libfbm
0.1
Simulation of multi-dimensional stationary Gaussian processes and fractional Brownian motion.
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Random generator producing standard normal random values. More...
#include <libfbm.hpp>
Public Member Functions | |
GaussianRandomGenerator () | |
Construct using a UniformRandomGenerator. | |
GaussianRandomGenerator (const RandomGenerator *urg) | |
Construct using a uniform random generator urg. | |
GaussianRandomGenerator (const GaussianRandomGenerator ©) | |
const GaussianRandomGenerator & | operator= (const GaussianRandomGenerator ©) |
~GaussianRandomGenerator () | |
void | setSeed (unsigned long int seed) |
double | next () |
Next random value. | |
RandomGenerator * | clone () const |
Allocates a completely new random generator (in the heap using new), copying the state of this. | |
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RandomGenerator () | |
virtual | ~RandomGenerator () |
Random generator producing standard normal random values.
It uses the Marsaglia polar method.
Definition at line 301 of file libfbm.hpp.
libfbm::GaussianRandomGenerator::GaussianRandomGenerator | ( | ) |
Construct using a UniformRandomGenerator.
libfbm::GaussianRandomGenerator::GaussianRandomGenerator | ( | const RandomGenerator * | urg | ) |
Construct using a uniform random generator urg.
urg | A uniform random generator. It is cloned and stored internally. |
libfbm::GaussianRandomGenerator::GaussianRandomGenerator | ( | const GaussianRandomGenerator & | copy | ) |
libfbm::GaussianRandomGenerator::~GaussianRandomGenerator | ( | ) |
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virtual |
Allocates a completely new random generator (in the heap using new), copying the state of this.
Implements libfbm::RandomGenerator.
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virtual |
Next random value.
Implements libfbm::RandomGenerator.
const GaussianRandomGenerator& libfbm::GaussianRandomGenerator::operator= | ( | const GaussianRandomGenerator & | copy | ) |
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virtual |
Implements libfbm::RandomGenerator.