C# Class numl.Math.Probability.Sampling

SimpleRNG is a simple random number generator based on George Marsaglia's MWC (multiply with carry) generator. Although it is very simple, it passes Marsaglia's DIEHARD series of random number generator tests. Written by John D. Cook http://www.johndcook.com.

Afficher le fichier Open project: sethjuarez/numl Class Usage Examples

Méthodes publiques

Méthode	Description
GetBeta ( double a, double b ) : double	Gets a beta.
GetCauchy ( double median, double scale ) : double	Gets a cauchy.
GetChiSquare ( double degreesOfFreedom ) : double	Gets chi square.
GetExponential ( ) : double	Exponential random sample with mean 1.
GetExponential ( double mean ) : double	Exponential random sample with specified mean.
GetGamma ( double shape, double scale ) : double	Gets a gamma.
GetInverseGamma ( double shape, double scale ) : double	Gets inverse gamma.
GetLaplace ( double mean, double scale ) : double	The Laplace distribution is also known as the double exponential distribution.
GetLogNormal ( double mu, double sigma ) : double	Gets log normal.
GetNormal ( ) : double	Normal (Gaussian) random sample with mean 0 and standard deviation 1.
GetNormal ( double mean, double standardDeviation ) : double	Normal (Gaussian) random sample with specified mean and standard deviation.
GetPower ( double a, double min = 1 ) : double	Gets a power.
GetStudentT ( double degreesOfFreedom ) : double	Gets student.
GetUniform ( ) : double	Produce a uniform random sample from the open interval (0, 1). The method will not return either end point.
GetUniform ( double min = 0d, double max = 1.0d ) : double	Produce a uniform random sample from the open interval (min, max inclusive). The method can return either end point
GetUniform ( int max ) : int	Produce a uniform random sample from the open interval (0, max). The method will not return either end point.
GetUniform ( int min, int max ) : int	Produce a uniform random sample from the open interval (min, max). The method can return either end point.
GetWeibull ( double shape, double scale ) : double	Gets a weibull.
SetSeedFromSystemTime ( ) : void	Creates random number generator seed.
SetSeedFromTime ( System.DateTime dt ) : void	Set random seed from a specified time

Private Methods

Méthode	Description
GetUint ( ) : uint	This is the heart of the generator. It uses George Marsaglia's MWC algorithm to produce an unsigned integer. See http://www.bobwheeler.com/statistics/Password/MarsagliaPost.txt.
Sampling ( ) : System	Static constructor.
SetSeed ( uint u ) : void	Sets a seed.
SetSeed ( uint u, uint v ) : void	The random generator seed can be set three ways: 1) specifying two non-zero unsigned integers 2) specifying one non-zero unsigned integer and taking a default value for the second 3) setting the seed from the system time.

Method Details

GetBeta() public static méthode

Gets a beta.

Thrown when one or more arguments are outside the /// required range.

public static GetBeta ( double a, double b ) : double
a	double	The double to process.
b	double	The double to process.
Résultat	double

GetCauchy() public static méthode

Gets a cauchy.

Thrown when one or more arguments have unsupported or /// illegal values.

public static GetCauchy ( double median, double scale ) : double
median	double	The median.
scale	double	The scale.
Résultat	double

GetChiSquare() public static méthode

Gets chi square.

public static GetChiSquare ( double degreesOfFreedom ) : double
degreesOfFreedom	double	The degrees of freedom.
Résultat	double

GetExponential() public static méthode

Exponential random sample with mean 1.

public static GetExponential ( ) : double
Résultat	double

GetExponential() public static méthode

Exponential random sample with specified mean.

Thrown when one or more arguments are outside the /// required range.

public static GetExponential ( double mean ) : double
mean	double	mean parameter.
Résultat	double

GetGamma() public static méthode

Gets a gamma.

Thrown when one or more arguments are outside the /// required range.

public static GetGamma ( double shape, double scale ) : double
shape	double	The shape.
scale	double	The scale.
Résultat	double

GetInverseGamma() public static méthode

Gets inverse gamma.

public static GetInverseGamma ( double shape, double scale ) : double
shape	double	The shape.
scale	double	The scale.
Résultat	double

GetLaplace() public static méthode

The Laplace distribution is also known as the double exponential distribution.

public static GetLaplace ( double mean, double scale ) : double
mean	double	Mean.
scale	double	The scale.
Résultat	double

GetLogNormal() public static méthode

Gets log normal.

public static GetLogNormal ( double mu, double sigma ) : double
mu	double	The mu.
sigma	double	The sigma.
Résultat	double

GetNormal() public static méthode

Normal (Gaussian) random sample with mean 0 and standard deviation 1.

public static GetNormal ( ) : double
Résultat	double

GetNormal() public static méthode

Normal (Gaussian) random sample with specified mean and standard deviation.

Thrown when one or more arguments are outside the /// required range.

public static GetNormal ( double mean, double standardDeviation ) : double
mean	double	Mean.
standardDeviation	double	Standard deviation.
Résultat	double

GetPower() public static méthode

Gets a power.

public static GetPower ( double a, double min = 1 ) : double
a	double	The double to process.
min	double	(Optional) Min (exclusive)
Résultat	double

GetStudentT() public static méthode

Gets student.

Thrown when one or more arguments have unsupported or /// illegal values.

public static GetStudentT ( double degreesOfFreedom ) : double
degreesOfFreedom	double	The degrees of freedom.
Résultat	double

GetUniform() public static méthode

Produce a uniform random sample from the open interval (0, 1). The method will not return either end point.

public static GetUniform ( ) : double
Résultat	double

GetUniform() public static méthode

Produce a uniform random sample from the open interval (min, max inclusive). The method can return either end point

public static GetUniform ( double min = 0d, double max = 1.0d ) : double
min	double
max	double
Résultat	double

GetUniform() public static méthode

Produce a uniform random sample from the open interval (0, max). The method will not return either end point.

public static GetUniform ( int max ) : int
max	int	Max (Exclusive)
Résultat	int

GetUniform() public static méthode

Produce a uniform random sample from the open interval (min, max). The method can return either end point.

public static GetUniform ( int min, int max ) : int
min	int	Min (exclusive)
max	int	Max (exclusive)
Résultat	int

GetWeibull() public static méthode

Gets a weibull.

Thrown when one or more arguments are outside the /// required range.

public static GetWeibull ( double shape, double scale ) : double
shape	double	The shape.
scale	double	The scale.
Résultat	double

SetSeedFromSystemTime() public static méthode

Creates random number generator seed.

public static SetSeedFromSystemTime ( ) : void
Résultat	void

SetSeedFromTime() public static méthode

Set random seed from a specified time

public static SetSeedFromTime ( System.DateTime dt ) : void
dt	System.DateTime	date time
Résultat	void