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prmonte.cpp File Reference

(* $Id: prmonte.cpp 1964 2014-04-30 22:09:22Z johnoel $)

#include <admodel.h>

Go to the source code of this file.

Functions

double cumd_norm (const double &x)
 Culative normal distribution; constant objects.
double inv_cumd_norm (const double &x)
 Description not yet available.
double myran1 (long int &)
dvector new_probing_bounded_multivariate_normal (int nvar, const dvector &a1, const dvector &b1, dmatrix &ch, const double &_wght, double pprobe, random_number_generator &rng)
void new_probing_bounded_multivariate_normal_mcmc (int nvar, const dvector &a1, const dvector &b1, dmatrix &ch, const double &_wght, const dvector &_y, double pprobe, random_number_generator &rng)

Function Documentation

double inv_cumd_norm ( const double &  x)

Description not yet available.

Parameters:

Definition at line 78 of file cumdist.cpp.

double myran1 ( long int &  )
dvector new_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 14 of file prmonte.cpp.

Referenced by function_minimizer::mcmc_routine().

void new_probing_bounded_multivariate_normal_mcmc ( int  nvar,
const dvector a1,
const dvector b1,
dmatrix ch,
const double &  _wght,
const dvector _y,
double  pprobe,
random_number_generator rng 
)

Definition at line 167 of file prmonte.cpp.

Referenced by function_minimizer::mcmc_routine().