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AllocFreeWeights{S <: Real, T <: Number, V <: AbstractVector{T}} <: AbstractWeights{S, T, V}

Non-mutable weights used in the sample function in this package in order to avoid allocations.

struct UpperHull{T} <: AbstractHull
       intercepts::Vector{T}
       slopes::Vector{T}
       intersections::Vector{T}
       abscissae::Vector{T}
       segment_weights::Vector{T}
       domain::Tuple{T, T}
end

Upper hull of the enveloping function.

UpperHull(obj::Objective, abscissae::Vector{T}, domain::Tuple{T, T}) where {T}

Create an UpperHull based on the objective function, initial abscissae and its domain.

__sample!(rng::AbstractRNG, out::AbstractVector{T}, s::ARSampler{T}, add_segments::Bool, max_segments) where {T<:AbstractFloat}

All other __sample! methods call this one.

add_segment!(s::ARSampler{T}, x::T) where {T <: AbstractFloat}

Modifies the hulls of s, adding a segment with abscissa at x.

calc_intersects!(out::AbstractVector{T}, slopes::AbstractVector{T}, intercepts::AbstractVector{T}) where {T}

Calculate intersections of a series of lines defined by their slopes and intercepts, storing the result in out.

calc_intersects(slopes::AbstractVector{T}, intercepts::AbstractVector{T}) where {T}

Calculate intersections of a series of lines defined by their slopes and intercepts.

calc_slopes_and_intercepts(obj::Objective, abscissae::AbstractVector{T}) where {T}

Calculates slopes and intercepts of the lines tangential to the objective function at abscissae.

eval_hull(h::UpperHull, x)

Eval hull h at x.

exp_integral_line(slope, intercept, x1, x2)

Calculate the integral of exp(slope * x + intercept) between x1 and x2.

find_initial_points(obj, lbs, ubs, search_step)

Attempts to find suitable initial points for abscissae based on the objective functions by looking for the first points with positive and negative slopes respectively. Simply searches between the bounds specified by lbs and ubs with step size search_step.

intersection(slope1::T, intercept1::T, slope2::T, intercept2::T) where {T}

Returns the intersection abscissa between 2 lines as defined by their slopes and intercepts. Returns NaN if the lines are paralell.

inv_cdf_seg(slope, intercept, r, w, intersect, intersect2)

Calculate the inverse cumulative density of a hull segment at r based on its...

• slope
• intercept
• w (weight)
• intersect, intersect2, its intersections with previous/next segments