sp_random.h File Reference

Evaluating random variables. More...

#include "tp_timeinterval.h"
#include "sp_executor.h"

Go to the source code of this file.

Namespaces
	faudes
	libFAUDES resides within the namespace faudes.

Macros
#define	FAUDES_STOCHRAN_H

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. More...
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. More...
void	faudes::ran_put_seed (long seed)
	Put a seed. More...
void	faudes::ran_init (long seed)
	Initialize random generator. More...
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) More...
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. More...
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) More...
double	faudes::ran_exponential (double mu)
	Sample a random variable exponentially Distribution: f(t) dt = 1/mu exp(-t/mu) dt for t>=0. More...
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. More...
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. More...
double	faudes::ran_gaussian_cdf_P (double x)
	Help function: calculate gaussian CDF using an approximation from Abromowitz and Stegun: Handbook of Mathematical Functions. More...

Detailed Description

Evaluating random variables.

Definition in file sp_random.h.

Macro Definition Documentation

FAUDES_STOCHRAN_H

#define FAUDES_STOCHRAN_H

Definition at line 234 of file sp_random.h.