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processes.h File Reference

Defines utility functions to evaluate some stochastic processes. More...

#include <cugar/linalg/vector.h>
#include <cugar/sampling/distributions.h>
#include <cugar/sampling/sampler.h>
#include <cugar/sampling/processes_inline.h>

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Namespaces

 cugar
 Define a vector_view POD type and plain_view() for std::vector.
 

Functions

template<typename Generator , uint32 DIM>
Vector< float, DIM > cugar::brownian_bridge (const uint32 L, const uint32 t, Generator gaussian)
 
template<uint32 DIM, typename Distribution , typename Sampler_type >
Vector< float, DIM > cugar::generate_point (Sampler_type &sampler, Distribution &gaussian)
 
template<uint32 DIM, typename Sequence , typename Distribution >
Vector< float, DIM > cugar::brownian_bridge (Distribution &gaussian, const float sigma, const uint32 N, const uint32 i, const uint32 L, const uint32 t, const Sequence &sequence)
 

Detailed Description

Defines utility functions to evaluate some stochastic processes.