Random.hpp File Reference

Random number generators and related tools. More...

#include <iostream>
#include <vector>
#include <cmath>
#include <stdexcept>

Go to the source code of this file.

Classes
struct	draw_2d
struct	dist_param
struct	dist_param_mixture
struct	dist_param_2d
struct	dist_param_mixture_2d
struct	Ranq1
	Simplest and fastest random number generator recommended by Numerical Recipes. More...
struct	Ranfib
	Fast and good random number generator (see Numerical Recipes). More...
struct	Normaldev
	Fast Random number generator for normal distribution (Numerical Recipes). More...
struct	LogNormaldev
	Fast Random number generator for log-normal distribution (Numerical Recipes). More...
struct	MixtureNormal
	Fast Random number generator for mixture of normal distribution (Numerical Recipes). More...
struct	MixtureLogNormal
	Fast Random number generator for mixture of log-normal distribution (Numerical Recipes). More...
struct	MixtureLogNormal2D
	Fast Random number generator for mixture of bivariate log-normal distribution (Numerical Recipes). More...
class	SingletonRnd< T >
	SingletonRnd class for the RandomGenerators class. More...
class	RandomGenerators
	Random generators. More...

Typedefs
typedef struct draw_2d	draw_2d
	A simple structure for returning a 2d draw. More...
typedef struct dist_param	dist_param
	A structure for storing the parameters of an univariate distribution. More...
typedef struct dist_param_mixture	dist_param_mixture
	A structure for storing the parameters of a mixture of univariate distributions. More...
typedef struct dist_param_2d	dist_param_2d
	A structure for storing the parameters of a bivariate distribution (X_1, X_2). More...
typedef struct dist_param_mixture_2d	dist_param_mixture_2d
	A structure for storing the parameters of a mixture of bivariate distributions. More...

Functions
template<typename T >
int	draw_discrete (std::vector< T > freq)
	Randomly draws a class identifier within an empirical density function. More...
template<typename T >
int	draw_discrete (std::vector< T > freq, int lo_bound, int up_bound)
	Randomly draws a class identifier within an interval of an empirical density function. More...
float	norm_rand (float mu, float sigma)
	Random number generator following a normal distribution (DEPRECIATED) More...
float	norm_rand (float mu, float sigma, float max)
	Random number generator following a bounded normal distribution (DEPRECIATED) More...
float	log_rand (float mu, float sigma)
	Random number generator following a log-normal distribution (DEPRECIATED) More...
float	log_rand (float mu, float sigma, float max)
	Random number generator following a bounded log-normal distribution (DEPRECIATED) More...

Detailed Description

Random number generators and related tools.

Typedef Documentation

typedef struct dist_param dist_param

A structure for storing the parameters of an univariate distribution.

This structure saves the location, scale parameters and upper bound of an univariate distribution.

typedef struct dist_param_2d dist_param_2d

A structure for storing the parameters of a bivariate distribution (X_1, X_2).

This structure saves the location vector, the (Choleski decomposition of the) covariance matrix and the upper bounds vector of a bivariate distribution.

typedef struct dist_param_mixture dist_param_mixture

A structure for storing the parameters of a mixture of univariate distributions.

This structure saves the the location and scale parameters of the components and the upper bound of an univariate distribution.

typedef struct dist_param_mixture_2d dist_param_mixture_2d

A structure for storing the parameters of a mixture of bivariate distributions.

This structure saves the location vectors, the Choleski decomposition of the covariance matrices and the upper bounds vectors of the components of bivariate mixture distribution.

typedef struct draw_2d draw_2d

A simple structure for returning a 2d draw.

Function Documentation

template<typename T >

int draw_discrete

(

std::vector< T >

freq

)

Randomly draws a class identifier within an empirical density function.

Parameters

freq	the empirical density function in which the random draw is done.

Returns

the class identifier of freq randomly draw.

template<typename T >

int draw_discrete	(	std::vector< T >	freq,
		int	lo_bound,
		int	up_bound
	)

Randomly draws a class identifier within an interval of an empirical density function.

Parameters

freq	the empirical density function in wich the random draw is done.
lo_bound	the lower bound index of freq to consider.
up_bound	the upper bound index of freq to consider.

Returns

the class identifier of freq randomly draw.

float log_rand	(	float	mu,
		float	sigma
	)

Random number generator following a log-normal distribution (DEPRECIATED)

float log_rand	(	float	mu,
		float	sigma,
		float	max
	)

Random number generator following a bounded log-normal distribution (DEPRECIATED)

float norm_rand	(	float	mu,
		float	sigma
	)

Random number generator following a normal distribution (DEPRECIATED)

float norm_rand	(	float	mu,
		float	sigma,
		float	max
	)

Random number generator following a bounded normal distribution (DEPRECIATED)