Evaluating random variables.
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#include "tp_timeinterval.h"
#include "sp_executor.h"
Go to the source code of this file.
Namespaces |
namespace | faudes |
| libFAUDES resides within the namespace faudes.
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Functions |
void | faudes::ran_plant_seeds (long x) |
| Use this function to set the state of all the random number generator streams by "planting" a sequence of states (seeds), one per stream, with all states dictated by the state of the default stream.
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void | faudes::ran_select_stream (int index) |
| Use this function to set the current random number generator stream – that stream from which the next random number will come.
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void | faudes::ran_put_seed (long seed) |
| Put a seed.
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void | faudes::ran_init (long seed) |
| Initialize random generator.
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double | faudes::ran (void) |
| Run random generator Random Number Generator (for more details see "Random Number Generators: Good Ones Are Hard To Find" Steve Park and Keith Miller Communications of the ACM, October 1988)
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double | faudes::ran_uniform (double a, double b) |
| Sample a random variable uniformly on interval [a;b) Distribution: f(t) dt= {1/(b-a)} dt for t, a <=t< b, else 0.
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long | faudes::ran_uniform_int (long a, long b) |
| Sample a discrete random variable uniformly on interval [a;b) Distribution: p(n) = 1/(b-a-1)
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double | faudes::ran_exponential (double mu) |
| Sample a random variable exponentially Distribution: f(t) dt = 1/mu exp(-t/mu) dt for t>=0.
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double | faudes::ran_exponential (double mu, Time::Type tossLB, Time::Type tossUB) |
| Sample a random variable exponentially on a restricted interval Distribution: f(t) dt = 1/mu exp(-t/mu) dt for t>=0.
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double | faudes::ran_gauss (double mu, double sigma, Time::Type tossLB, Time::Type tossUB) |
| Sample a random variable gaussian distributed on a restricted interval Distribution: f(t) = 1 / sqrt(2 pi sigma^2) * exp( -1/2 ((t-mu)/sigma)^2) for t>=0.
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double | faudes::ran_gaussian_cdf_P (double x) |
| Help function: calculate gaussian CDF using an approximation from Abromowitz and Stegun: Handbook of Mathematical Functions.
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Detailed Description
Evaluating random variables.
Definition in file sp_random.h.
Macro Definition Documentation
#define FAUDES_STOCHRAN_H |