirrorGaussian Class Reference

Gaussian Mirror Sampler. More...

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

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

Detailed Description

Gaussian Mirror Sampler.

Sample from normal distribution, but constrained to lie within .boundaries. If the value ends up beyond the boundary, the value is reflected back.