class xf::fintech::PopMCMC

#include "xf_fintech_pop_mcmc.hpp"


This class implements the Monte Carlo Markov Chain Model.

The user calls the run() method passing in the number of samples to be generated, the number to be discarded and a sigma value, the method then returns the generated values.

class PopMCMC: public xf::fintech::OCLController

Inherited Members



int run (
    int numSamples,
    int numBurnInSamples,
    double sigma,
    double* outputData

Generate a number of samples.


numSamples the number of samples to generate.
numBurnInSamples the number samples to discard at the start.
sigma the sigma value.
outputData the generated data.


long long int getLastRunTime (void)

This method returns the time the execution of the last call to run() took.