Enum PathDraws 

pub enum PathDraws {
    Pseudo {
        seed: u64,
        sqrt_dt: f64,
    },
    Qmc {
        seq: QmcSequence,
        bridge: BrownianBridge,
    },
}

Deterministic per-path Brownian increment source. Pseudo-random paths come in antithetic pairs (2k, 2k+1) from independent per-pair streams; low-discrepancy paths are sequence points routed through the Brownian bridge.

Variants

Pseudo

Fields

seed: u64

sqrt_dt: f64

Qmc

Fields

seq: QmcSequence

bridge: BrownianBridge

Implementations

impl PathDraws

pub fn new(sampler: Sampler, seed: u64, steps: usize, dt: f64) -> Self

pub fn pseudo(seed: u64, dt: f64) -> Self

pub fn fill(&self, index: usize, z: &mut [f64], w: &mut [f64], dw: &mut [f64])

Fill dw with the Brownian increments of path index; z and w are caller-provided scratch of the same length.