Functions and Classes that implement that VEGAS grid.
Functions and classes that allow to use and manipulate probability distribution functions (PDFs) as described in the VEGAS publication.
The class vegas_pdf implements the separable PDF using a piecewise constant function, where the pieces are called bins whose boundaries are stored. The PDF can be manipulated by vegas_refine_pdf. The weight and the corresponding random number is computed by vegas_icdf. PDFs can be read and written using the stream operators, see the example vegas_read_pdf.cpp and vegas_write_pdf.cpp.
◆ vegas_icdf()
template<typename T >
| T hep::vegas_icdf |
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vegas_pdf< T > const & |
pdf, |
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std::vector< T > & |
random_numbers, |
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std::vector< std::size_t > & |
bin |
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inline |
Applies the inverse cumulative distribution function to random_numbers and updates it with the new numbers. The bin indices are written into bin. The number returned by this function is the corresponding weight; a weight of one means that this pdf is a uniform one.
◆ vegas_refine_pdf()
template<typename T >
| vegas_pdf<T> hep::vegas_refine_pdf |
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vegas_pdf< T > const & |
pdf, |
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T |
alpha, |
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std::vector< T > const & |
data |
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) |
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inline |
Refines the pdf using data, which must be the binned square-function values, and returns the new pdf. The process can be controlled by the parameter alpha which is documented in the Vegas publication [3] [4] . This function's code is derived from Thomas Hahn's refine_grid from the CUBA [1] VEGAS implementation.