QMCPy Documentation

Contents

• About Our QMC Software Community
• License
• QMCPy Documentation
  • Discrete Distribution Class
    • Abstract Discrete Distribution Class
    • Lattice
    • Sobol’
    • Halton
    • Korobov
    • IID Standard Uniform
    • IID Standard Gaussian
    • Custom IID Distribution
    • Inverse CDF Sampling
    • Acceptance Rejection Sampling
  • True Measure Class
    • Abstract Measure Class
    • Uniform
    • Gaussian
    • Brownian Motion
    • Lebesgue
    • Importance Sampling
    • Identical to what Discrete Distribution Mimics
  • Integrand Class
    • Abstract Integrand Class
    • Keister Function
    • Custom Function
    • European Option
    • Asian Option
    • Multilevel Call Options with Milstein Discretization
    • Linear Function
  • Stopping Criterion Algorithms
    • Abstract Stopping Criterion Class
    • Guaranteed Lattice Cubature (qMC)
    • Guaranteed Sobol Cubature (qMC)
    • Multilevel qMC Cubature
    • CLT qMC Cubature (with Replications)
    • Multilevel MC Cubature
    • Guaranteed MC Cubature
    • CLT MC Cubature
  • Accumulate Data Class
    • Abstract Accumulate Data Class
    • LD Sequence Transform Data (qMC)
    • Mean Variance qMC Data (for Replications)
    • Multilevel qMC Data
    • Multilevel MC Data
    • Mean Variance MC Data
• Demos

Indices and tables

• Index

• Module Index

• Search Page

Sponsors

Illinois Tech

Kamakura Corporation

SigOpt