|
| file | adaptiverungekutta.hpp |
| | Runge-Kutta ODE integration.
|
| |
| file | claytoncopularng.hpp |
| | Clayton copula random-number generator.
|
| |
| file | convolvedstudentt.hpp |
| |
| file | expm.hpp |
| | matrix exponential
|
| |
| file | farliegumbelmorgensterncopularng.hpp |
| | Farlie-Gumbel-Morgenstern copula random-number generator.
|
| |
| file | frankcopularng.hpp |
| | Frank copula random-number generator.
|
| |
| file | gaussiancopulapolicy.hpp |
| |
| file | latentmodel.hpp |
| | Generic multifactor latent variable model.
|
| |
| file | multidimintegrator.hpp |
| |
| file | multidimquadrature.hpp |
| |
| file | polarstudenttrng.hpp |
| | Polar Student t random-number generator.
|
| |
| file | simulatedannealing.hpp |
| | Numerical Recipes in C (second edition), Chapter 10.9, with the original exit criterion in f(x) replaced by one in x (see simplex.cpp for a reference to GSL concerning this)
|
| |
| file | tcopulapolicy.hpp |
| |
| file | zigguratrng.hpp |
| | Ziggurat random-number generator.
|
| |
