Ziggurat

ziggurat method for decreasing distributions. Marsaglia, Tsang, Journal of Statistical Software, 2000 If has negative is true the distribution is assumed to be symmetric with respect to 0, otherwise it is assumed to be from 0 to infinity. Struct based to avoid extra indirection when wrapped in a class (and it should be wrapped in a class and not used directly). Call style initialization avoided on purpose (this is a big structure, you don't want to return it)

struct Ziggurat (

RandG

alias probDensityF

alias tailGenerator

bool hasNegative = true

) {

enum int nBlocks;

T[nBlocks + 1] posBlock;

T[nBlocks + 1] fVal;

RandG r;

alias SourceT = Ziggurat;

static Ziggurat create(RandG rGenerator, real xLast, bool check_error);

T getFastRandom();

T getRandom();

U randomize(U a);

template randomizeOp2(alias op);

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

}

Members

Aliases

SourceT alias SourceT = Ziggurat: Undocumented in source.

Functions

getFastRandom T getFastRandom(): returns a single value with the probability distribution of the current Ziggurat and slightly worse randomness (in the normal case uses only 32 random bits). Cannot be 0.
getRandom T getRandom(): returns a single value with the probability distribution of the current Ziggurat
randomize U randomize(U a): initializes the argument with the probability distribution given and returns it for arrays this might potentially be faster than a naive loop
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

create Ziggurat create(RandG rGenerator, real xLast, bool check_error): initializes the ziggurat

Templates

randomizeOp2 template randomizeOp2(alias op): initializes the variable with the result of mapping op on the random numbers (of type T)

Variables

fVal T[nBlocks + 1] fVal;: Undocumented in source.
nBlocks enum int nBlocks;: Undocumented in source.
posBlock T[nBlocks + 1] posBlock;: Undocumented in source.
r RandG r;: Undocumented in source.