Options
All
  • Public
  • Public/Protected
  • All
Menu

Class MakeMCHimalayaEngine

Hierarchy

  • MakeMCHimalayaEngine

Implements

Index

Constructors

Properties

Methods

Constructors

constructor

  • Parameters

    • Default value RNG: rng_traits = new PseudoRandom()
    • Default value S: any = new RiskStatistics()

    Returns MakeMCHimalayaEngine

Properties

RNG

RNG: rng_traits

S

S: any

Private _antithetic

_antithetic: boolean

Private _brownianBridge

_brownianBridge: boolean

Private _maxSamples

_maxSamples: Size

Private _processes

_processes: StochasticProcessArray

Private _samples

_samples: Size

Private _seed

_seed: BigNatural

Private _tolerance

_tolerance: Real

Methods

f

mmcheInit

withAbsoluteTolerance

  • Parameters

    Returns MakeMCHimalayaEngine

withAntitheticVariate

  • Parameters

    • Default value b: boolean = true

    Returns MakeMCHimalayaEngine

withBrownianBridge

  • Parameters

    • Default value b: boolean = true

    Returns MakeMCHimalayaEngine

withMaxSamples

  • Parameters

    Returns MakeMCHimalayaEngine

withSamples

  • Parameters

    Returns MakeMCHimalayaEngine

withSeed