NormalSource

class that returns gaussian (normal) distributed numbers (f=exp(-0.5*x*x)/sqrt(2*pi))

class NormalSource (

RandG

T

) {

static real probDensityF(real x);

static real invProbDensityF(real x);

static real cumProbDensityFCompl(real x);

static T tailGenerator(RandG r, T dMin, int iNegative);

alias SourceT = Ziggurat!(RandG, T, probDensityF, tailGenerator, true);

SourceT source;

NormalSource opCall(U a, S args);

T getRandom();

T getRandom(T sigma);

T getRandom(T sigma, T mu);

U randomize(U a);

U randomize(U a, V sigma);

U randomize(U el, V sigma, S mu);

U randomizeOp(S delegate(T) op, U a);

struct NormalDistribution;

NormalDistribution normalD(T sigma, T mu);

}

Constructors

this this(RandG r): initializes the probability distribution

Members

Aliases

SourceT alias SourceT = Ziggurat!(RandG, T, probDensityF, tailGenerator, true): Undocumented in source.

Functions

getRandom T getRandom(): returns a normal distribued number
getRandom T getRandom(T sigma): returns a normal distribued number with the given sigma (standard deviation)
getRandom T getRandom(T sigma, T mu): returns a normal distribued number with the given sigma (standard deviation) and mu (average)
normalD NormalDistribution normalD(T sigma, T mu): returns a normal distribution with a non-default sigma/mu
opCall NormalSource opCall(U a, S args): chainable call style initialization of variables (thorugh a call to randomize)
randomize U randomize(U a): initializes a variable with normal distribued number and returns it
randomize U randomize(U a, V sigma): initializes a variable with normal distribued number with the given sigma and returns it
randomize U randomize(U el, V sigma, S mu): initializes a variable with normal distribued numbers with the given sigma and mu and returns it
randomizeOp U randomizeOp(S delegate(T) op, U a): initializes the variable with the result of mapping op on the random numbers (of type T)

Static functions

cumProbDensityFCompl real cumProbDensityFCompl(real x): complement of the cumulative density distribution (integral x..infinity probDensityF)
invProbDensityF real invProbDensityF(real x): inverse probability distribution
probDensityF real probDensityF(real x): probability distribution (non normalized, should be divided by sqrt(2*PI))
tailGenerator T tailGenerator(RandG r, T dMin, int iNegative): tail for normal distribution

Structs

NormalDistribution struct NormalDistribution: normal distribution with different default sigma and mu f=exp(-x*x/(2*sigma^2))/(sqrt(2 pi)*sigma)

Variables

source SourceT source;: internal source of normal numbers

Meta

Source

See Implementation

ocean math random NormalSource classes

NormalSource