Random Numbers

Functions
	random_number_generator::random_number_generator (const int seed)
	Constructor for random_number_generator class. More...
double	random_number_generator::better_rand ()
	Random number generator. More...
void	dvector::fill_randpoisson (double lambda, const random_number_generator &rng)
	Fill vector with Poisson pseudorandom numbers. More...
double	randn (const random_number_generator &rng)
	Normal number generator. More...
double	randu (const random_number_generator &rng)
	Uniform random number generator. More...
void	random_number_generator::reinitialize (const int seed)
	Reinitialize random number seed. More...

Detailed Description

Function Documentation

random_number_generator::random_number_generator

(

const int

seed

)

Constructor for random_number_generator class.

Based on the C-program for MT19937, originally coded by Takuji Nishimura and Makoto Matsumoto.

Parameters

seed	Integer used to initialize the random number generator. Using different values of seed will generat different series of random numbers.

Definition at line 70 of file rngen.cpp.

double random_number_generator::better_rand

(

)

Random number generator.

Based on the Mersenne twister alorithm, MT19937, originally coded by Takuji Nishimura and Makoto Matsumoto.

See Nishimura, T. and M. Matusomoto (1998) Mersenne twister: a 623-dimensionally equidistributed uniform pseudo-random number generator. ACM Transactions on Modeling and Computer Simulation (TOMACS) 8(1):3-30.

Returns

double containing uniformly distributed pseudorandom number between zero and one.

Definition at line 134 of file rngen.cpp.

Referenced by bounded_multivariate_normal(), bounded_multivariate_uniform(), bounded_robust_multivariate_normal(), expdev(), gasdev(), function_minimizer::mcmc_routine(), new_probing_bounded_multivariate_normal(), new_probing_bounded_multivariate_normal_mcmc(), probing_bounded_multivariate_normal(), random_number_generator::random_number_generator(), random_number_generator::reinitialize(), function_minimizer::rwm_mcmc_routine(), and sgamma().

void dvector::fill_randpoisson	(	double	lambda,
		const random_number_generator &	rng
	)

Fill vector with Poisson pseudorandom numbers.

Parameters

lambda	Expected value of Poission distribution.
rng	Instance of class random_number_generator.

Returns

dvector containing Poisson deviates

Definition at line 85 of file dranpois.cpp.

double randn

(

const random_number_generator &

rng

)

Normal number generator.

Returns

N(0,1) double containing Normally distributed pseudorandom number with mean zero and standard deviation one.

Definition at line 183 of file rngen.cpp.

Referenced by dvar_matrix::colfill_randn(), dmatrix::colfill_randn(), dvar_matrix::colfill_randn_ni(), dmatrix::colfill_randn_ni(), dvector::fill_randn(), dvar_vector::fill_randn(), dvector::fill_randn_ni(), dvar_vector::fill_randn_ni(), function_minimizer::hybrid_mcmc_routine(), rgamma(), rlnorm(), rnorm(), dvar_matrix::rowfill_randn(), dmatrix::rowfill_randn(), dvar_matrix::rowfill_randn_ni(), and dmatrix::rowfill_randn_ni().

double randu

(

const random_number_generator &

rng

)

Uniform random number generator.

Returns

double containing uniformly distributed pseudorandom number between zero and one.

Definition at line 198 of file rngen.cpp.

Referenced by function_minimizer::build_tree(), function_minimizer::hybrid_mcmc_routine(), function_minimizer::nuts_mcmc_routine(), rgamma(), qfclib::rgamma(), runif(), sample(), and function_minimizer::shmc_mcmc_routine().

void random_number_generator::reinitialize

(

const int

seed

)

Reinitialize random number seed.

Based on the C-program for MT19937, originally coded by Takuji Nshimura and Makoto Matsumoto.

Parameters

seed	Integer used to initialize the random number generator. Using different values of seed will generat different series of random numbers.

Definition at line 106 of file rngen.cpp.