Class Sampling

SimpleRNG is a simple random number generator based on George Marsaglia's MWC (multiply with carry) generator. Although it is very simple, it passes Marsaglia's DIEHARD series of random number generator tests.

Written by John D. Cook http://www.johndcook.com.

Inheritance

System.Object

Sampling

Inherited Members

System.Object.Equals(System.Object)

System.Object.Equals(System.Object, System.Object)

System.Object.GetHashCode()

System.Object.GetType()

System.Object.MemberwiseClone()

System.Object.ReferenceEquals(System.Object, System.Object)

System.Object.ToString()

Namespace:numl.Math.Probability

Assembly:numl.dll

Syntax

public class Sampling

Methods

View Source

GetBeta(Double, Double)

Gets a beta.

Declaration

public static double GetBeta(double a, double b)

Parameters

Type	Name	Description
System.Double	a	The double to process.
System.Double	b	The double to process.

Returns

Type	Description
System.Double	The beta.

Exceptions

Type	Condition
System.ArgumentOutOfRangeException	Thrown when one or more arguments are outside the required range.

View Source

GetCauchy(Double, Double)

Gets a cauchy.

Declaration

public static double GetCauchy(double median, double scale)

Parameters

Type	Name	Description
System.Double	median	The median.
System.Double	scale	The scale.

Returns

Type	Description
System.Double	The cauchy.

Exceptions

Type	Condition
System.ArgumentException	Thrown when one or more arguments have unsupported or illegal values.

View Source

GetChiSquare(Double)

Gets chi square.

Declaration

public static double GetChiSquare(double degreesOfFreedom)

Parameters

Type	Name	Description
System.Double	degreesOfFreedom	The degrees of freedom.

Returns

Type	Description
System.Double	The chi square.

View Source

GetExponential()

Exponential random sample with mean 1.

Declaration

public static double GetExponential()

Returns

Type	Description
System.Double	Random Sample.

View Source

GetExponential(Double)

Exponential random sample with specified mean.

Declaration

public static double GetExponential(double mean)

Parameters

Type	Name	Description
System.Double	mean	mean parameter.

Returns

Type	Description
System.Double	Random Sample.

Exceptions

Type	Condition
System.ArgumentOutOfRangeException	Thrown when one or more arguments are outside the required range.

View Source

GetGamma(Double, Double)

Gets a gamma.

Declaration

public static double GetGamma(double shape, double scale)

Parameters

Type	Name	Description
System.Double	shape	The shape.
System.Double	scale	The scale.

Returns

Type	Description
System.Double	The gamma.

Exceptions

Type	Condition
System.ArgumentOutOfRangeException	Thrown when one or more arguments are outside the required range.

View Source

GetInverseGamma(Double, Double)

Gets inverse gamma.

Declaration

public static double GetInverseGamma(double shape, double scale)

Parameters

Type	Name	Description
System.Double	shape	The shape.
System.Double	scale	The scale.

Returns

Type	Description
System.Double	The inverse gamma.

View Source

GetLaplace(Double, Double)

The Laplace distribution is also known as the double exponential distribution.

Declaration

public static double GetLaplace(double mean, double scale)

Parameters

Type	Name	Description
System.Double	mean	Mean.
System.Double	scale	The scale.

Returns

Type	Description
System.Double	The laplace.

View Source

GetLogNormal(Double, Double)

Gets log normal.

Declaration

public static double GetLogNormal(double mu, double sigma)

Parameters

Type	Name	Description
System.Double	mu	The mu.
System.Double	sigma	The sigma.

Returns

Type	Description
System.Double	The log normal.

View Source

GetNormal()

Normal (Gaussian) random sample with mean 0 and standard deviation 1.

Declaration

public static double GetNormal()

Returns

Type	Description
System.Double	Random Sample.

View Source

GetNormal(Double, Double)

Normal (Gaussian) random sample with specified mean and standard deviation.

Declaration

public static double GetNormal(double mean, double standardDeviation)

Parameters

Type	Name	Description
System.Double	mean	Mean.
System.Double	standardDeviation	Standard deviation.

Returns

Type	Description
System.Double	Random Sample.

Exceptions

Type	Condition
System.ArgumentOutOfRangeException	Thrown when one or more arguments are outside the required range.

View Source

GetPower(Double, Double)

Gets a power.

Declaration

public static double GetPower(double a, double min = 1)

Parameters

Type	Name	Description
System.Double	a	The double to process.
System.Double	min	(Optional) Min (exclusive)

Returns

Type	Description
System.Double	The power.

View Source

GetStudentT(Double)

Gets student.

Declaration

public static double GetStudentT(double degreesOfFreedom)

Parameters

Type	Name	Description
System.Double	degreesOfFreedom	The degrees of freedom.

Returns

Type	Description
System.Double	The student.

Exceptions

Type	Condition
System.ArgumentException	Thrown when one or more arguments have unsupported or illegal values.

View Source

GetUniform()

Produce a uniform random sample from the open interval (0, 1). The method will not return either end point.

Declaration

public static double GetUniform()

Returns

Type	Description
System.Double	Random Sample.

View Source

GetUniform(Double, Double)

Produce a uniform random sample from the open interval (min, max inclusive). The method can return either end point

Declaration

public static double GetUniform(double min = 0, double max = 1)

Parameters

Type	Name	Description
System.Double	min
System.Double	max

Returns

Type	Description
System.Double

View Source

GetUniform(Int32)

Produce a uniform random sample from the open interval (0, max). The method will not return either end point.

Declaration

public static int GetUniform(int max)

Parameters

Type	Name	Description
System.Int32	max	Max (Exclusive)

Returns

Type	Description
System.Int32	Random Sample.

View Source

GetUniform(Int32, Int32)

Produce a uniform random sample from the open interval (min, max). The method can return either end point.

Declaration

public static int GetUniform(int min, int max)

Parameters

Type	Name	Description
System.Int32	min	Min (exclusive)
System.Int32	max	Max (exclusive)

Returns

Type	Description
System.Int32	Random Sample.

View Source

GetWeibull(Double, Double)

Gets a weibull.

Declaration

public static double GetWeibull(double shape, double scale)

Parameters

Type	Name	Description
System.Double	shape	The shape.
System.Double	scale	The scale.

Returns

Type	Description
System.Double	The weibull.

Exceptions

Type	Condition
System.ArgumentOutOfRangeException	Thrown when one or more arguments are outside the required range.

View Source

SetSeedFromSystemTime()

Creates random number generator seed.

Declaration

public static void SetSeedFromSystemTime()

View Source

SetSeedFromTime(DateTime)

Set random seed from a specified time

Declaration

public static void SetSeedFromTime(DateTime dt)

Parameters

Type	Name	Description
System.DateTime	dt	date time