org.drip.numerical.rdintegration

R^d to R¹ Numerical Integration Schemes

Author:: Lakshmi Krishnamurthy

Class Summary
Class	Description
MonteCarloIntegrator	MonteCarloIntegrator implements the following routines for Monte-Carlo Integration of R^d To R¹ objective Function.
MonteCarloRun	MonteCarloRun holds the Results of a R^d To R¹ Monte-Carlo Integration.
MonteCarloRunManifoldDiagnostics	MonteCarloRunManifoldDiagnostics holds the Results and Diagnostics of a R^d To R¹ Stratified Monte-Carlo Integration Manifold.
MonteCarloRunStratifiedDiagnostics	MonteCarloRunStratifiedDiagnostics holds the Results and Diagnostics of a R^d To R¹ Stratified Monte-Carlo Integration Run across Component Quadratures Zones.
MonteCarloRunUniformDiagnostics	MonteCarloRunUniformDiagnostics holds the Results and Diagnostics of a R^d To R¹ Uniform Monte-Carlo Integration.
QuadratureSetting	QuadratureSetting provides the Setup for R^d To R¹ Integration.
QuadratureZone	QuadratureZone holds the Quadrature Zone corresponding to an Integration of R^d To R¹ Objective Function.
QuadratureZoneDecomposerMetric	QuadratureZoneDecomposerMetric holds the Optimization Metric of a Quadrature Zone corresponding to an Integration of R^d To R¹ Objective Function.
RecursiveStratifiedSamplingIntegrator	RecursiveStratifiedSamplingIntegrator implements the following routines for Monte-Carlo Integration of R^d To R¹ objective Function.
UniformSamplingIntegrator	UniformSamplingIntegrator implements Uniformly Sampled Monte-Carlo Integration of R^d To R¹ Objective Function.
VarianceSamplingSetting	VarianceSamplingSetting implements the Settings for Variance Sampling used in Monte-Carlo Integration of R^d To R¹ Objective Function.
VarianceSamplingZoneExtractor	VarianceSamplingZoneExtractor implements the Scheme for generating Variance Zones used in Recursive Sampling Monte-Carlo Integration of R^d To R¹ Integrand.

Package org.drip.numerical.rdintegration