libfbm  0.1
Simulation of multi-dimensional stationary Gaussian processes and fractional Brownian motion.
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libfbm::GaussianRandomGenerator Class Reference

Random generator producing standard normal random values. More...

#include <libfbm.hpp>

Inheritance diagram for libfbm::GaussianRandomGenerator:
libfbm::RandomGenerator

List of all members.

Public Member Functions

 GaussianRandomGenerator ()
 Construct using a UniformRandomGenerator.
 GaussianRandomGenerator (const RandomGenerator *urg)
 Construct using a uniform random generator urg.
 GaussianRandomGenerator (const GaussianRandomGenerator &copy)
const GaussianRandomGeneratoroperator= (const GaussianRandomGenerator &copy)
 ~GaussianRandomGenerator ()
void setSeed (unsigned long int seed)
double next ()
 Next random value.
RandomGeneratorclone () const
 Allocates a completely new random generator (in the heap using new), copying the state of this.
- Public Member Functions inherited from libfbm::RandomGenerator
 RandomGenerator ()
virtual ~RandomGenerator ()

Detailed Description

Random generator producing standard normal random values.

It uses the Marsaglia polar method.

Definition at line 301 of file libfbm.hpp.


Constructor & Destructor Documentation

libfbm::GaussianRandomGenerator::GaussianRandomGenerator ( )

Construct using a UniformRandomGenerator.

libfbm::GaussianRandomGenerator::GaussianRandomGenerator ( const RandomGenerator urg)

Construct using a uniform random generator urg.

Parameters:
urgA uniform random generator. It is cloned and stored internally.
libfbm::GaussianRandomGenerator::GaussianRandomGenerator ( const GaussianRandomGenerator copy)
libfbm::GaussianRandomGenerator::~GaussianRandomGenerator ( )

Member Function Documentation

RandomGenerator* libfbm::GaussianRandomGenerator::clone ( ) const
virtual

Allocates a completely new random generator (in the heap using new), copying the state of this.

Implements libfbm::RandomGenerator.

double libfbm::GaussianRandomGenerator::next ( )
virtual

Next random value.

Implements libfbm::RandomGenerator.

const GaussianRandomGenerator& libfbm::GaussianRandomGenerator::operator= ( const GaussianRandomGenerator copy)
void libfbm::GaussianRandomGenerator::setSeed ( unsigned long int  seed)
virtual

The documentation for this class was generated from the following file: