See: Description
| Interface | Description |
|---|---|
| MonteCarloIntegrator<OutputType> |
Monte Carlo integration is a way of compute the integral of a function using
samples from another.
|
| MonteCarloSampler<DataType,SampleType,FunctionType extends Evaluator<? super DataType,java.lang.Double>> |
A sampling technique based on the Monte Carlo method.
|
| Class | Description |
|---|---|
| DirectSampler<DataType> |
Sampler that generates samples directly from a target distribution.
|
| ImportanceSampler<DataType> |
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.
|
| MultivariateCumulativeDistributionFunction |
Utility class for multivariate cumulative distribution functions (CDF).
|
| MultivariateMonteCarloIntegrator |
A Monte Carlo integrator for multivariate (vector) outputs.
|
| UnivariateMonteCarloIntegrator |
A Monte Carlo integrator for univariate (scalar) outputs.
|