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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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Levy Flight Random Walk. More...
#include <fireflyalgorithm.hpp>
Inheritance diagram for LevyFlightWalk:
Collaboration diagram for LevyFlightWalk:Public Member Functions | |
| LevyFlightWalk (Real alpha, Real xm=0.5, Real delta=0.9, unsigned long seed=SeedGenerator::instance().get()) | |
Public Member Functions inherited from DistributionRandomWalk< LevyFlightDistribution > | |
| DistributionRandomWalk (LevyFlightDistribution dist, Real delta=0.9, unsigned long seed=SeedGenerator::instance().get()) | |
Public Member Functions inherited from FireflyAlgorithm::RandomWalk | |
| virtual | ~RandomWalk ()=default |
| void | walk () |
| perform random walk More... | |
Additional Inherited Members | |
Protected Member Functions inherited from DistributionRandomWalk< LevyFlightDistribution > | |
| void | walkImpl (Array &xRW) override |
| void | init (FireflyAlgorithm *fa) override |
| virtual void | walkImpl (Array &xRW)=0 |
| virtual void | init (FireflyAlgorithm *fa) |
Protected Attributes inherited from DistributionRandomWalk< LevyFlightDistribution > | |
| IsotropicRandomWalk< LevyFlightDistribution, std::mt19937 > | walkRandom_ |
| Real | delta_ |
Protected Attributes inherited from FireflyAlgorithm::RandomWalk | |
| Size | Mfa_ |
| Size | N_ |
| const std::vector< Array > * | x_ |
| const std::vector< std::pair< Real, Size > > * | values_ |
| std::vector< Array > * | xRW_ |
| Array * | lX_ |
| Array * | uX_ |
Levy Flight Random Walk.
Definition at line 242 of file fireflyalgorithm.hpp.
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explicit |
Definition at line 244 of file fireflyalgorithm.hpp.