/usr/include/openturns/QuasiMonteCarlo.hxx is in libopenturns-dev 1.9-5.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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/**
* @brief Monte Carlo simulation using low-discrepancy sequences
*
* Copyright 2005-2017 Airbus-EDF-IMACS-Phimeca
*
* This library is free software: you can redistribute it and/or modify
* it under the terms of the GNU Lesser General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* This library is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* along with this library. If not, see <http://www.gnu.org/licenses/>.
*
*/
#ifndef OPENTURNS_QUASIMONTECARLO_HXX
#define OPENTURNS_QUASIMONTECARLO_HXX
#include "openturns/Simulation.hxx"
#include "openturns/LowDiscrepancySequence.hxx"
#include "openturns/SobolSequence.hxx"
#include "openturns/Collection.hxx"
#include "openturns/PersistentCollection.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class QuasiMonteCarlo
*/
class OT_API QuasiMonteCarlo :
public Simulation
{
CLASSNAME;
public:
typedef PersistentCollection<Distribution> PersistentMarginals;
typedef Collection<Distribution> Marginals;
/** Default constructor */
QuasiMonteCarlo();
/** Constructor with parameters */
QuasiMonteCarlo(const Event & event,
const LowDiscrepancySequence & lowDiscrepancySequence = SobolSequence());
/** Virtual constructor */
virtual QuasiMonteCarlo * clone() const;
/** String converter */
String __repr__() const;
/** Method save() stores the object through the StorageManager */
void save(Advocate & adv) const;
/** Method load() reloads the object from the StorageManager */
void load(Advocate & adv);
private:
/** Compute the block sample */
Sample computeBlockSample();
protected:
/** Antecedent dimension */
UnsignedInteger dimension_;
/** Sequence used to generate the low discrepancy points */
LowDiscrepancySequence lowDiscrepancySequence_;
/** Marginal distributions */
PersistentMarginals marginals_;
} ; /* class QuasiMonteCarlo */
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_QUASIMONTECARLO_HXX */
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