julian::CustomRandomVariable Class Reference

Class implements the custom random variable. More...

#include <customRandomVariable.hpp>

Inheritance diagram for julian::CustomRandomVariable:

Public Member Functions
	CustomRandomVariable ()
	Default constructor. More...
	CustomRandomVariable (SmartPointer< ProbabilityDistribution >, SmartPointer< UniformRNG >)
	constructor More...
double	getRandom () override
	Generates random variable. More...
std::vector< double >	getRandoms (int) override
	Generates set of random variable. More...
void	setSeed (unsigned int) override
	Changes seed of RNG. More...
CustomRandomVariable *	clone () const
	Virtual copy constructor. More...
Public Member Functions inherited from julian::RandomVariable
virtual	~RandomVariable ()
	Destructor. More...

Private Attributes
SmartPointer< ProbabilityDistribution >	dist_
SmartPointer< UniformRNG >	urng_

Detailed Description

Class implements the custom random variable.

Custom random variable implements a Strategy Design Pattern. It captures the abstraction of random variable composed of Random Number Generator and Probability Distribution. RNG and distribution can be change independently.

Examples:

simulatedAnnealingExample.cpp.

Constructor & Destructor Documentation

julian::CustomRandomVariable::CustomRandomVariable ( )

inline

Default constructor.

Default inputs are Tausworthe RNG and standard normal distribution.

julian::CustomRandomVariable::CustomRandomVariable	(	SmartPointer< ProbabilityDistribution >	dist,
		SmartPointer< UniformRNG >	urng
	)

constructor

Member Function Documentation

CustomRandomVariable * julian::CustomRandomVariable::clone ( ) const

virtual

Virtual copy constructor.

Reimplemented from julian::RandomVariable.

double julian::CustomRandomVariable::getRandom ( )

overridevirtual

Generates random variable.

Methods uses inverse of CDF to generate random variable from specified distribution (see Chapter 10.4 [1])

Implements julian::RandomVariable.

std::vector< double > julian::CustomRandomVariable::getRandoms ( int  n )

overridevirtual

Generates set of random variable.

Methods uses inverse of CDF to generate random variable from specified distribution (see Chapter 10.4 [1])

Implements julian::RandomVariable.

void julian::CustomRandomVariable::setSeed ( unsigned int  seed )

overridevirtual

Changes seed of RNG.

Implements julian::RandomVariable.

Member Data Documentation

SmartPointer<ProbabilityDistribution> julian::CustomRandomVariable::dist_

private

Probability distribution of random variable

SmartPointer<UniformRNG> julian::CustomRandomVariable::urng_

private

Pseudo-random generator used to generate random numbers.

---

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

• C:/Unix/home/OEM/jULIAN/src/mathematics/distributions/customRandomVariable.hpp
• C:/Unix/home/OEM/jULIAN/src/mathematics/distributions/customRandomVariable.cpp