| Package | Description |
|---|---|
| gov.sandia.cognition.statistics.montecarlo |
Provides Monte Carlo procedures for numerical integration and sampling.
|
| Class and Description |
|---|
| ImportanceSampler
Importance sampling is a technique for estimating properties of
a target distribution, while only having samples generated from an
"importance" distribution rather than the target distribution.
|
| MonteCarloIntegrator
Monte Carlo integration is a way of compute the integral of a function using
samples from another.
|
| MonteCarloSampler
A sampling technique based on the Monte Carlo method.
|
| MultivariateMonteCarloIntegrator
A Monte Carlo integrator for multivariate (vector) outputs.
|
| UnivariateMonteCarloIntegrator
A Monte Carlo integrator for univariate (scalar) outputs.
|