df1b2im5.cpp File Reference

(Last Changed on May 24, 2017 for git-revision e1c5fc9a4cad60644ee17e60f60ac41888a98030.)

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#include <admodel.h>
#include <df1b2fun.h>
#include <adrndeff.h>

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Functions
double	calculate_importance_sample_block_diagonal_option_antithetical (const dvector &x, const dvector &u0, const dmatrix &Hess, const dvector &_xadjoint, const dvector &_uadjoint, const dmatrix &_Hessadjoint, function_minimizer *pmin)
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Detailed Description

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Definition in file df1b2im5.cpp.

Function Documentation

double calculate_importance_sample_block_diagonal_option_antithetical	(	const dvector &	x,
		const dvector &	u0,
		const dmatrix &	Hess,
		const dvector &	_xadjoint,
		const dvector &	_uadjoint,
		const dmatrix &	_Hessadjoint,
		function_minimizer *	pmin
	)

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Parameters

Definition at line 24 of file df1b2im5.cpp.

Referenced by laplace_approximation_calculator::block_diagonal_calculations().