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quantlib.js
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"ql/experimental/math/fireflyalgorithm"
DecreasingGaussianWalk
Class DecreasingGaussianWalk
Decreasing Random Walk
but size of step decreases with each iteration step
Hierarchy
GaussianWalk
DecreasingGaussianWalk
Index
Constructors
constructor
Properties
_
Mfa
_N
_delta
_delta0
_iteration
_lX
_uX
_values
_walk
Random
_x
_xRW
Methods
init
walk
walk
Impl
Constructors
constructor
new
Decreasing
Gaussian
Walk
(
sigma
:
Real
, delta
?:
Real
, seed
?:
Size
)
:
DecreasingGaussianWalk
Parameters
sigma:
Real
Default value
delta:
Real
= 0.9
Default value
seed:
Size
= SeedGenerator.get()
Returns
DecreasingGaussianWalk
Properties
Protected
_
Mfa
_
Mfa
:
Size
Protected
_N
_N
:
Size
Protected
_delta
_delta
:
Real
Private
_delta0
_delta0
:
Real
Private
_iteration
_iteration
:
Size
Protected
_lX
_lX
:
Real
[]
Protected
_uX
_uX
:
Real
[]
Protected
_values
_values
:
Array
<
[
Real
,
Size
]
>
Protected
_walk
Random
_walk
Random
:
IsotropicRandomWalk
Protected
_x
_x
:
Real
[]
[]
Protected
_xRW
_xRW
:
Real
[]
[]
Methods
init
init
(
fa
:
FireflyAlgorithm
)
:
void
Parameters
fa:
FireflyAlgorithm
Returns
void
walk
walk
(
)
:
void
Returns
void
Protected
walk
Impl
walk
Impl
(
xRW
:
Real
[]
)
:
void
Parameters
xRW:
Real
[]
Returns
void
Globals
"ql/experimental/math/fireflyalgorithm"
Decreasing
Gaussian
Walk
constructor
_
Mfa
_N
_delta
_delta0
_iteration
_lX
_uX
_values
_walk
Random
_x
_xRW
init
walk
walk
Impl
Distribution
Random
Walk
Exponential
Intensity
Firefly
Algorithm
Gaussian
Walk
Inverse
Law
Square
Intensity
Levy
Flight
Walk
Decreasing Random Walk
but size of step decreases with each iteration step