|
Class Summary |
| BernoulliGen |
This class implements random variate generators for the
Bernoulli distribution (see class
BernoulliDist). |
| BetaGen |
This class implements random variate generators with the
beta distribution with shape parameters
α > 0 and
β > 0, over the interval (a, b), where a < b. |
| BetaRejectionLoglogisticGen |
Implements Beta random variate generators using
the rejection method with log-logistic envelopes. |
| BetaStratifiedRejectionGen |
This class implements Beta random variate generators using
the stratified rejection/patchwork rejection
method. |
| BetaSymmetricalBestGen |
This class implements symmetrical beta random variate generators using
Devroye's one-liner method. |
| BetaSymmetricalGen |
This class implements random variate generators with the symmetrical
beta distribution with shape parameters
α = β,
over the interval (0, 1). |
| BetaSymmetricalPolarGen |
This class implements symmetrical beta random variate generators using
Ulrich's polar method. |
| BinomialConvolutionGen |
Implements binomial random variate generators using the
convolution method. |
| BinomialGen |
This class implements random variate generators for the
binomial distribution. |
| CauchyGen |
This class implements random variate generators for the Cauchy
distribution. |
| ChiGen |
This class implements random variate generators for the
chi distribution. |
| ChiRatioOfUniformsGen |
This class implements Chi random variate generators using
the ratio of uniforms method with shift. |
| ChiSquareGen |
This class implements random variate generators with the
chi square distribution with n > 0 degrees of freedom. |
| ChiSquareNoncentralGamGen |
This class implements noncentral chi square random variate generators
using the additive property of the noncentral chi square distribution. |
| ChiSquareNoncentralGen |
This class implements random variate generators for the
noncentral chi square distribution with ν degrees of freedom
and noncentrality parameter λ. |
| ChiSquareNoncentralPoisGen |
This class implements noncentral chi square random variate generators
using Poisson and central chi square generators. |
| ErlangConvolutionGen |
This class implements Erlang random variate generators using
the convolution method. |
| ErlangGen |
This class implements random variate generators for the Erlang
distribution with parameters k > 0 and
λ > 0. |
| ExponentialGen |
This class implements random variate generators for the
exponential distribution. |
| ExtremeValueGen |
Deprecated. |
| FatigueLifeGen |
This class implements random variate generators for
the fatigue life distribution with location
parameter μ, scale parameter β and shape
parameter γ. |
| FisherFGen |
This class implements random variate generators for the
Fisher F distribution with n and m
degrees of freedom, where n and m are positive integers. |
| FoldedNormalGen |
This class implements methods for generating random variates from the
folded normal distribution with
parameters μ >= 0 and
σ > 0. |
| FrechetGen |
This class implements methods for generating random variates from the
Fréchet distribution, with location parameter δ, scale
parameter β > 0, and shape parameter
α > 0, where we use
the notation
z = (x - δ)/β. |
| GammaAcceptanceRejectionGen |
This class implements gamma random variate generators using
a method that combines acceptance-rejection
with acceptance-complement. |
| GammaGen |
This class implements random variate generators for the gamma
distribution. |
| GammaRejectionLoglogisticGen |
This class implements gamma random variate generators using
a rejection method with loglogistic envelopes,. |
| GeometricGen |
This class implements a random variate generator for the
geometric distribution. |
| GumbelGen |
This class implements methods for generating random variates from the
Gumbel distribution. |
| HalfNormalGen |
This class implements methods for generating random variates from the
half-normal distribution with parameters μ and
σ > 0. |
| HyperbolicSecantGen |
This class implements random variate generators for the
hyperbolic secant distribution with location
parameter μ and scale parameter σ. |
| HypergeometricGen |
This class implements random variate generators for the
hypergeometric distribution. |
| InverseFromDensityGen |
Implements a method for generating random variates by numerical inversion of
an arbitrary continuous distribution when only the probability density
is known. |
| InverseGammaGen |
This class implements random variate generators for
the inverse gamma distribution with shape parameter
α > 0 and scale parameter β > 0. |
| InverseGaussianGen |
This class implements random variate generators for
the inverse Gaussian distribution with location parameter
μ > 0 and scale parameter
λ > 0. |
| InverseGaussianMSHGen |
This class implements inverse gaussian random variate generators using
the many-to-one transformation method of Michael, Schucany and Haas (MHS). |
| JohnsonSBGen |
This class implements random variate generators for the
Johnson SB distribution. |
| JohnsonSUGen |
This class implements random variate generators for the
Johnson SU distribution. |
| KernelDensityGen |
This class implements random variate generators for distributions
obtained via kernel density estimation methods from a set of
n individual observations
x1,..., xn. |
| KernelDensityVarCorrectGen |
This class is a variant of KernelDensityGen, but with
a rescaling of the empirical distribution so that the variance
of the density used to generate the random variates is equal
to the empirical variance,
as suggested by Silverman. |
| LogarithmicGen |
This class implements random variate generators for the (discrete)
logarithmic distribution. |
| LogisticGen |
This class implements random variate generators for the
logistic distribution. |
| LoglogisticGen |
This class implements random variate generators for the
log-logistic distribution with shape parameter
α > 0
and scale parameter β > 0. |
| LognormalGen |
This class implements methods for generating random variates from the
lognormal distribution. |
| LognormalSpecialGen |
Implements methods for generating random variates from the
lognormal distribution using an arbitrary normal random
variate generator. |
| NakagamiGen |
This class implements random variate generators for the Nakagami
distribution. |
| NegativeBinomialGen |
This class implements random variate generators having the
negative binomial distribution. |
| NormalACRGen |
This class implements normal random variate generators using
the acceptance-complement ratio method. |
| NormalBoxMullerGen |
This class implements normal random variate generators using
the Box-Muller method. |
| NormalGen |
This class implements methods for generating random variates from the
normal distribution
N(μ, σ). |
| NormalInverseGaussianGen |
This class implements random variate generators for
the normal inverse gaussian (NIG) distribution. |
| NormalInverseGaussianIGGen |
. |
| NormalKindermannRamageGen |
This class implements normal random variate generators using
the Kindermann-Ramage method. |
| NormalPolarGen |
This class implements normal random variate generators using
the polar method with rejection. |
| ParetoGen |
This class implements random variate generators for one of the Pareto
distributions, with parameters α > 0 and β > 0. |
| PascalConvolutionGen |
Implements Pascal random variate generators by
the convolution method. |
| PascalGen |
Implements Pascal random variate generators, which is a special case of the
negative binomial generator with parameter γ equal to a positive integer. |
| Pearson5Gen |
THIS CLASS HAS BEEN RENAMED InverseGammaGen. |
| Pearson6Gen |
This class implements random variate generators for
the Pearson type VI distribution with shape parameters
α1 > 0 and
α2 > 0, and scale parameter β > 0. |
| PoissonGen |
This class implements random variate generators having the Poisson
distribution. |
| PoissonTIACGen |
This class implements random variate generators having the Poisson
distribution (see PoissonGen). |
| PowerGen |
This class implements random variate generators for the
power distribution with shape parameter
c > 0, over the interval [a, b]. |
| RandomVariateGen |
This is the base class for all random variate generators over the real line. |
| RandomVariateGenInt |
This is the base class for all generators of discrete random variates
over the set of integers. |
| RandomVariateGenWithCache |
This class represents a random variate generator whose values
are cached for more efficiency when using
common random numbers. |
| RayleighGen |
This class implements random variate generators for the
Rayleigh distribution. |
| StudentGen |
This class implements methods for generating random variates from the
Student distribution with n > 0 degrees of freedom. |
| StudentPolarGen |
This class implements Student random variate generators using
the polar method of. |
| TriangularGen |
This class implements random variate generators for the
triangular distribution. |
| UniformGen |
This class implements random variate generators for
the (continuous) uniform distribution over the interval (a, b),
where a and b are real numbers with a < b. |
| UniformIntGen |
This class implements a random variate generator for the
uniform distribution over integers, over the interval [i, j]. |
| UnuranContinuous |
This class permits one to create continuous univariate
distribution using UNURAN via its string API. |
| UnuranDiscreteInt |
This class permits one to create a discrete univariate
distribution using UNURAN via its string API. |
| UnuranEmpirical |
This class permits one to create generators for empirical and
quasi-empirical univariate distributions
using UNURAN via its string interface. |
| WeibullGen |
This class implements random variate generators for the
Weibull distribution. |