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monte.cpp File Reference

(* $Id: monte.cpp 2513 2014-10-28 22:15:21Z johnoel $)

#include <admodel.h>

Go to the source code of this file.

Functions

dvector bounded_multivariate_normal (int nvar, const dvector &a1, const dvector &b1, dmatrix &ch, const double &_wght, random_number_generator &rng)
dvector bounded_multivariate_uniform (int nvar, const dvector &a1, const dvector &b1, dmatrix &ch, const double &_wght, random_number_generator &rng)
dvector bounded_robust_multivariate_normal (int nvar, const dvector &a1, const dvector &b1, dmatrix &ch, const dmatrix &ch3, double contaminant, const double &_wght, random_number_generator &rng)
double cumd_exp (double x)
double cumd_norm (const double &x)
 Culative normal distribution; constant objects.
double ffmax (double a, double b)
double ffmin (double a, double b)
double inv_cumd_exp (double x)
double inv_cumd_norm (const double &x)
 Description not yet available.
double myran1 (long int &)
dvector probing_bounded_multivariate_normal (int nvar, const dvector &a1, const dvector &b1, dmatrix &ch, const double &_wght, double pprobe, random_number_generator &rng)

Function Documentation

dvector bounded_multivariate_normal ( int  nvar,
const dvector a1,
const dvector b1,
dmatrix ch,
const double &  _wght,
random_number_generator rng 
)

Definition at line 49 of file monte.cpp.

dvector bounded_multivariate_uniform ( int  nvar,
const dvector a1,
const dvector b1,
dmatrix ch,
const double &  _wght,
random_number_generator rng 
)

Definition at line 202 of file monte.cpp.

Referenced by function_minimizer::mcmc_routine().

dvector bounded_robust_multivariate_normal ( int  nvar,
const dvector a1,
const dvector b1,
dmatrix ch,
const dmatrix ch3,
double  contaminant,
const double &  _wght,
random_number_generator rng 
)

Definition at line 242 of file monte.cpp.

double cumd_exp ( double  x)

Definition at line 37 of file monte.cpp.

double ffmax ( double  a,
double  b 
)

Definition at line 14 of file monte.cpp.

Referenced by bounded_multivariate_uniform(), and bounded_multivariate_uniform_mcmc().

double ffmin ( double  a,
double  b 
)

Definition at line 19 of file monte.cpp.

Referenced by bounded_multivariate_uniform(), and bounded_multivariate_uniform_mcmc().

double inv_cumd_exp ( double  x)

Definition at line 25 of file monte.cpp.

double inv_cumd_norm ( const double &  x)

Description not yet available.

Id:
monte.cpp 2513 2014-10-28 22:15:21Z johnoel

Author: David Fournier Copyright (c) 2008-2012 Regents of the University of California

Parameters:

Definition at line 78 of file cumdist.cpp.

double myran1 ( long int &  )
dvector probing_bounded_multivariate_normal ( int  nvar,
const dvector a1,
const dvector b1,
dmatrix ch,
const double &  _wght,
double  pprobe,
random_number_generator rng 
)

Definition at line 123 of file monte.cpp.