Struct AntitheticVariates 

pub struct AntitheticVariates {
    pub n_pairs: usize,
}

Configuration for antithetic variates estimator.

Fields

n_pairs: usize

Number of antithetic pairs to generate.

Implementations

impl AntitheticVariates

pub fn new(n_pairs: usize) -> Self

Create new antithetic variates configuration.

pub fn estimate<R: GpuRng, F>(&self, state: &mut R::State, f: F) -> f32

where F: Fn(f32) -> f32,

Estimate E[f(U)] using antithetic variates.

The estimator is: (1/n) * sum_i (f(U_i) + f(1-U_i)) / 2

This has lower variance than naive estimation when f is monotonic.

pub fn estimate_normal<R: GpuRng, F>(&self, state: &mut R::State, f: F) -> f32

where F: Fn(f32) -> f32,

Estimate E[f(Z)] where Z ~ N(0,1) using antithetic variates.

Trait Implementations

impl Clone for AntitheticVariates

fn clone(&self) -> AntitheticVariates

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for AntitheticVariates

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Default for AntitheticVariates

fn default() -> Self

Returns the “default value” for a type.