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file | adaptiverungekutta.hpp |
| Runge-Kutta ODE integration.
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file | claytoncopularng.hpp |
| Clayton copula random-number generator.
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file | convolvedstudentt.hpp |
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file | expm.hpp |
| matrix exponential
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file | farliegumbelmorgensterncopularng.hpp |
| Farlie-Gumbel-Morgenstern copula random-number generator.
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file | frankcopularng.hpp |
| Frank copula random-number generator.
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file | gaussiancopulapolicy.hpp |
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file | latentmodel.hpp |
| Generic multifactor latent variable model.
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file | multidimintegrator.hpp |
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file | multidimquadrature.hpp |
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file | polarstudenttrng.hpp |
| Polar Student t random-number generator.
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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)
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file | tcopulapolicy.hpp |
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file | zigguratrng.hpp |
| Ziggurat random-number generator.
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