Package-level declarations

Types

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class MC1DIntegration(function: FunctionIfc, sampler: RVariableIfc, antitheticOption: Boolean = true) : MCExperiment

Provides for the integration of a 1-D function via Monte-Carlo sampling.

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open class MCExperiment(sampler: MCReplicationIfc? = null) : MCExperimentIfc

Provides for the running of a monte-carlo experiment.

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Provides an interface for algorithms that perform Monte-Carlo experiments See the abstract base class MCExperiment for further information.

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class MCMultiVariateIntegration(function: FunctionMVIfc, sampler: MVRVariableIfc, antitheticOptionOn: Boolean = true) : MCExperiment

Provides for the integration of a multidimensional function via Monte-Carlo sampling. The user is responsible for providing a function that when evaluated at the sample from the provided sampler will evaluate to the desired integral over the range of possible values of the sampler.

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fun interface MCReplicationIfc

A functional interface for a single observation of the Monte-Carlo problem.

Functions

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fun main()