- Authors
- John D. Cook.
- See Also
- www.johndcook.com/cpp_random_number_generation.html
Translation of SimpleRNG. Removed the builtin RNG to use std.random, but kept the distribution functions. John D. Cook confirmed this code as public domain.
double randNormal(RNG)(ref RNG rng, double mean = 0.000000, double standardDeviation = 1.00000);
- Returns
- Normal (Gaussian) random sample.
- See Also
- Box-Muller algorithm.
double randExponential(RNG)(ref RNG rng, double mean = 1.00000);
- Returns
- Exponential random sample with specified mean.
double randGamma(RNG)(ref RNG rng, double shape, double scale);
- Returns
- Gamma random sample.
- See Also
- "A Simple Method for Generating Gamma Variables"
by George Marsaglia and Wai Wan Tsang. ACM Transactions on Mathematical Software
Vol 26, No 3, September 2000, pages 363-372.
double randChiSquare(RNG)(ref RNG rng, double degreesOfFreedom);
- Returns
- Chi-square sample.
double randInverseGamma(RNG)(ref RNG rng, double shape, double scale);
- Returns
- Inverse-gamma sample.
double randWeibull(RNG)(ref RNG rng, double shape, double scale);
- Returns
- Weibull sample.
double randCauchy(RNG)(ref RNG rng, double median, double scale);
- Returns
- Cauchy sample.
double randStudentT(RNG)(ref RNG rng, double degreesOfFreedom);
- Returns
- Student-t sample.
- See Also
- Seminumerical Algorithms by Knuth.
double randLaplace(RNG)(ref RNG rng, double mean, double scale);
- Returns
- Laplace distribution random sample (also known as the double exponential distribution).
double randLogNormal(RNG)(ref RNG rng, double mu, double sigma);
- Returns
- Log-normal sample.
double randBeta(RNG)(ref RNG rng, double a, double b);
- Returns
- Beta sample.
int randPoisson(RNG)(ref RNG rng, double lambda);
- Returns
- Poisson sample.