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Inverse cumulative random number generator It uses a uniform deviate in (0, 1) as the source of cumulative distribution values. Then an inverse cumulative distribution is used to calculate the distribution deviate.

The uniform deviate is supplied by RNG.

Class RNG must implement the following interface:

  RNG::sample_type RNG::next() const;

The inverse cumulative distribution is supplied by IC.

Class IC must implement the following interface:

  IC::IC();
  Real IC::operator() const;

Hierarchy

  • InverseCumulativeRng

Implements

Index

Type aliases

Constructors

Properties

Methods

Type aliases

Static sample_type

sample_type: Sample<Real>

Static urng_type

urng_type: RNG<Real>

Constructors

constructor

Properties

Private _ICND

Private _uniformGenerator

_uniformGenerator: RNG<Real>

Methods

next

  • Returns sample_type