julian::GaussianRandomVariable Class Reference

Class implements the Gaussian random variable. More...

#include <gaussianRandomVariable.hpp>

Inheritance diagram for julian::GaussianRandomVariable:

Public Member Functions
	GaussianRandomVariable ()
	constructor More...
	GaussianRandomVariable (SmartPointer< UniformRNG >)
	Constructor. More...
	GaussianRandomVariable (SmartPointer< UniformRNG >, double mean, double stddev)
	Constructor. More...
	GaussianRandomVariable (SmartPointer< UniformRNG >, NormalDistribution dist)
	Constructor. More...
double	getRandom ()
	Generates random variable. More...
std::vector< double >	getRandoms (int)
	Generates set of random variable. More...
std::pair< std::vector< double >, std::vector< double > >	getCorrelatedRandoms (int, double)
	Generates correlated normal random numbers. More...
void	setSeed (unsigned int)
	Set seed of pseudo-random number generator. More...
	~GaussianRandomVariable ()
	destructor More...
GaussianRandomVariable *	clone () const
	Virtual copy constructor. More...
Public Member Functions inherited from julian::RandomVariable
virtual	~RandomVariable ()
	Destructor. More...

Private Attributes
SmartPointer< UniformRNG >	urng_
NormalDistribution	dist_

Detailed Description

Class implements the Gaussian random variable.

Gaussian Random Variable generates pseudo-random numbers from Gaussian distribution.

Constructor & Destructor Documentation

julian::GaussianRandomVariable::GaussianRandomVariable

(

)

constructor

Tausworthe RNG is set by default. Standard normal distribution is used.

julian::GaussianRandomVariable::GaussianRandomVariable

(

SmartPointer< UniformRNG >

urng

)

Constructor.

Standard normal distribution is used

julian::GaussianRandomVariable::GaussianRandomVariable	(	SmartPointer< UniformRNG >	urng,
		double	mean,
		double	stddev
	)

Constructor.

Creates normal random number using mean and standard deviation provided

julian::GaussianRandomVariable::GaussianRandomVariable	(	SmartPointer< UniformRNG >	urng,
		NormalDistribution	dist
	)

Constructor.

julian::GaussianRandomVariable::~GaussianRandomVariable ( )

inline

destructor

Member Function Documentation

GaussianRandomVariable * julian::GaussianRandomVariable::clone ( ) const

virtual

Virtual copy constructor.

Reimplemented from julian::RandomVariable.

std::pair< std::vector< double >, std::vector< double > > julian::GaussianRandomVariable::getCorrelatedRandoms	(	int	n,
		double	corr
	)

Generates correlated normal random numbers.

double julian::GaussianRandomVariable::getRandom ( )

virtual

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::GaussianRandomVariable::getRandoms ( int  n )

virtual

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::GaussianRandomVariable::setSeed ( unsigned int  seed )

virtual

Set seed of pseudo-random number generator.

Implements julian::RandomVariable.

Member Data Documentation

NormalDistribution julian::GaussianRandomVariable::dist_

private

Normal distribution

SmartPointer<UniformRNG> julian::GaussianRandomVariable::urng_

private

Pseudo-random generator used to generate random numbers.

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

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