Options
All
  • Public
  • Public/Protected
  • All
Menu

Inverse cumulative random sequence generator

It uses a sequence of 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 sequence is supplied by USG.

Class USG must implement the following interface:

   USG::sample_type USG::nextSequence() const;
   Size USG::dimension() const;

The inverse cumulative distribution is supplied by IC.

Class IC must implement the following interface:

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

Hierarchy

  • InverseCumulativeRsg

Implements

Index

Type aliases

Static sample_type

sample_type: Sample<Real[]>

Constructors

constructor

Properties

Private _ICD

Private _dimention

_dimention: Size

Private _uniformSequenceGenerator

_uniformSequenceGenerator: USG<Real[]>

Private _x

Methods

dimension

  • Returns Size

lastSequence

nextSequence