Package | Description |
---|---|
jdistlib | |
jdistlib.evd | |
jdistlib.generic | |
jdistlib.rng | |
jdistlib.util |
Modifier and Type | Method and Description |
---|---|
RandomEngine |
SignRank.getRandomEngine() |
Modifier and Type | Method and Description |
---|---|
static double |
Normal.random_ahrens_dieter(double mu,
double sigma,
RandomEngine random) |
static double |
Normal.random_box_muller(double mu,
double sigma,
RandomEngine random) |
static double |
Normal.random_kinderman_ramage(double mu,
double sigma,
RandomEngine random) |
static double |
NegBinomial.random_mu(double size,
double mu,
RandomEngine random) |
static double[] |
NegBinomial.random_mu(int n,
double size,
double mu,
RandomEngine random) |
static double[] |
Normal.random_standard(int n,
RandomEngine random) |
static double[] |
Exponential.random_standard(int n,
RandomEngine random) |
static double |
Normal.random_standard(RandomEngine random) |
static double |
Exponential.random_standard(RandomEngine random) |
static double[][] |
Wishart.random(double n,
double[][] L,
RandomEngine rand)
Sample Wishart distribution with n degree of freedom and LL' scale parameter.
|
static double |
Tukey.random(double rr,
double cc,
double df,
RandomEngine random)
Tukey RNG by inversion -- WARNING: Untested
|
static double |
NonCentralF.random(double df1,
double df2,
double ncp,
RandomEngine random) |
static double |
NonCentralBeta.random(double a,
double b,
double ncp,
RandomEngine random) |
static double |
BetaBinomial.random(double mu,
double sigma,
double bd,
RandomEngine random)
Random variate
|
static double |
HyperGeometric.random(double nn1in,
double nn2in,
double kkin,
RandomEngine random) |
static double |
HyperGeometric.random(double nn1in,
double nn2in,
double kkin,
RandomEngine random,
HyperGeometric.RandomState state) |
static double |
Weibull.random(double shape,
double scale,
RandomEngine random) |
static double |
Kumaraswamy.random(double a,
double b,
RandomEngine random) |
static double |
BetaPrime.random(double a,
double b,
RandomEngine random) |
static double |
Gamma.random(double a,
double scale,
RandomEngine random) |
static double |
F.random(double n1,
double n2,
RandomEngine random) |
static double |
InvGamma.random(double alph,
double scale,
RandomEngine random) |
static double |
Uniform.random(double a,
double b,
RandomEngine random) |
static double |
NonCentralChiSquare.random(double df,
double lambda,
RandomEngine random)
According to Hans R.
|
static double |
Normal.random(double mu,
double sigma,
RandomEngine random)
Random normal by quantile inversion -- the default in R
|
static double |
Cauchy.random(double location,
double scale,
RandomEngine random) |
static double |
Arcsine.random(double a,
double b,
RandomEngine random) |
static double |
Laplace.random(double location,
double scale,
RandomEngine random) |
static double |
LogNormal.random(double meanlog,
double sdlog,
RandomEngine random) |
static double |
NegBinomial.random(double size,
double prob,
RandomEngine random) |
static double |
NonCentralT.random(double df,
double ncp,
RandomEngine random) |
static double |
Logistic.random(double location,
double scale,
RandomEngine random) |
static double |
Binomial.random(double nin,
double pp,
RandomEngine random) |
static double |
Beta.random(double aa,
double bb,
RandomEngine random) |
static double |
Nakagami.random(double m,
double omega,
RandomEngine random) |
static double |
InvNormal.random(double mu,
double sigma,
RandomEngine random) |
static double |
Binomial.random(double nin,
double pp,
RandomEngine random,
Binomial.RandomState state) |
static double |
T.random(double df,
RandomEngine random) |
static double |
Geometric.random(double p,
RandomEngine random) |
static double |
ChiSquare.random(double df,
RandomEngine random) |
static double |
Chi.random(double df,
RandomEngine random) |
static double |
Logarithmic.random(double mu,
RandomEngine random) |
static double |
Exponential.random(double scale,
RandomEngine random) |
static double |
Poisson.random(double mu,
RandomEngine random) |
static double |
Poisson.random(double mu,
RandomEngine random,
Poisson.RandomState state) |
static double[] |
Tukey.random(int n,
double rr,
double cc,
double df,
RandomEngine random) |
static double[] |
NonCentralF.random(int n,
double df1,
double df2,
double ncp,
RandomEngine random) |
static double[] |
NonCentralBeta.random(int n,
double a,
double b,
double ncp,
RandomEngine random) |
static double[] |
BetaBinomial.random(int n,
double mu,
double sigma,
double bd,
RandomEngine random) |
static double[] |
HyperGeometric.random(int n,
double nn1in,
double nn2in,
double kkin,
RandomEngine random) |
static double[] |
HyperGeometric.random(int n,
double nn1in,
double nn2in,
double kkin,
RandomEngine random,
HyperGeometric.RandomState state) |
static double[] |
Weibull.random(int n,
double shape,
double scale,
RandomEngine random) |
static double[] |
Kumaraswamy.random(int n,
double a,
double b,
RandomEngine random) |
static double[] |
BetaPrime.random(int n,
double a,
double b,
RandomEngine random) |
static double[] |
Gamma.random(int n,
double a,
double scale,
RandomEngine random) |
static double[] |
F.random(int n,
double n1,
double n2,
RandomEngine random) |
static double[] |
InvGamma.random(int n,
double alph,
double scale,
RandomEngine random) |
static double[] |
Uniform.random(int n,
double a,
double b,
RandomEngine random) |
static double[] |
NonCentralChiSquare.random(int n,
double df,
double lambda,
RandomEngine random) |
static double[] |
Normal.random(int n,
double mu,
double sigma,
RandomEngine random) |
static double[] |
Cauchy.random(int n,
double location,
double scale,
RandomEngine random) |
static double[] |
Arcsine.random(int n,
double a,
double b,
RandomEngine random) |
static double[] |
Laplace.random(int n,
double location,
double scale,
RandomEngine random) |
static double[] |
LogNormal.random(int n,
double meanlog,
double sdlog,
RandomEngine random) |
static double[] |
NegBinomial.random(int n,
double size,
double prob,
RandomEngine random) |
static double[] |
NonCentralT.random(int n,
double df,
double ncp,
RandomEngine random) |
static double[] |
Logistic.random(int n,
double location,
double scale,
RandomEngine random) |
static double[] |
Binomial.random(int n,
double nin,
double pp,
RandomEngine random) |
static double[] |
Beta.random(int n,
double aa,
double bb,
RandomEngine random) |
static double[] |
Nakagami.random(int n,
double m,
double omega,
RandomEngine random) |
static double[] |
InvNormal.random(int n,
double mu,
double sigma,
RandomEngine random) |
static double[] |
Binomial.random(int n,
double nin,
double pp,
RandomEngine random,
Binomial.RandomState state) |
static double[] |
T.random(int n,
double df,
RandomEngine random) |
static double[] |
Geometric.random(int n,
double p,
RandomEngine random) |
static double[] |
ChiSquare.random(int n,
double df,
RandomEngine random) |
static double[] |
Chi.random(int n,
double df,
RandomEngine random) |
static double[] |
Logarithmic.random(int n,
double mu,
RandomEngine random) |
static double |
Zipf.random(int N,
double s,
RandomEngine random) |
static double[] |
Exponential.random(int n,
double scale,
RandomEngine random) |
static double[] |
Poisson.random(int n,
double mu,
RandomEngine random) |
static double[] |
Poisson.random(int n,
double mu,
RandomEngine random,
Poisson.RandomState state) |
static double |
Ansari.random(int m,
int n,
double[][][] w,
RandomEngine random) |
static double[] |
Zipf.random(int n,
int N,
double s,
RandomEngine random) |
static double[] |
Ansari.random(int count,
int m,
int n,
double[][][] w,
RandomEngine random) |
static double[] |
Ansari.random(int count,
int m,
int n,
RandomEngine random) |
static double[] |
Spearman.random(int count,
int n,
RandomEngine random) |
static double |
Ansari.random(int m,
int n,
RandomEngine random)
Ansari RNG by inversion -- WARNING: Untested
|
static double[] |
Kendall.random(int count,
int n,
RandomEngine random) |
static double |
Spearman.random(int n,
RandomEngine random)
Inverse CDF lookup
|
static double |
Kendall.random(int n,
RandomEngine random)
Kendall RNG by inversion
|
double[] |
SignRank.random(int n,
RandomEngine r) |
double |
SignRank.random(RandomEngine rr) |
void |
SignRank.setRandomEngine(RandomEngine rand) |
Modifier and Type | Method and Description |
---|---|
static double |
ReverseWeibull.random(double loc,
double scale,
double shape,
RandomEngine random) |
static double |
GEV.random(double loc,
double scale,
double shape,
RandomEngine random) |
static double |
GeneralizedPareto.random(double loc,
double scale,
double shape,
RandomEngine random) |
static double |
Fretchet.random(double loc,
double scale,
double shape,
RandomEngine random) |
static double |
Gumbel.random(double loc,
double scale,
RandomEngine random) |
static double |
Rayleigh.random(double scale,
RandomEngine random) |
static double |
Extreme.random(GenericDistribution dist,
int mlen,
boolean largest,
RandomEngine random) |
static double |
Order.random(GenericDistribution dist,
int mlen,
int j,
boolean largest,
RandomEngine random) |
static double[] |
ReverseWeibull.random(int n,
double loc,
double scale,
double shape,
RandomEngine random) |
static double[] |
GEV.random(int n,
double loc,
double scale,
double shape,
RandomEngine random) |
static double[] |
GeneralizedPareto.random(int n,
double loc,
double scale,
double shape,
RandomEngine random) |
static double[] |
Fretchet.random(int n,
double loc,
double scale,
double shape,
RandomEngine random) |
static double[] |
Gumbel.random(int n,
double loc,
double scale,
RandomEngine random) |
static double[] |
Rayleigh.random(int n,
double scale,
RandomEngine random) |
static double[] |
Extreme.random(int n,
GenericDistribution dist,
int mlen,
boolean largest,
RandomEngine random) |
static double[] |
Order.random(int n,
GenericDistribution dist,
int mlen,
int j,
boolean largest,
RandomEngine random) |
Modifier and Type | Method and Description |
---|---|
RandomEngine |
GenericDistribution.getRandomEngine() |
Modifier and Type | Method and Description |
---|---|
double |
GenericDistribution.random(RandomEngine r)
Deprecated.
|
void |
GenericDistribution.setRandomEngine(RandomEngine r) |
Modifier and Type | Class and Description |
---|---|
class |
MersenneTwister
MersenneTwister and MersenneTwisterFast
|
class |
RandomCMWC
Implementation of CMWC4096 (Complementary-multiply-with-carry) random number generator
by George Marsaglia.
|
class |
RandomWELL44497b
Implementation of WELL 44497b (Well Equidistributed Long-period Linear) random number generator
by Francois Panneton, et al.
|
Modifier and Type | Method and Description |
---|---|
abstract RandomEngine |
RandomEngine.clone() |
Modifier and Type | Method and Description |
---|---|
static void |
RandomSampler.sample(long n,
long N,
int count,
long low,
long[] values,
int fromIndex,
RandomEngine randomGenerator)
Efficiently computes a sorted random set of count elements from the interval [low,low+N-1].
|
Constructor and Description |
---|
RandomSampler(long n,
long N,
long low,
RandomEngine randomGenerator)
Constructs a random sampler that computes and delivers sorted random sets in blocks.
|
Modifier and Type | Method and Description |
---|---|
static void |
Utilities.permute(double[] e,
RandomEngine random)
Permute the array e
|
static double[] |
Utilities.sample_int(int n,
int s,
RandomEngine random)
Sample from 1 to n, with size s, without replacement
|