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Function generate_samples

math/integral_approximation2.cpp:64–96  ·  view source on GitHub ↗

* @brief Generate samples according to some pdf * @details This function uses Metropolis-Hastings to generate random numbers. * It generates a sequence of random numbers by using a markov chain. Therefore, * we need to define a start_point and the number of samples we want to * generate. Because the first samples generated by the markov chain may not be * distributed according to the given pd

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Callers 1

integral_monte_carloFunction · 0.85

Calls 2

push_backMethod · 0.80
minFunction · 0.50

Tested by

no test coverage detected