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ControlledRandomVariable.h File Reference


Detailed Description

Random variable with a control variate. Allows for the computation of expectations with reduced variance.

Definition in file ControlledRandomVariable.h.

#include "TypedefsMacros.h"
#include "RandomObject.h"
#include "Matrix.h"

Go to the source code of this file.

Compounds

class  ControlledRandomVariable
class  ControlledVariable


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