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<tr class="heading"><td colspan="2"><h2 class="groupheader"><a id="func-members" name="func-members"></a>
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Functions</h2></td></tr>
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<tr class="memitem:a71249ee535f16f8ed2e9cc8f0199a2cf"><td class="memItemLeft" align="right" valign="top"><a class="elRef" target="_blank" href="http://en.cppreference.com/w/cpp/container/vector.html">std::vector</a>< double > </td><td class="memItemRight" valign="bottom"><a class="el" href="../../db/d40/integral__approximation2_8cpp.html#a71249ee535f16f8ed2e9cc8f0199a2cf">math::monte_carlo::generate_samples</a> (const double &start_point, const Function &pdf, const uint32_t &num_samples, const uint32_t &discard=100000)</td></tr>
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<tr class="memitem:a71249ee535f16f8ed2e9cc8f0199a2cf"><td class="memItemLeft" align="right" valign="top"><a class="elRef" target="_blank" href="http://en.cppreference.com/w/cpp/container/vector.html">std::vector</a>< double > </td><td class="memItemRight" valign="bottom"><a class="el" href="../../db/d40/integral__approximation2_8cpp.html#a71249ee535f16f8ed2e9cc8f0199a2cf">math::monte_carlo::generate_samples</a> (const double &start_point, const <a class="elRef" target="_blank" href="http://en.cppreference.com/w/cpp/utility/functional/function.html">Function</a> &pdf, const uint32_t &num_samples, const uint32_t &discard=100000)</td></tr>
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<tr class="memdesc:a71249ee535f16f8ed2e9cc8f0199a2cf"><td class="mdescLeft"> </td><td class="mdescRight">short-hand for std::functions used in this implementation <br /></td></tr>
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<tr class="separator:a71249ee535f16f8ed2e9cc8f0199a2cf"><td class="memSeparator" colspan="2"> </td></tr>
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<tr class="memitem:af7da9ba8932f1f48b9bbc2d80471af51"><td class="memItemLeft" align="right" valign="top">double </td><td class="memItemRight" valign="bottom"><a class="el" href="../../db/d40/integral__approximation2_8cpp.html#af7da9ba8932f1f48b9bbc2d80471af51">math::monte_carlo::integral_monte_carlo</a> (const double &start_point, const Function &function, const Function &pdf, const uint32_t &num_samples=1000000)</td></tr>
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<tr class="memitem:af7da9ba8932f1f48b9bbc2d80471af51"><td class="memItemLeft" align="right" valign="top">double </td><td class="memItemRight" valign="bottom"><a class="el" href="../../db/d40/integral__approximation2_8cpp.html#af7da9ba8932f1f48b9bbc2d80471af51">math::monte_carlo::integral_monte_carlo</a> (const double &start_point, const <a class="elRef" target="_blank" href="http://en.cppreference.com/w/cpp/utility/functional/function.html">Function</a> &function, const <a class="elRef" target="_blank" href="http://en.cppreference.com/w/cpp/utility/functional/function.html">Function</a> &pdf, const uint32_t &num_samples=1000000)</td></tr>
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<tr class="memdesc:af7da9ba8932f1f48b9bbc2d80471af51"><td class="mdescLeft"> </td><td class="mdescRight">Compute an approximation of an integral using Monte Carlo integration. <br /></td></tr>
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<tr class="separator:af7da9ba8932f1f48b9bbc2d80471af51"><td class="memSeparator" colspan="2"> </td></tr>
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<tr class="memitem:aa8dca7b867074164d5f45b0f3851269d"><td class="memItemLeft" align="right" valign="top">static void </td><td class="memItemRight" valign="bottom"><a class="el" href="../../db/d40/integral__approximation2_8cpp.html#aa8dca7b867074164d5f45b0f3851269d">test</a> ()</td></tr>
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<div class="line"><span class="lineno"> 120</span> integral += function(sample) / pdf(sample);</div>
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<div class="line"><span class="lineno"> 121</span> }</div>
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<div class="line"><span class="lineno"> 122</span> </div>
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<div class="line"><span class="lineno"> 123</span> <span class="keywordflow">return</span> integral / <span class="keyword">static_cast<</span><span class="keywordtype">double</span><span class="keyword">></span>(samples.size());</div>
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<div class="line"><span class="lineno"> 123</span> <span class="keywordflow">return</span> integral / <span class="keyword">static_cast<</span><span class="keywordtype">double</span><span class="keyword">></span>(samples.<a class="code hl_functionRef" target="_blank" href="http://en.cppreference.com/w/cpp/container/vector/size.html">size</a>());</div>
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<div class="line"><span class="lineno"> 124</span>}</div>
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<div class="ttc" id="aintegral__approximation2_8cpp_html_a71249ee535f16f8ed2e9cc8f0199a2cf"><div class="ttname"><a href="../../db/d40/integral__approximation2_8cpp.html#a71249ee535f16f8ed2e9cc8f0199a2cf">math::monte_carlo::generate_samples</a></div><div class="ttdeci">std::vector< double > generate_samples(const double &start_point, const Function &pdf, const uint32_t &num_samples, const uint32_t &discard=100000)</div><div class="ttdoc">short-hand for std::functions used in this implementation</div><div class="ttdef"><b>Definition:</b> integral_approximation2.cpp:64</div></div>
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<div class="line"><span class="lineno"> 216</span> <a class="code hl_function" href="../../db/d40/integral__approximation2_8cpp.html#aa8dca7b867074164d5f45b0f3851269d">test</a>(); <span class="comment">// run self-test implementations</span></div>
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<div class="line"><span class="lineno"> 217</span> <span class="keywordflow">return</span> 0;</div>
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<div class="line"><span class="lineno"> 208</span> << <a class="code hl_functionRef" target="_blank" href="http://en.cppreference.com/w/cpp/io/manip/endl.html">std::endl</a>;</div>
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