Struct ControlVariates 

pub struct ControlVariates {
    pub n_samples: usize,
}

Configuration for control variates estimator.

Fields

n_samples: usize

Number of samples to generate.

Implementations

impl ControlVariates

pub fn new(n_samples: usize) -> Self

Create new control variates configuration.

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

where F: Fn(f32) -> f32, G: Fn(f32) -> f32,

Estimate E[f(U)] using control variate g(U) with known mean mu_g.

Arguments

• state - RNG state
• f - Function to estimate expectation of
• g - Control variate function
• mu_g - Known mean E[g(U)]

Returns

Tuple of (estimate, optimal_c, variance_reduction)

Trait Implementations

impl Clone for ControlVariates

fn clone(&self) -> ControlVariates

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for ControlVariates

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

Formats the value using the given formatter.

impl Default for ControlVariates

fn default() -> Self

Returns the “default value” for a type.