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Class MakeMCPagodaEngine

Hierarchy

  • MakeMCPagodaEngine

Implements

Index

Constructors

Properties

Methods

Constructors

constructor

  • Parameters

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

    Returns MakeMCPagodaEngine

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

mmcpeInit

withAbsoluteTolerance

  • Parameters

    Returns MakeMCPagodaEngine

withAntitheticVariate

  • Parameters

    • Default value b: boolean = true

    Returns MakeMCPagodaEngine

withBrownianBridge

  • Parameters

    • Default value b: boolean = true

    Returns MakeMCPagodaEngine

withMaxSamples

  • Parameters

    Returns MakeMCPagodaEngine

withSamples

  • Parameters

    Returns MakeMCPagodaEngine

withSeed