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<link title="Gsl_cdf" rel="Chapter" href="Gsl_cdf.html"><link title="High-level interface" rel="Section" href="#3_Highlevelinterface">
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<title>ocamlgsl 0.6.0 : Gsl_monte</title>
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<center><h1>Module <a href="type_Gsl_monte.html">Gsl_monte</a></h1></center>
<br>
<pre><span class="keyword">module</span> Gsl_monte: <code class="code">sig</code> <a href="Gsl_monte.html">..</a> <code class="code">end</code></pre>Monte Carlo Integration<br>
<hr width="100%">
<br>
<a name="3_Highlevelinterface"></a>
<h3>High-level interface</h3><br>
<br><code><span class="keyword">type</span> <a name="TYPEkind"></a><code class="type"></code>kind = </code><table class="typetable">
<tr>
<td align="left" valign="top" >
<code><span class="keyword">|</span></code></td>
<td align="left" valign="top" >
<code><span class="constructor">PLAIN</span></code></td>
</tr>
<tr>
<td align="left" valign="top" >
<code><span class="keyword">|</span></code></td>
<td align="left" valign="top" >
<code><span class="constructor">MISER</span></code></td>
</tr>
<tr>
<td align="left" valign="top" >
<code><span class="keyword">|</span></code></td>
<td align="left" valign="top" >
<code><span class="constructor">VEGAS</span></code></td>
</tr></table>
<pre><span class="keyword">val</span> <a name="VALintegrate"></a>integrate : <code class="type"><a href="Gsl_monte.html#TYPEkind">kind</a> -><br> <a href="Gsl_fun.html#TYPEmonte_fun">Gsl_fun.monte_fun</a> -><br> lo:float array -> up:float array -> int -> <a href="Gsl_rng.html#TYPEt">Gsl_rng.t</a> -> <a href="Gsl_fun.html#TYPEresult">Gsl_fun.result</a></code></pre><br>
<a name="3_Lowlevelinterface"></a>
<h3>Low-level interface</h3><br>
<br>
<a name="4_PLAINalgorithm"></a>
<h4>PLAIN algorithm</h4><br>
<pre><span class="keyword">type</span> <a name="TYPEplain_state"></a><code class="type"></code>plain_state </pre>
<pre><span class="keyword">val</span> <a name="VALmake_plain_state"></a>make_plain_state : <code class="type">int -> <a href="Gsl_monte.html#TYPEplain_state">plain_state</a></code></pre><pre><span class="keyword">val</span> <a name="VALinit_plain"></a>init_plain : <code class="type"><a href="Gsl_monte.html#TYPEplain_state">plain_state</a> -> unit</code></pre><pre><span class="keyword">val</span> <a name="VALintegrate_plain"></a>integrate_plain : <code class="type"><a href="Gsl_fun.html#TYPEmonte_fun">Gsl_fun.monte_fun</a> -><br> lo:float array -><br> up:float array -> int -> <a href="Gsl_rng.html#TYPEt">Gsl_rng.t</a> -> <a href="Gsl_monte.html#TYPEplain_state">plain_state</a> -> <a href="Gsl_fun.html#TYPEresult">Gsl_fun.result</a></code></pre><br>
<a name="4_MISERalgorithm"></a>
<h4>MISER algorithm</h4><br>
<pre><span class="keyword">type</span> <a name="TYPEmiser_state"></a><code class="type"></code>miser_state </pre>
<br><code><span class="keyword">type</span> <a name="TYPEmiser_params"></a><code class="type"></code>miser_params = {</code><table class="typetable">
<tr>
<td align="left" valign="top" >
<code> </code></td>
<td align="left" valign="top" >
<code>estimate_frac : <code class="type">float</code>;</code></td>
</tr>
<tr>
<td align="left" valign="top" >
<code> </code></td>
<td align="left" valign="top" >
<code>min_calls : <code class="type">int</code>;</code></td>
</tr>
<tr>
<td align="left" valign="top" >
<code> </code></td>
<td align="left" valign="top" >
<code>min_calls_per_bisection : <code class="type">int</code>;</code></td>
</tr>
<tr>
<td align="left" valign="top" >
<code> </code></td>
<td align="left" valign="top" >
<code>miser_alpha : <code class="type">float</code>;</code></td>
</tr>
<tr>
<td align="left" valign="top" >
<code> </code></td>
<td align="left" valign="top" >
<code>dither : <code class="type">float</code>;</code></td>
</tr></table>
}
<pre><span class="keyword">val</span> <a name="VALmake_miser_state"></a>make_miser_state : <code class="type">int -> <a href="Gsl_monte.html#TYPEmiser_state">miser_state</a></code></pre><pre><span class="keyword">val</span> <a name="VALinit_miser"></a>init_miser : <code class="type"><a href="Gsl_monte.html#TYPEmiser_state">miser_state</a> -> unit</code></pre><pre><span class="keyword">val</span> <a name="VALintegrate_miser"></a>integrate_miser : <code class="type"><a href="Gsl_fun.html#TYPEmonte_fun">Gsl_fun.monte_fun</a> -><br> lo:float array -><br> up:float array -> int -> <a href="Gsl_rng.html#TYPEt">Gsl_rng.t</a> -> <a href="Gsl_monte.html#TYPEmiser_state">miser_state</a> -> <a href="Gsl_fun.html#TYPEresult">Gsl_fun.result</a></code></pre><pre><span class="keyword">val</span> <a name="VALget_miser_params"></a>get_miser_params : <code class="type"><a href="Gsl_monte.html#TYPEmiser_state">miser_state</a> -> <a href="Gsl_monte.html#TYPEmiser_params">miser_params</a></code></pre><pre><span class="keyword">val</span> <a name="VALset_miser_params"></a>set_miser_params : <code class="type"><a href="Gsl_monte.html#TYPEmiser_state">miser_state</a> -> <a href="Gsl_monte.html#TYPEmiser_params">miser_params</a> -> unit</code></pre><br>
<a name="4_VEGASalgorithm"></a>
<h4>VEGAS algorithm</h4><br>
<pre><span class="keyword">type</span> <a name="TYPEvegas_state"></a><code class="type"></code>vegas_state </pre>
<br><code><span class="keyword">type</span> <a name="TYPEvegas_info"></a><code class="type"></code>vegas_info = {</code><table class="typetable">
<tr>
<td align="left" valign="top" >
<code> </code></td>
<td align="left" valign="top" >
<code>result : <code class="type">float</code>;</code></td>
</tr>
<tr>
<td align="left" valign="top" >
<code> </code></td>
<td align="left" valign="top" >
<code>sigma : <code class="type">float</code>;</code></td>
</tr>
<tr>
<td align="left" valign="top" >
<code> </code></td>
<td align="left" valign="top" >
<code>chisq : <code class="type">float</code>;</code></td>
</tr></table>
}
<br><code><span class="keyword">type</span> <a name="TYPEvegas_mode"></a><code class="type"></code>vegas_mode = </code><table class="typetable">
<tr>
<td align="left" valign="top" >
<code><span class="keyword">|</span></code></td>
<td align="left" valign="top" >
<code><span class="constructor">STRATIFIED</span></code></td>
</tr>
<tr>
<td align="left" valign="top" >
<code><span class="keyword">|</span></code></td>
<td align="left" valign="top" >
<code><span class="constructor">IMPORTANCE_ONLY</span></code></td>
</tr>
<tr>
<td align="left" valign="top" >
<code><span class="keyword">|</span></code></td>
<td align="left" valign="top" >
<code><span class="constructor">IMPORTANCE</span></code></td>
</tr></table>
<br><code><span class="keyword">type</span> <a name="TYPEvegas_params"></a><code class="type"></code>vegas_params = {</code><table class="typetable">
<tr>
<td align="left" valign="top" >
<code> </code></td>
<td align="left" valign="top" >
<code>vegas_alpha : <code class="type">float</code>;</code></td>
<td class="typefieldcomment" align="left" valign="top" ><code>(*</code></td><td class="typefieldcomment" align="left" valign="top" >1.5</td><td class="typefieldcomment" align="left" valign="bottom" ><code>*)</code></td>
</tr>
<tr>
<td align="left" valign="top" >
<code> </code></td>
<td align="left" valign="top" >
<code>iterations : <code class="type">int</code>;</code></td>
<td class="typefieldcomment" align="left" valign="top" ><code>(*</code></td><td class="typefieldcomment" align="left" valign="top" >5</td><td class="typefieldcomment" align="left" valign="bottom" ><code>*)</code></td>
</tr>
<tr>
<td align="left" valign="top" >
<code> </code></td>
<td align="left" valign="top" >
<code>stage : <code class="type">int</code>;</code></td>
</tr>
<tr>
<td align="left" valign="top" >
<code> </code></td>
<td align="left" valign="top" >
<code>mode : <code class="type"><a href="Gsl_monte.html#TYPEvegas_mode">vegas_mode</a></code>;</code></td>
</tr>
<tr>
<td align="left" valign="top" >
<code> </code></td>
<td align="left" valign="top" >
<code>verbose : <code class="type">int</code>;</code></td>
</tr>
<tr>
<td align="left" valign="top" >
<code> </code></td>
<td align="left" valign="top" >
<code>ostream : <code class="type">Pervasives.out_channel option</code>;</code></td>
</tr></table>
}
<pre><span class="keyword">val</span> <a name="VALmake_vegas_state"></a>make_vegas_state : <code class="type">int -> <a href="Gsl_monte.html#TYPEvegas_state">vegas_state</a></code></pre><pre><span class="keyword">val</span> <a name="VALinit_vegas"></a>init_vegas : <code class="type"><a href="Gsl_monte.html#TYPEvegas_state">vegas_state</a> -> unit</code></pre><pre><span class="keyword">val</span> <a name="VALintegrate_vegas"></a>integrate_vegas : <code class="type"><a href="Gsl_fun.html#TYPEmonte_fun">Gsl_fun.monte_fun</a> -><br> lo:float array -><br> up:float array -> int -> <a href="Gsl_rng.html#TYPEt">Gsl_rng.t</a> -> <a href="Gsl_monte.html#TYPEvegas_state">vegas_state</a> -> <a href="Gsl_fun.html#TYPEresult">Gsl_fun.result</a></code></pre><pre><span class="keyword">val</span> <a name="VALget_vegas_info"></a>get_vegas_info : <code class="type"><a href="Gsl_monte.html#TYPEvegas_state">vegas_state</a> -> <a href="Gsl_monte.html#TYPEvegas_info">vegas_info</a></code></pre><pre><span class="keyword">val</span> <a name="VALget_vegas_params"></a>get_vegas_params : <code class="type"><a href="Gsl_monte.html#TYPEvegas_state">vegas_state</a> -> <a href="Gsl_monte.html#TYPEvegas_params">vegas_params</a></code></pre><pre><span class="keyword">val</span> <a name="VALset_vegas_params"></a>set_vegas_params : <code class="type"><a href="Gsl_monte.html#TYPEvegas_state">vegas_state</a> -> <a href="Gsl_monte.html#TYPEvegas_params">vegas_params</a> -> unit</code></pre></body></html>
