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.

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Public Methods

Method	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

Method	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 method

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.
return	double

GetCauchy() public static method

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.
return	double

GetChiSquare() public static method

Gets chi square.

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

GetExponential() public static method

Exponential random sample with mean 1.

public static GetExponential ( ) : double
return	double

GetExponential() public static method

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.
return	double

GetGamma() public static method

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.
return	double

GetInverseGamma() public static method

Gets inverse gamma.

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

GetLaplace() public static method

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.
return	double

GetLogNormal() public static method

Gets log normal.

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

GetNormal() public static method

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

public static GetNormal ( ) : double
return	double

GetNormal() public static method

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.
return	double

GetPower() public static method

Gets a power.

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

GetStudentT() public static method

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.
return	double

GetUniform() public static method

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

public static GetUniform ( ) : double
return	double

GetUniform() public static method

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
return	double

GetUniform() public static method

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)
return	int

GetUniform() public static method

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)
return	int

GetWeibull() public static method

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.
return	double

SetSeedFromSystemTime() public static method

Creates random number generator seed.

public static SetSeedFromSystemTime ( ) : void
return	void

SetSeedFromTime() public static method

Set random seed from a specified time

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