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file | claytoncopularng.hpp |
| Clayton copula random-number generator.
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file | expm.hpp |
| matrix exponential
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file | farliegumbelmorgensterncopularng.hpp |
| Farlie-Gumbel-Morgenstern copula random-number generator.
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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.
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file | frankcopularng.hpp |
| Frank copula random-number generator.
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file | gaussiannoncentralchisquaredpolynomial.hpp |
| non central chi squared polynomials for Gaussian quadratures
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file | hybridsimulatedannealing.hpp |
| Implementation based on: Very Fast Simulated Re-Annealing, Lester Ingber, Mathl. Comput. Modelling, 967-973, 1989.
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file | hybridsimulatedannealingfunctors.hpp |
| Functors for use on HybridSimulatedAnnealing.
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file | isotropicrandomwalk.hpp |
| Isotropic random walk.
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file | laplaceinterpolation.hpp |
| Laplace interpolation of missing values.
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file | latentmodel.hpp |
| Generic multifactor latent variable model.
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file | levyflightdistribution.hpp |
| Levy Flight, aka Pareto Type I, distribution as needed by Boost Random.
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file | moorepenroseinverse.hpp |
| Moore Penrose inverse of a real matrix.
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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.
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file | piecewisefunction.hpp |
| utility macro for piecewise functions
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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.
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file | polarstudenttrng.hpp |
| Polar Student t random-number generator.
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file | zigguratrng.hpp |
| Ziggurat random-number generator.
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