gaussianRandomVariable.hpp
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1 #ifndef JULIAN_GAUSSIANRANDOMVARIABLE_HPP
2 #define JULIAN_GAUSSIANRANDOMVARIABLE_HPP
3 
8 #include <utils/smartPointer.hpp>
9 
10 namespace julian {
11 
27  public:
32  double getRandom();
33  std::vector<double> getRandoms(int);
34  std::pair<std::vector<double>,std::vector<double> > getCorrelatedRandoms(int,double);
35  void setSeed(unsigned int);
36 
41  private:
45  };
46 
47 }
48 
49 #endif
double mean(const std::vector< double > &data)
Function calculates mean.
Definition: descriptiveStatistics.hpp:30
File contains template of deep-coping smart pointer.
Definition: cadHoliday.cpp:3
Class implements the interface for Random Variables.
Definition: randomVariable.hpp:25
Template of deep-coping smart pointer.
Definition: smartPointer.hpp:14
File contains implementation of RNG generating random variables from uniform distribution.
File contains implementation of normal distribution.
std::pair< std::vector< double >, std::vector< double > > getCorrelatedRandoms(int, double)
Generates correlated normal random numbers.
Definition: gaussianRandomVariable.cpp:57
void setSeed(unsigned int)
Set seed of pseudo-random number generator.
Definition: gaussianRandomVariable.cpp:68
SmartPointer< UniformRNG > urng_
Definition: gaussianRandomVariable.hpp:42
double getRandom()
Generates random variable.
Definition: gaussianRandomVariable.cpp:41
NormalDistribution dist_
Definition: gaussianRandomVariable.hpp:43
GaussianRandomVariable * clone() const
Virtual copy constructor.
Definition: gaussianRandomVariable.cpp:74
File contains implementation of Tausworthe generator.
std::vector< double > getRandoms(int)
Generates set of random variable.
Definition: gaussianRandomVariable.cpp:49
Class implements Normal Distribution.
Definition: normalDistribution.hpp:39
~GaussianRandomVariable()
destructor
Definition: gaussianRandomVariable.hpp:39
File contains definition of RandomVariable.
Class implements the Gaussian random variable.
Definition: gaussianRandomVariable.hpp:26
GaussianRandomVariable()
constructor
Definition: gaussianRandomVariable.cpp:13