|
| file | claytoncopularng.hpp |
| | Clayton copula random-number generator.
|
| |
| file | expm.hpp |
| | matrix exponential
|
| |
| file | farliegumbelmorgensterncopularng.hpp |
| | Farlie-Gumbel-Morgenstern copula random-number generator.
|
| |
| file | fireflyalgorithm.hpp |
| | Implementation based on: Yang, Xin-She (2009) Firefly Algorithm, Levy Flights and Global Optimization. Research and Development in Intelligent Systems XXVI, pp 209-218. http://arxiv.org/pdf/1003.1464.pdf.
|
| |
| file | frankcopularng.hpp |
| | Frank copula random-number generator.
|
| |
| file | gaussiannoncentralchisquaredpolynomial.hpp |
| | non central chi squared polynomials for Gaussian quadratures
|
| |
| file | hybridsimulatedannealing.hpp |
| | Implementation based on: Very Fast Simulated Re-Annealing, Lester Ingber, Mathl. Comput. Modelling, 967-973, 1989.
|
| |
| file | hybridsimulatedannealingfunctors.hpp |
| | Functors for use on HybridSimulatedAnnealing.
|
| |
| file | isotropicrandomwalk.hpp |
| | Isotropic random walk.
|
| |
| file | laplaceinterpolation.hpp |
| | Laplace interpolation of missing values.
|
| |
| file | latentmodel.hpp |
| | Generic multifactor latent variable model.
|
| |
| file | levyflightdistribution.hpp |
| | Levy Flight, aka Pareto Type I, distribution as needed by Boost Random.
|
| |
| file | moorepenroseinverse.hpp |
| | Moore Penrose inverse of a real matrix.
|
| |
| file | numericaldifferentiation.hpp |
| | numerical differentiation of arbitrary order and on irregular grids
|
| |
| file | particleswarmoptimization.hpp |
| | Implementation based on: Clerc, M., Kennedy, J. (2002) The particle swarm-explosion, stability and convergence in a multidimensional complex space. IEEE Transactions on Evolutionary Computation, 6(2): 58–73.
|
| |
| file | piecewisefunction.hpp |
| | utility macro for piecewise functions
|
| |
| file | piecewiseintegral.hpp |
| | Integral of a piecewise well behaved function using a custom integrator for the pieces. It can be forced that the function is integrated only over intervals strictly not containing the critical points.
|
| |
| file | polarstudenttrng.hpp |
| | Polar Student t random-number generator.
|
| |
| file | zigguratrng.hpp |
| | Ziggurat random-number generator.
|
| |