Uses of Interface
dev.nm.stat.random.rng.univariate.normal.RandomStandardNormalGenerator
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Uses of RandomStandardNormalGenerator in dev.nm.algebra.linear.vector.doubles.dense
Methods in dev.nm.algebra.linear.vector.doubles.dense with parameters of type RandomStandardNormalGenerator Modifier and Type Method Description static Vector
VectorMathOperation. rnorm(int n, RandomStandardNormalGenerator z)
Generatesn
random standard Normals. -
Uses of RandomStandardNormalGenerator in dev.nm.solver.multivariate.unconstrained.annealing.annealingfunction
Constructors in dev.nm.solver.multivariate.unconstrained.annealing.annealingfunction with parameters of type RandomStandardNormalGenerator Constructor Description BoltzAnnealingFunction(int dim, RandomStandardNormalGenerator rnorm)
Constructs a new instance where the RVG is created from a given RLG.FastAnnealingFunction(int dim, RandomStandardNormalGenerator rnorm)
Constructs a new instance where the RVG is created from a given RLG.GSAAnnealingFunction(double qv, RandomLongGenerator rlg, RandomStandardNormalGenerator rnorm)
Constructs a GSA annealing function. -
Uses of RandomStandardNormalGenerator in dev.nm.stat.dlm.univariate
Constructors in dev.nm.stat.dlm.univariate with parameters of type RandomStandardNormalGenerator Constructor Description DLMSeries(int T, DLM model, double[] u, RandomStandardNormalGenerator rnorm)
Simulate a univariate controlled dynamic linear model process.DLMSim(DLM model, RandomStandardNormalGenerator rnorm)
Simulate a univariate controlled dynamic linear model process.ObservationEquation(double F, double V, RandomStandardNormalGenerator rnorm)
Construct a time-invariant an observation equation.ObservationEquation(UnivariateRealFunction F, UnivariateRealFunction V, RandomStandardNormalGenerator rnorm)
Construct an observation equation.StateEquation(double G, double H, double W, RandomStandardNormalGenerator rnorm)
Construct a time-invariant state equation.StateEquation(UnivariateRealFunction G, UnivariateRealFunction H, UnivariateRealFunction W, RandomStandardNormalGenerator rnorm)
Construct a state equation. -
Uses of RandomStandardNormalGenerator in dev.nm.stat.random.rng
Fields in dev.nm.stat.random.rng declared as RandomStandardNormalGenerator Modifier and Type Field Description static RandomStandardNormalGenerator
RNGUtils. CONCURRENT_RNORM
static RandomStandardNormalGenerator
RNGUtils. RNORM
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Uses of RandomStandardNormalGenerator in dev.nm.stat.random.rng.multivariate
Constructors in dev.nm.stat.random.rng.multivariate with parameters of type RandomStandardNormalGenerator Constructor Description HypersphereRVG(int dimension, RandomStandardNormalGenerator rnorm)
Constructs a hypersphere RVG to generate random uniform points.NormalRVG(Vector mu, Matrix sigma, double epsilon, RandomStandardNormalGenerator rnorm)
Constructs a multivariate Normal random vector generator.NormalRVG(Vector mu, Matrix sigma, RandomStandardNormalGenerator rnorm)
Constructs a multivariate Normal random vector generator. -
Uses of RandomStandardNormalGenerator in dev.nm.stat.random.rng.multivariate.mcmc.metropolis
Constructors in dev.nm.stat.random.rng.multivariate.mcmc.metropolis with parameters of type RandomStandardNormalGenerator Constructor Description RobustAdaptiveMetropolis(RealScalarFunction logf, Matrix initialScale, double gamma, double targetAcceptance, Vector initialState, RandomStandardNormalGenerator rnorm, RandomLongGenerator uniform)
Constructs a new instance with the given parameters. -
Uses of RandomStandardNormalGenerator in dev.nm.stat.random.rng.univariate.gamma
Constructors in dev.nm.stat.random.rng.univariate.gamma with parameters of type RandomStandardNormalGenerator Constructor Description MarsagliaTsang2000(double k, double theta, RandomStandardNormalGenerator normal, RandomLongGenerator uniform)
Construct a random number generator to sample from the gamma distribution. -
Uses of RandomStandardNormalGenerator in dev.nm.stat.random.rng.univariate.normal
Classes in dev.nm.stat.random.rng.univariate.normal that implement RandomStandardNormalGenerator Modifier and Type Class Description class
BoxMuller
The Box-Muller transform (by George Edward Pelham Box and Mervin Edgar Muller 1958) is a pseudo-random number sampling method for generating pairs of independent standard normally distributed (zero expectation, unit variance) random numbers, given a source of uniformly distributed random numbers.class
ConcurrentStandardNormalRNG
class
MarsagliaBray1964
The polar method (attributed to George Marsaglia, 1964) is a pseudo-random number sampling method for generating a pair of independent standard normal random variables.class
StandardNormalRNG
An alias forZignor2005
to provide a default implementation for sampling from the standard Normal distribution.class
Ziggurat2000
The Ziggurat algorithm is an algorithm for pseudo-random number sampling from the Normal distribution.class
Zignor2005
This is an improved version of the Ziggurat algorithm as proposed in the reference.Constructors in dev.nm.stat.random.rng.univariate.normal with parameters of type RandomStandardNormalGenerator Constructor Description ConcurrentStandardNormalRNG(RandomStandardNormalGenerator rnorm)
NormalRNG(double mean, double sigma, RandomStandardNormalGenerator rnorm)
Construct a random number generator to sample from the Normal distribution. -
Uses of RandomStandardNormalGenerator in dev.nm.stat.stochasticprocess.univariate.sde.process.ou
Constructors in dev.nm.stat.stochasticprocess.univariate.sde.process.ou with parameters of type RandomStandardNormalGenerator Constructor Description OUSim(OUProcess ou, double dt, double x0, RandomStandardNormalGenerator rng)
Create an OU process simulator. -
Uses of RandomStandardNormalGenerator in tech.nmfin.meanreversion.elliott2005
Constructors in tech.nmfin.meanreversion.elliott2005 with parameters of type RandomStandardNormalGenerator Constructor Description Elliott2005DLM(double x0, double A, double B, double C, double D, RandomStandardNormalGenerator rnorm)
Constructs an Elliott's Kalman filter model. -
Uses of RandomStandardNormalGenerator in tech.nmfin.trend.kst1995
Constructors in tech.nmfin.trend.kst1995 with parameters of type RandomStandardNormalGenerator Constructor Description KnightSatchellTran1995(double mu, double q, double alpha0, double rate0, double p, double alpha1, double rate1, RandomStandardNormalGenerator rnorm, RandomLongGenerator rlg)
Constructs an instance of the Knight-Satchell-Tran model of returns.
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