Struct rgsl::types::monte_carlo::VegasParams

pub struct VegasParams<'a> { /* private fields */ }

Implementations

impl<'a> VegasParams<'a>

pub fn new(
    alpha: f64,
    iterations: usize,
    stage: i32,
    mode: VegasMode,
    verbosity: VegasVerbosity,
    stream: Option<&'a mut IOStream>
) -> Result<VegasParams<'_>, String>

alpha: The parameter alpha controls the stiffness of the rebinning algorithm. It is typically set between one and two. A value of zero prevents rebinning of the grid. The default value is 1.5.

iterations: The number of iterations to perform for each call to the routine. The default value is 5 iterations.

stage: Setting this determines the stage of the calculation. Normally, stage = 0 which begins with a new uniform grid and empty weighted average. Calling vegas with stage = 1 retains the grid from the previous run but discards the weighted average, so that one can “tune” the grid using a relatively small number of points and then do a large run with stage = 1 on the optimized grid. Setting stage = 2 keeps the grid and the weighted average from the previous run, but may increase (or decrease) the number of histogram bins in the grid depending on the number of calls available. Choosing stage = 3 enters at the main loop, so that nothing is changed, and is equivalent to performing additional iterations in a previous call.

mode: The possible choices are GSL_VEGAS_MODE_IMPORTANCE, GSL_VEGAS_MODE_ STRATIFIED, GSL_VEGAS_MODE_IMPORTANCE_ONLY. This determines whether vegas will use importance sampling or stratified sampling, or whether it can pick on its own. In low dimensions vegas uses strict stratified sampling (more precisely, stratified sampling is chosen if there are fewer than 2 bins per box).

verbosity + stream: These parameters set the level of information printed by vegas.

Trait Implementations

impl<'a> Default for VegasParams<'a>

fn default() -> VegasParams<'a>

Returns the “default value” for a type.