A simple C++ random number generator from John D. Cook. More...

#include "include/SimpleRNG.h"

Public Member Functions
	SimpleRNG ()

void	SetState (unsigned int u, unsigned int v)
	Seed the random number generator. More...

void	GetState (unsigned int &u, unsigned int &v)
	Extract the internal state of the generator. More...

double	GetUniform ()

unsigned int	GetUint ()

double	GetUniform (unsigned int &u, unsigned int &v)

unsigned int	GetUint (unsigned int &u, unsigned int &v)

double	GetNormal (double mean, double standardDeviation)

double	GetExponential (double mean)

double	GetGamma (double shape, double scale)

double	GetChiSquare (double degreesOfFreedom)

double	GetInverseGamma (double shape, double scale)

double	GetWeibull (double shape, double scale)

double	GetCauchy (double median, double scale)

double	GetStudentT (double degreesOfFreedom)

double	GetLaplace (double mean, double scale)

double	GetLogNormal (double mu, double sigma)

double	GetBeta (double a, double b)

int	GetPoisson (double lambda)

Detailed Description

A simple C++ random number generator from John D. Cook.

Definition at line 12 of file SimpleRNG.h.

Constructor & Destructor Documentation

SimpleRNG::SimpleRNG ( )

Definition at line 13 of file SimpleRNG.cc.

Member Function Documentation

double SimpleRNG::GetBeta	(	double	a,
		double	b
	)

Beta sample

Parameters

a	the shape parameter
b	the shape parameter

Returns: a sample from Beta distribution

Definition at line 205 of file SimpleRNG.cc.

double SimpleRNG::GetCauchy	(	double	median,
		double	scale
	)

Cauchy sample

Parameters

median	the median parameter
scale	the scale parameter

Returns: a sample from the Cauchy distribution

Definition at line 159 of file SimpleRNG.cc.

double SimpleRNG::GetChiSquare ( double degreesOfFreedom )

Chi-square sample

Parameters

degreesOfFreedom parameter of the ChiSquare distribution

Returns: a sample from ChiSquare distribution

Definition at line 133 of file SimpleRNG.cc.

double SimpleRNG::GetExponential ( double mean = 1.0 )

Exponential random sample

Parameters

mean	the expectation of exponential distribution

Returns: a sample from the exponential distribution

Definition at line 79 of file SimpleRNG.cc.

double SimpleRNG::GetGamma	(	double	shape,
		double	scale
	)

Gamma random sample

Parameters

shape	the shape parameter
scale	the scale parameter

Returns: a sample from Gamma distribution

Definition at line 91 of file SimpleRNG.cc.

double SimpleRNG::GetInverseGamma	(	double	shape,
		double	scale
	)

Inverse-gamma sample

Parameters

shape	the shape parameter
scale	the scale parameter

Returns: a sample from Inverse-gamma distribution

Definition at line 140 of file SimpleRNG.cc.

double SimpleRNG::GetLaplace	(	double	mean,
		double	scale
	)

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

Parameters

mean	the expectation of the distribution
scale	the scale parameter

Returns: a sample from Laplace distribution

Definition at line 192 of file SimpleRNG.cc.

double SimpleRNG::GetLogNormal	(	double	mu,
		double	sigma
	)

Log-normal sample

Parameters

mu	the location parameter
sigma	the scale parameter

Returns: a sample from Log-normal distribution

Definition at line 200 of file SimpleRNG.cc.

double SimpleRNG::GetNormal	(	double	mean = `0.0`,
		double	standardDeviation = `1.0`
	)

Normal (Gaussian) random sample.

Parameters

mean	the expectation of Gaussian
standardDeviation	the standard deviation of Gaussian

Returns: a sample from Gaussian

Definition at line 61 of file SimpleRNG.cc.

int SimpleRNG::GetPoisson ( double lambda )

Poisson sample

Parameters

lambda expectation of Poisson distribution

Returns: a sample from Poisson distribution

Definition at line 225 of file SimpleRNG.cc.

void SimpleRNG::GetState	(	unsigned int &	u,
		unsigned int &	v
	)

Extract the internal state of the generator.

Parameters

[out]	u	internal seed
[out]	v	internal seed

Definition at line 29 of file SimpleRNG.cc.

double SimpleRNG::GetStudentT ( double degreesOfFreedom )

Student-t sample

Parameters

degreesOfFreedom degree of freedom

Returns: a sample from the Student-t distribution

Definition at line 175 of file SimpleRNG.cc.

unsigned int SimpleRNG::GetUint ( )

A uniform random sample from the set of unsigned integers

Returns: a uniform random sample from the set of unsigned integers

Definition at line 55 of file SimpleRNG.cc.

unsigned int SimpleRNG::GetUint	(	unsigned int &	u,
		unsigned int &	v
	)

This stateless version makes it more convenient to get a random unsigned integer and transfer the state in and out in one operation.

Parameters

u	internal state
v	internal state

Returns: a uniform integer sample

Definition at line 43 of file SimpleRNG.cc.

double SimpleRNG::GetUniform ( )

A uniform random sample from the open interval (0, 1)

Returns: a uniform random sample from the open interval (0, 1)

Definition at line 50 of file SimpleRNG.cc.

double SimpleRNG::GetUniform	(	unsigned int &	u,
		unsigned int &	v
	)

Get a uniform random value.

This stateless version makes it more convenient to get a uniform random value and transfer the state in and out in one operation.

Parameters

[out]	u	internal state
[out]	v	internal state

Returns: a uniform sample from (0, 1)

Definition at line 35 of file SimpleRNG.cc.

double SimpleRNG::GetWeibull	(	double	shape,
		double	scale
	)

Weibull sample

Parameters

shape	the shape parameter
scale	the scale parameter

Returns: a sample from the Weibull distribution

Definition at line 147 of file SimpleRNG.cc.

void SimpleRNG::SetState	(	unsigned int	u,
		unsigned int	v
	)

Seed the random number generator.

Parameters

[in]	u	random seed
[in]	v	random seed

Definition at line 21 of file SimpleRNG.cc.

The documentation for this class was generated from the following files:

/Users/nandu/Development/MultiVariatePointProcess/include/SimpleRNG.h
/Users/nandu/Development/MultiVariatePointProcess/src/SimpleRNG.cc

Public Member Functions

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation