Distribution Walk. More...
#include <fireflyalgorithm.hpp>
Inheritance diagram for DistributionRandomWalk< Distribution >:
Collaboration diagram for DistributionRandomWalk< Distribution >:
Public Member Functions | |
| DistributionRandomWalk (Distribution 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... | |
Protected Member Functions | |
| void | walkImpl (Array &xRW) override |
| void | init (FireflyAlgorithm *fa) override |
| virtual void | walkImpl (Array &xRW)=0 |
| virtual void | init (FireflyAlgorithm *fa) |
Protected Attributes | |
| IsotropicRandomWalk< Distribution, 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_ |
Detailed Description
template<class Distribution>
class QuantLib::DistributionRandomWalk< Distribution >
class QuantLib::DistributionRandomWalk< Distribution >
Distribution Walk.
Definition at line 207 of file fireflyalgorithm.hpp.
Constructor & Destructor Documentation
◆ DistributionRandomWalk()
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explicit |
Definition at line 209 of file fireflyalgorithm.hpp.
Member Function Documentation
◆ walkImpl()
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overrideprotectedvirtual |
Implements FireflyAlgorithm::RandomWalk.
Definition at line 215 of file fireflyalgorithm.hpp.
◆ init()
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overrideprotectedvirtual |
Reimplemented from FireflyAlgorithm::RandomWalk.
Definition at line 219 of file fireflyalgorithm.hpp.
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Member Data Documentation
◆ walkRandom_
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protected |
Definition at line 223 of file fireflyalgorithm.hpp.
◆ delta_
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protected |
Definition at line 224 of file fireflyalgorithm.hpp.