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quantlib.js
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Globals
"ql/experimental/math/fireflyalgorithm"
GaussianWalk
Class GaussianWalk
Gaussian random walk
Hierarchy
DistributionRandomWalk
GaussianWalk
DecreasingGaussianWalk
Index
Constructors
constructor
Properties
_
Mfa
_N
_delta
_lX
_uX
_values
_walk
Random
_x
_xRW
Methods
init
walk
walk
Impl
Constructors
constructor
new
Gaussian
Walk
(
sigma
:
Real
, delta
?:
Real
, seed
?:
Size
)
:
GaussianWalk
Parameters
sigma:
Real
Default value
delta:
Real
= 0.9
Default value
seed:
Size
= SeedGenerator.get()
Returns
GaussianWalk
Properties
Protected
_
Mfa
_
Mfa
:
Size
Protected
_N
_N
:
Size
Protected
_delta
_delta
:
Real
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
Distribution
Random
Walk
Exponential
Intensity
Firefly
Algorithm
Gaussian
Walk
constructor
_
Mfa
_N
_delta
_lX
_uX
_values
_walk
Random
_x
_xRW
init
walk
walk
Impl
Inverse
Law
Square
Intensity
Levy
Flight
Walk
Gaussian random walk