correlated_rng.cpp File Reference

#include <cmath>
#include <cstddef>
#include <iomanip>
#include <iostream>
#include <limits>
#include <memory>
#include <random>
#include <stdexcept>
#include <string>
#include <vector>
#include <algorithm>

Include dependency graph for correlated_rng.cpp:

Go to the source code of this file.

Classes
struct	IMarginalDistribution
	Abstract interface for scalar marginal distributions. More...
struct	IDecomposition
class	CorrelationMatrixValidator
class	CholeskyDecomposition
class	GaussianMarginal
	One-dimensional Gaussian marginal distribution. More...
class	DistributionFactory
class	JointDistribution
	Multivariate distribution represented through marginals and a copula. More...

Typedefs
using	Matrix = std::vector< std::vector< double > >
using	Vector = std::vector< double >

Functions
Matrix	readMatrixFromStdin ()
void	printVector (const Vector &v)
void	printUsage (const char *prog)
int	main (int argc, char **argv)

Typedef Documentation

Matrix

using Matrix = std::vector<std::vector<double> >

Definition at line 13 of file correlated_rng.cpp.

Vector

using Vector = std::vector<double>

Definition at line 14 of file correlated_rng.cpp.

Function Documentation

main()

int main	(	int	argc,
		char **	argv
	)

Definition at line 188 of file correlated_rng.cpp.

printUsage()

void printUsage

(

const char *

prog

)

Definition at line 175 of file correlated_rng.cpp.

printVector()

void printVector

(

const Vector &

v

)

Definition at line 35 of file correlated_rng.cpp.

readMatrixFromStdin()

Matrix readMatrixFromStdin

(

)

Definition at line 19 of file correlated_rng.cpp.