RandomSequenceGenerator<RNG>: 'dimensionality'

Posted by YuHong-4 on
URL: http://quantlib.414.s1.nabble.com/RandomSequenceGenerator-RNG-dimensionality-tp913.html

I am trying to create a uniformly distributed random sequence generator via the following code:

srand( time(NULL) );
Ranlux3UniformRng u01_rng( rand() );
RandomSequenceGenerator<Ranlux3UniformRng> u01_generator( ?dimensionality?, u01_rng );

In the above code line-3, I need to specify the 'dimensionality' parameter.  May I ask, what does the 'dimensionality' parameter mean, and how to determine the correct parameter value?  Thanks a lot!

The reference QuantLib header file is 'ql/math/randomnumbers/randomsequencegenerator.hpp'.

Regards,

Hong Yu

------------------------------------------------------------------------------
AppSumo Presents a FREE Video for the SourceForge Community by Eric
Ries, the creator of the Lean Startup Methodology on "Lean Startup
Secrets Revealed." This video shows you how to validate your ideas,
optimize your ideas and identify your business strategy.
http://p.sf.net/sfu/appsumosfdev2dev
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users