/usr/include/openturns/QuasiMonteCarlo.hxx is in libopenturns-dev 0.15-2.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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/**
* @file QuasiMonteCarlo.hxx
* @brief Monte Carlo simulation using low-discrepancy sequences
*
* (C) Copyright 2005-2011 EDF-EADS-Phimeca
*
* This library is free software; you can redistribute it and/or
* modify it under the terms of the GNU Lesser General Public
* License as published by the Free Software Foundation; either
* version 2.1 of the License.
*
* This library is distributed in the hope that it will be useful
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
* Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* License along with this library; if not, write to the Free Software
* Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
*
* @author: $LastChangedBy: dutka $
* @date: $LastChangedDate: 2007-05-02 14:59:25 +0200 (Wed, 02 May 2007) $
* Id: $Id: QuasiMonteCarlo.hxx 424 2007-05-02 12:59:25Z dutka $
*/
#ifndef OPENTURNS_QUASIMONTECARLO_HXX
#define OPENTURNS_QUASIMONTECARLO_HXX
#include "Simulation.hxx"
#include "LowDiscrepancySequence.hxx"
#include "SobolSequence.hxx"
#include "QuasiMonteCarloResult.hxx"
namespace OpenTURNS
{
namespace Uncertainty
{
namespace Algorithm
{
/**
* @class QuasiMonteCarlo
*/
class QuasiMonteCarlo :
public Simulation
{
CLASSNAME;
public:
typedef Simulation::NumericalSample NumericalSample;
typedef Simulation::InvalidArgumentException InvalidArgumentException;
typedef Base::Type::Collection<Model::Distribution> Marginals;
typedef Base::Stat::LowDiscrepancySequence LowDiscrepancySequence;
typedef Base::Stat::SobolSequence SobolSequence;
/** Constructor with parameters */
QuasiMonteCarlo(const Simulation::Event & event,
const LowDiscrepancySequence & lowDiscrepancySequence = SobolSequence());
/** Virtual constructor */
virtual QuasiMonteCarlo * clone() const;
/** String converter */
String __repr__() const;
private:
/** Compute the block sample */
NumericalSample computeBlockSample(NumericalSample & realizedEventSample);
protected:
/** Antecedent dimension */
UnsignedLong dimension_;
/** Sequence used to generate the low discrepancy points */
LowDiscrepancySequence lowDiscrepancySequence_;
/** Marginal distributions */
Marginals marginals_;
} ; /* class QuasiMonteCarlo */
} /* namespace Algorithm */
} /* namespace Uncertainty */
} /* namespace OpenTURNS */
#endif /* OPENTURNS_QUASIMONTECARLO_HXX */
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