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quantlib.js
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Globals
"ql/experimental/math/fireflyalgorithm"
FireflyAlgorithm
RandomWalk
Class RandomWalk
Base Random Walk class
Derived classes need to implement only walkImpl
Hierarchy
RandomWalk
DistributionRandomWalk
Index
Properties
_
Mfa
_N
_lX
_uX
_values
_x
_xRW
Methods
init
walk
walk
Impl
Properties
Protected
_
Mfa
_
Mfa
:
Size
Protected
_N
_N
:
Size
Protected
_lX
_lX
:
Real
[]
Protected
_uX
_uX
:
Real
[]
Protected
_values
_values
:
Array
<
[
Real
,
Size
]
>
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
Distribution
Random
Walk
Exponential
Intensity
Firefly
Algorithm
Intensity
Random
Walk
_
Mfa
_N
_lX
_uX
_values
_x
_xRW
init
walk
walk
Impl
constructor
_M
_
Mde
_
Mfa
_N
_crossover
_draw
Index
_intensity
_lX
_mutation
_random
Walk
_rng
_uX
_values
_x
_xI
_xRW
is
Disposed
dispose
minimize
start
State
Gaussian
Walk
Inverse
Law
Square
Intensity
Levy
Flight
Walk
Base Random Walk class
Derived classes need to implement only walkImpl