class xf::fintech::PopMCMC

#include "xf_fintech_pop_mcmc.hpp"

Overview

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

Methods

run

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

Generate a number of samples.

Parameters:

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

getLastRunTime

long long int getLastRunTime (void)

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