monte.cpp File Reference

(* $Id$)

#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)
	$Id$
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)

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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

)

$Id$

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

$Id$

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.