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libFAUDES
Sections
Index
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Random Variables |
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. | |
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. | |
void | faudes::ran_put_seed (long seed) |
Put a seed. | |
void | faudes::ran_init (long seed) |
Initialize random generator. | |
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). | |
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. | |
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). | |
double | faudes::ran_exponential (double mu) |
Sample a random variable exponentially Distribution: f(t) dt = 1/mu exp(-t/mu) dt for t>=0. | |
double | faudes::ran_exponential (double mu, tpTime::Type tossLB, tpTime::Type tossUB) |
Sample a random variable exponentially on a restricted interval Distribution: f(t) dt = 1/mu exp(-t/mu) dt for t>=0. | |
double | faudes::ran_gauss (double mu, double sigma, tpTime::Type tossLB, tpTime::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. | |
double | faudes::ran_gaussian_cdf_P (double x) |
Help function: calculate gaussian CDF using an approximation from Abromowitz and Stegun: Handbook of Mathematical Functions. |
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).
Definition at line 78 of file sp_random.cpp.
double faudes::ran_exponential | ( | double | mu, | |
tpTime::Type | tossLB, | |||
tpTime::Type | tossUB | |||
) |
Sample a random variable exponentially on a restricted interval Distribution: f(t) dt = 1/mu exp(-t/mu) dt for t>=0.
mu | mu | |
tossLB | Lower interval bound | |
tossUB | Upper interval bound |
Definition at line 119 of file sp_random.cpp.
double faudes::ran_exponential | ( | double | mu | ) |
Sample a random variable exponentially Distribution: f(t) dt = 1/mu exp(-t/mu) dt for t>=0.
mu | mu |
Definition at line 110 of file sp_random.cpp.
double faudes::ran_gauss | ( | double | mu, | |
double | sigma, | |||
tpTime::Type | tossLB, | |||
tpTime::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.
mu | mu | |
sigma | sigma | |
tossLB | Lower interval bound | |
tossUB | Upper interval bound |
Definition at line 135 of file sp_random.cpp.
double faudes::ran_gaussian_cdf_P | ( | double | x | ) |
Help function: calculate gaussian CDF using an approximation from Abromowitz and Stegun: Handbook of Mathematical Functions.
x |
Definition at line 227 of file sp_random.cpp.
void faudes::ran_init | ( | long | seed | ) |
Initialize random generator.
seed | Random generator seed |
Definition at line 71 of file sp_random.cpp.
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.
The sequence of planted states is separated one from the next by 8,367,782 calls to ran().
Definition at line 34 of file sp_random.cpp.
void faudes::ran_put_seed | ( | long | seed | ) |
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.
Definition at line 63 of file sp_random.cpp.
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.
a | Lower bound | |
b | Upper bound |
Definition at line 94 of file sp_random.cpp.
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).
a | Lower bound | |
b | Upper bound |
Definition at line 101 of file sp_random.cpp.
libFAUDES 2.14g --- 2009-12-3 --- c++ source docu by doxygen 1.5.6