Uses of Interface
dev.nm.stat.random.rng.univariate.RandomLongGenerator
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Uses of RandomLongGenerator in dev.nm.algebra.linear.matrix.doubles.factorization.diagonalization
Constructors in dev.nm.algebra.linear.matrix.doubles.factorization.diagonalization with parameters of type RandomLongGenerator Constructor Description BiDiagonalizationByGolubKahanLanczos(Matrix A, double epsilon, RandomLongGenerator rlg)
Runs the Golub-Kahan-Lanczos bi-diagonalization for a tall matrix.BiDiagonalizationByGolubKahanLanczos(Matrix A, RandomLongGenerator rlg)
Runs the Golub-Kahan-Lanczos bi-diagonalization for a tall matrix. -
Uses of RandomLongGenerator in dev.nm.algebra.linear.matrix.doubles.operation
Methods in dev.nm.algebra.linear.matrix.doubles.operation with parameters of type RandomLongGenerator Modifier and Type Method Description static CSRSparseMatrix
MatrixFactory. randomCSRSparseMatrix(int nRows, int nCols, int nNonZero, RandomLongGenerator uniform)
Constructs a random CSRSparseMatrix.static DOKSparseMatrix
MatrixFactory. randomDOKSparseMatrix(int nRows, int nCols, int nNonZero, RandomLongGenerator uniform)
Constructs a random DOKSparseMatrix.static LILSparseMatrix
MatrixFactory. randomLILSparseMatrix(int nRows, int nCols, int nNonZero, RandomLongGenerator uniform)
Constructs a random LILSparseMatrix. -
Uses of RandomLongGenerator in dev.nm.algebra.linear.vector.doubles.dense
Methods in dev.nm.algebra.linear.vector.doubles.dense with parameters of type RandomLongGenerator Modifier and Type Method Description static Vector
VectorMathOperation. rbinom(int n, int nTrials, Vector p, RandomLongGenerator uniform)
Generatesn
random binomial numbers. -
Uses of RandomLongGenerator in dev.nm.solver.multivariate.constrained.general.box
Constructors in dev.nm.solver.multivariate.constrained.general.box with parameters of type RandomLongGenerator Constructor Description BoxGeneralizedSimulatedAnnealingMinimizer(int dim, double initialTemperature, double qv, double qa, StopCondition stopCondition, RandomLongGenerator rlg)
Constructs a new instance of the boxed Generalized Simulated Annealing minimizer.BoxGeneralizedSimulatedAnnealingMinimizer(int dim, double initialTemperature, StopCondition stopCondition, RandomLongGenerator rlg)
Constructs a new instance of the boxed Generalized Simulated Annealing minimizer. -
Uses of RandomLongGenerator in dev.nm.solver.multivariate.geneticalgorithm
Fields in dev.nm.solver.multivariate.geneticalgorithm declared as RandomLongGenerator Modifier and Type Field Description protected RandomLongGenerator
GeneticAlgorithm. uniform
This is a uniform random number generator.Constructors in dev.nm.solver.multivariate.geneticalgorithm with parameters of type RandomLongGenerator Constructor Description GeneticAlgorithm(RandomLongGenerator uniform)
Construct an instance of this implementation of genetic algorithm. -
Uses of RandomLongGenerator in dev.nm.solver.multivariate.geneticalgorithm.minimizer.deoptim
Constructors in dev.nm.solver.multivariate.geneticalgorithm.minimizer.deoptim with parameters of type RandomLongGenerator Constructor Description Best1Bin(double Cr, double F, RandomLongGenerator uniform)
Construct an instance ofBest1Bin
.Best2Bin(double Cr, double F, RandomLongGenerator uniform)
Construct an instance ofBest2Bin
.DEOptim(double Cr, double F, RandomLongGenerator uniform, double epsilon, int maxIterations, int nStableIterations)
Construct aDEOptim
to solve unconstrained minimization problems.DEOptim(DEOptim.NewCellFactory factoryCtor, RandomLongGenerator uniform, double epsilon, int maxIterations, int nStableIterations)
Construct aDEOptim
to solve unconstrained minimization problems.DEOptimCellFactory(double Cr, double F, RandomLongGenerator uniform)
Construct an instance of aDEOptimCellFactory
.Rand1Bin(double Cr, double F, RandomLongGenerator uniform)
Construct an instance ofRand1Bin
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Uses of RandomLongGenerator in dev.nm.solver.multivariate.geneticalgorithm.minimizer.local
Constructors in dev.nm.solver.multivariate.geneticalgorithm.minimizer.local with parameters of type RandomLongGenerator Constructor Description GlobalSearchByLocalMinimizer(LocalSearchCellFactory.MinimizerFactory factory, RandomLongGenerator uniform, double epsilon, int maxIterations, int nStableIterations)
Construct aGlobalSearchByLocalMinimizer
to solve unconstrained minimization problems.GlobalSearchByLocalMinimizer(RandomLongGenerator uniform, double epsilon, int maxIterations)
Construct aGlobalSearchByLocalMinimizer
to solve unconstrained minimization problems.LocalSearchCellFactory(LocalSearchCellFactory.MinimizerFactory<T> factory, RandomLongGenerator uniform)
Construct an instance of aLocalSearchCellFactory
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Uses of RandomLongGenerator in dev.nm.solver.multivariate.geneticalgorithm.minimizer.simplegrid
Fields in dev.nm.solver.multivariate.geneticalgorithm.minimizer.simplegrid declared as RandomLongGenerator Modifier and Type Field Description protected RandomLongGenerator
SimpleCellFactory. uniform
the uniform random number generatorprotected RandomLongGenerator
SimpleGridMinimizer. uniform
Constructors in dev.nm.solver.multivariate.geneticalgorithm.minimizer.simplegrid with parameters of type RandomLongGenerator Constructor Description SimpleCellFactory(double rate, RandomLongGenerator uniform)
Construct an instance of aSimpleCellFactory
.SimpleGridMinimizer(SimpleGridMinimizer.NewCellFactoryCtor factoryCtor, RandomLongGenerator uniform, double epsilon, int maxIterations, int nStableIterations)
Construct aSimpleGridMinimizer
to solve unconstrained minimization problems.SimpleGridMinimizer(RandomLongGenerator uniform, double epsilon, int maxIterations)
Construct aSimpleGridMinimizer
to solve unconstrained minimization problems. -
Uses of RandomLongGenerator in dev.nm.solver.multivariate.geneticalgorithm.minimizer.simplegrid.firstgeneration
Constructors in dev.nm.solver.multivariate.geneticalgorithm.minimizer.simplegrid.firstgeneration with parameters of type RandomLongGenerator Constructor Description UniformMeshOverRegion(RealScalarFunction f, SimpleCellFactory factory, RandomLongGenerator uniform, int minDiscretization, Vector[] initials0, double epsilon)
Generate an initial pool of chromosomes by putting a uniform mesh/grid/net over the entire region. -
Uses of RandomLongGenerator in dev.nm.solver.multivariate.initialization
Constructors in dev.nm.solver.multivariate.initialization with parameters of type RandomLongGenerator Constructor Description UniformDistributionOverBox1(RandomLongGenerator uniform, int N, RealInterval... bounds)
Construct a generator to uniformly sample points over a feasible region.UniformDistributionOverBox2(double scale, RealInterval[] bounds, int[] discretizations, RandomLongGenerator uniform)
Construct a generator to uniformly sample points over a feasible region.UniformDistributionOverBox2(double scale, RealInterval[] bounds, int discretization, RandomLongGenerator uniform)
Construct a generator to uniformly sample points over a feasible region. -
Uses of RandomLongGenerator in dev.nm.solver.multivariate.unconstrained.annealing
Constructors in dev.nm.solver.multivariate.unconstrained.annealing with parameters of type RandomLongGenerator Constructor Description GeneralizedSimulatedAnnealingMinimizer(int dim, double initialTemperature, double qv, double qa, StopCondition stopCondition, RandomLongGenerator uniform)
Constructs a new instance of the Generalized Simulated Annealing minimizer.GeneralizedSimulatedAnnealingMinimizer(int dim, double initialTemperature, StopCondition stopCondition, RandomLongGenerator uniform)
Constructs a new instance of the Generalized Simulated Annealing minimizer with the recommended visiting and acceptance parameter.SimulatedAnnealingMinimizer(int dim, double initialTemperature, StopCondition stopCondition, RandomLongGenerator uniform)
Constructs a new instance to useBoltzTemperatureFunction
,BoltzAnnealingFunction
and MetropolisAcceptanceProbabilityFunction.SimulatedAnnealingMinimizer(TemperatureFunction temperatureFunction, AnnealingFunction annealingFunction, TemperedAcceptanceProbabilityFunction probabilityFunction, int markovLength, StopCondition stopCondition, RandomLongGenerator uniform)
Constructs a new instance. -
Uses of RandomLongGenerator in dev.nm.solver.multivariate.unconstrained.annealing.annealingfunction
Constructors in dev.nm.solver.multivariate.unconstrained.annealing.annealingfunction with parameters of type RandomLongGenerator Constructor Description BoxGSAAnnealingFunction(Vector lower, Vector upper, double qv, RandomLongGenerator uniform)
Constructs a boxed annealing function.GSAAnnealingFunction(double qv, RandomLongGenerator rlg, RandomStandardNormalGenerator rnorm)
Constructs a GSA annealing function. -
Uses of RandomLongGenerator in dev.nm.stat.distribution.discrete
Constructors in dev.nm.stat.distribution.discrete with parameters of type RandomLongGenerator Constructor Description ProbabilityMassSampler(List<ProbabilityMassFunction.Mass<X>> outcomes, RandomLongGenerator uniformRNG)
Creates an instance with the probable values and an RNG. -
Uses of RandomLongGenerator in dev.nm.stat.random.rng
Fields in dev.nm.stat.random.rng declared as RandomLongGenerator Modifier and Type Field Description static RandomLongGenerator
RNGUtils. SYNC_UNIFORM
static RandomLongGenerator
RNGUtils. UNIFORM
Methods in dev.nm.stat.random.rng that return RandomLongGenerator Modifier and Type Method Description static RandomLongGenerator
RNGUtils. synchronizedRLG(RandomLongGenerator uniform)
Returns a synchronized (thread-safe)RandomLongGenerator
backed by a specified generator.Methods in dev.nm.stat.random.rng with parameters of type RandomLongGenerator Modifier and Type Method Description static RandomLongGenerator
RNGUtils. synchronizedRLG(RandomLongGenerator uniform)
Returns a synchronized (thread-safe)RandomLongGenerator
backed by a specified generator. -
Uses of RandomLongGenerator in dev.nm.stat.random.rng.concurrent.cache
Classes in dev.nm.stat.random.rng.concurrent.cache that implement RandomLongGenerator Modifier and Type Class Description class
ConcurrentCachedRLG
This is a fast thread-safe wrapper for random long generators.Constructors in dev.nm.stat.random.rng.concurrent.cache with parameters of type RandomLongGenerator Constructor Description ConcurrentCachedRLG(RandomLongGenerator uniform)
Construct a new instance which wraps the given random long generator and uses a cache which has 1000 entries per available core.ConcurrentCachedRLG(RandomLongGenerator uniform, int cacheSize)
Constructs a new instance which wraps the given random long generator and uses a cache of the specified size. -
Uses of RandomLongGenerator in dev.nm.stat.random.rng.concurrent.context
Classes in dev.nm.stat.random.rng.concurrent.context that implement RandomLongGenerator Modifier and Type Class Description class
ThreadIDRLG
This uniform number generator generates independent sequences of random numbers per thread, hence thread-safe. -
Uses of RandomLongGenerator in dev.nm.stat.random.rng.multivariate
Constructors in dev.nm.stat.random.rng.multivariate with parameters of type RandomLongGenerator Constructor Description MultinomialRVG(int N, double[] prob, RandomLongGenerator uniform)
Constructs a multinomial random vector generator.UniformDistributionOverBox(RandomLongGenerator uniform, RealInterval... bounds)
Constructs a random vector generator to uniformly sample points over a box region. -
Uses of RandomLongGenerator in dev.nm.stat.random.rng.multivariate.mcmc.hybrid
Constructors in dev.nm.stat.random.rng.multivariate.mcmc.hybrid with parameters of type RandomLongGenerator Constructor Description ErgodicHybridMCMC(double a, double b, RandomLongGenerator uniform, AbstractHybridMCMC hybridMCMC)
Constructs a new instance where dt is uniformly drawn from a given range.HybridMCMC(RealScalarFunction logF, RealVectorFunction dLogF, Vector m, double dt, int L, Vector initialState, RandomLongGenerator rlg)
Constructs a new instance with the given parameters.MultipointHybridMCMC(RealScalarFunction logF, RealVectorFunction dLogF, Vector m, double dt, int L, int M, Vector w, Vector initialState, RandomLongGenerator uniform)
Constructs a new instance with the given parameters.MultipointHybridMCMC(RealScalarFunction logF, RealVectorFunction dLogF, Vector m, double dt, int L, int M, Vector initialState, RandomLongGenerator uniform)
Constructs a new instance with equal weights to the M configurations. -
Uses of RandomLongGenerator in dev.nm.stat.random.rng.multivariate.mcmc.metropolis
Methods in dev.nm.stat.random.rng.multivariate.mcmc.metropolis with parameters of type RandomLongGenerator Modifier and Type Method Description static boolean
MetropolisUtils. isProposalAccepted(RealScalarFunction logf, RandomLongGenerator uniform, Vector currentState, Vector proposedState)
Uses the given LOG density function to determine whether the given state transition should be accepted.Constructors in dev.nm.stat.random.rng.multivariate.mcmc.metropolis with parameters of type RandomLongGenerator Constructor Description Metropolis(RealScalarFunction logf, Vector initialState, double sigma, RandomLongGenerator uniform)
Constructs a new instance, which draws the offset of the next proposed state from the previous state from a standard Normal distribution, with the given variance and zero covariance.Metropolis(RealScalarFunction logf, Vector initialState, Matrix scale, RandomLongGenerator uniform)
Constructs a new instance, which draws the offset of the next proposed state from the previous state from a standard Normal distribution, multiplied by the given scale matrix.Metropolis(RealScalarFunction logf, RealVectorFunction proposalFunction, Vector initialState, RandomLongGenerator uniform)
Constructs a new instance with the given parameters.RobustAdaptiveMetropolis(RealScalarFunction logf, double targetAcceptance, Vector initialState, RandomLongGenerator uniform)
Constructs an instance which assumes an initial variance of 1 per variable, uses a gamma of 0.5.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 RandomLongGenerator in dev.nm.stat.random.rng.multivariate.mcmc.proposalfunction
Constructors in dev.nm.stat.random.rng.multivariate.mcmc.proposalfunction with parameters of type RandomLongGenerator Constructor Description GaussianProposalFunction(double[] sigma, RandomLongGenerator uniform)
Constructs a Gaussian proposal function.GaussianProposalFunction(double sigma, int size, RandomLongGenerator uniform)
Constructs a Gaussian proposal function.GaussianProposalFunction(Matrix scale, RandomLongGenerator uniform)
Constructs a Gaussian proposal function.HybridMCMCProposalFunction(Vector m, RandomLongGenerator uniform)
Constructs a hybrid MC proposal function. -
Uses of RandomLongGenerator in dev.nm.stat.random.rng.univariate
Constructors in dev.nm.stat.random.rng.univariate with parameters of type RandomLongGenerator Constructor Description BinomialRNG(int n, double p, RandomLongGenerator uniform)
Construct a random number generator to sample from the binomial distribution.InverseTransformSampling(ProbabilityDistribution distribution, RandomLongGenerator uniform)
Construct a random number generator to sample from a distribution. -
Uses of RandomLongGenerator in dev.nm.stat.random.rng.univariate.beta
Constructors in dev.nm.stat.random.rng.univariate.beta with parameters of type RandomLongGenerator Constructor Description Cheng1978(double aa, double bb, RandomLongGenerator uniform)
Constructs a random number generator to sample from the beta distribution. -
Uses of RandomLongGenerator in dev.nm.stat.random.rng.univariate.gamma
Constructors in dev.nm.stat.random.rng.univariate.gamma with parameters of type RandomLongGenerator Constructor Description KunduGupta2007(double k, double theta, RandomLongGenerator uniform)
Constructs a random number generator to sample from the gamma distribution.MarsagliaTsang2000(double k, double theta, RandomStandardNormalGenerator normal, RandomLongGenerator uniform)
Construct a random number generator to sample from the gamma distribution.XiTanLiu2010a(double k, RandomLongGenerator uniform)
Construct a random number generator to sample from the gamma distribution.XiTanLiu2010b(double k, RandomLongGenerator uniform)
Construct a random number generator to sample from the gamma distribution. -
Uses of RandomLongGenerator in dev.nm.stat.random.rng.univariate.normal
Constructors in dev.nm.stat.random.rng.univariate.normal with parameters of type RandomLongGenerator Constructor Description BoxMuller(RandomLongGenerator uniform)
Construct a random number generator to sample from the standard Normal distribution.MarsagliaBray1964(RandomLongGenerator uniform)
Construct a random number generator to sample from the standard Normal distribution.Ziggurat2000(RandomLongGenerator uniform)
Construct a Ziggurat random normal generator.Zignor2005(RandomLongGenerator uniform)
Construct an improved Ziggurat random normal generator. -
Uses of RandomLongGenerator in dev.nm.stat.random.rng.univariate.normal.truncated
Constructors in dev.nm.stat.random.rng.univariate.normal.truncated with parameters of type RandomLongGenerator Constructor Description InverseTransformSamplingTruncatedNormalRNG(double mu, double sigma, double a, double b, RandomLongGenerator uniform)
Construct a rng that samples from a truncated Normal distribution using inverse sampling technique. -
Uses of RandomLongGenerator in dev.nm.stat.random.rng.univariate.poisson
Constructors in dev.nm.stat.random.rng.univariate.poisson with parameters of type RandomLongGenerator Constructor Description Knuth1969(double lambda, RandomLongGenerator uniform)
Constructs a random number generator to sample from the Poisson distribution. -
Uses of RandomLongGenerator in dev.nm.stat.random.rng.univariate.uniform
Classes in dev.nm.stat.random.rng.univariate.uniform that implement RandomLongGenerator Modifier and Type Class Description class
MWC8222
Marsaglia's MWC256 (also known as MWC8222) is a multiply-with-carry generator.class
SHR0
SHR0 is a simple uniform random number generator.class
SHR3
SHR3 is a 3-shift-register generator with period 2^32-1.class
UniformRNG
A pseudo uniform random number generator samples numbers from the unit interval, [0, 1], in such a way that there are equal probabilities of them falling in any same length sub-interval. -
Uses of RandomLongGenerator in dev.nm.stat.random.rng.univariate.uniform.linear
Subinterfaces of RandomLongGenerator in dev.nm.stat.random.rng.univariate.uniform.linear Modifier and Type Interface Description interface
LinearCongruentialGenerator
A linear congruential generator (LCG) produces a sequence of pseudo-random numbers based on a linear recurrence relation.Classes in dev.nm.stat.random.rng.univariate.uniform.linear that implement RandomLongGenerator Modifier and Type Class Description class
CompositeLinearCongruentialGenerator
A composite generator combines a number of simpleLinearCongruentialGenerator
, such asLehmer
, to form one longer period generator by first summing values and then taking modulus.class
LEcuyer
This is the uniform random number generator recommended by L'Ecuyer in 1996.class
Lehmer
Lehmer proposed a general linear congruential generator that generates pseudo-random numbers in [0, 1].class
MRG
A Multiple Recursive Generator (MRG) is a linear congruential generator which takes this form: -
Uses of RandomLongGenerator in dev.nm.stat.random.rng.univariate.uniform.mersennetwister
Classes in dev.nm.stat.random.rng.univariate.uniform.mersennetwister that implement RandomLongGenerator Modifier and Type Class Description class
MersenneTwister
Mersenne Twister is one of the best pseudo random number generators available. -
Uses of RandomLongGenerator in dev.nm.stat.random.rng.univariate.uniform.mersennetwister.dynamiccreation
Methods in dev.nm.stat.random.rng.univariate.uniform.mersennetwister.dynamiccreation that return types with arguments of type RandomLongGenerator Modifier and Type Method Description Iterator<RandomLongGenerator>
DynamicCreator. iterator()
Constructors in dev.nm.stat.random.rng.univariate.uniform.mersennetwister.dynamiccreation with parameters of type RandomLongGenerator Constructor Description MersenneTwisterParamSearcher(RandomLongGenerator rng)
Constructs a new instance which uses the given RNG to do the parameter search.MersenneTwisterParamSearcher(RandomLongGenerator rng, MersenneExponent p)
Constructs a new instance which uses the given RNG to do the parameter search, with the given period parameter. -
Uses of RandomLongGenerator in dev.nm.stat.random.sampler.resampler.bootstrap
Constructors in dev.nm.stat.random.sampler.resampler.bootstrap with parameters of type RandomLongGenerator Constructor Description CaseResamplingReplacement(double[] sample, RandomLongGenerator uniform)
Constructs a bootstrap sample generator.CaseResamplingReplacementForObject(X[] sample, Class<X> clazz, RandomLongGenerator uniform)
Constructs a bootstrap sample generator. -
Uses of RandomLongGenerator in dev.nm.stat.random.sampler.resampler.bootstrap.block
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Uses of RandomLongGenerator in dev.nm.stat.random.variancereduction
Constructors in dev.nm.stat.random.variancereduction with parameters of type RandomLongGenerator Constructor Description CommonRandomNumbers(UnivariateRealFunction f, UnivariateRealFunction g, RandomLongGenerator X1)
Estimates \(E(f(X_1) - g(X_2))\), where f and g are functions of uniform random variables.CommonRandomNumbers(UnivariateRealFunction f, UnivariateRealFunction g, RandomLongGenerator X1, UnivariateRealFunction X2)
Estimates \(E(f(X_1) - g(X_2))\), where f and g are functions of uniform random variables. -
Uses of RandomLongGenerator in dev.nm.stat.stochasticprocess.multivariate.random
Constructors in dev.nm.stat.stochasticprocess.multivariate.random with parameters of type RandomLongGenerator Constructor Description MultivariateRandomRealizationOfRandomProcess(MultivariateRandomProcess process, int size, RandomLongGenerator uniform)
Construct a random realization generator from a multivariate random/stochastic process. -
Uses of RandomLongGenerator in dev.nm.stat.stochasticprocess.univariate.random
Constructors in dev.nm.stat.stochasticprocess.univariate.random with parameters of type RandomLongGenerator Constructor Description RandomRealizationOfRandomProcess(RandomProcess process, int size, RandomLongGenerator uniform)
Construct a random realization generator from a random/stochastic process. -
Uses of RandomLongGenerator in dev.nm.stat.test.distribution.pearson
Constructors in dev.nm.stat.test.distribution.pearson with parameters of type RandomLongGenerator Constructor Description AS159(int[] rowSums, int[] colSums, RandomLongGenerator uniform)
Constructs a random table generator according to the row and column totals.FisherExactDistribution(int[] rowSums, int[] colSums, int nSims, RandomLongGenerator uniform)
Construct the distribution for Fisher's exact test. -
Uses of RandomLongGenerator in tech.nmfin.portfoliooptimization.lai2010.ceta.npeb.resampler
Constructors in tech.nmfin.portfoliooptimization.lai2010.ceta.npeb.resampler with parameters of type RandomLongGenerator Constructor Description ARResamplerFactory(RandomLongGenerator uniform)
GARCHResamplerFactory(RandomLongGenerator uniform)
GARCHResamplerFactory2(RandomLongGenerator uniform)
ModelResamplerFactory(RandomLongGenerator uniform)
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Uses of RandomLongGenerator in tech.nmfin.trend.kst1995
Constructors in tech.nmfin.trend.kst1995 with parameters of type RandomLongGenerator 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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