Package | Description |
---|---|
simkit.random |
A collection of Classes used to generate Random Numbers, Random
Variates, and RandomVectors.
|
simkit.test |
Functional tests.
|
simkit.util |
Contains a number of useful generic classes.
|
Modifier and Type | Interface and Description |
---|---|
interface |
Pooled
A RandomNumber that is generated by combining the outputs of two
other RandomNumbers.
|
interface |
RandomNumberStream |
Modifier and Type | Class and Description |
---|---|
class |
Antithetic
Generates antithetic random numbers.
|
class |
Congruential
An implementation of a multiplicative Linear Congruential Generator.
|
class |
MersenneTwister
Mersenne Twister random number generator.
|
class |
MersenneTwisterDC
A clean port of the Mersenne Twister from the C code.
|
class |
Mother
The "Mother-of-All" random number generators.
|
class |
MRG32k3a
An ateempt to implement L'Ecuyer's MRG32k3a algorithm from
"Good Parameters and Implementations for Combined Multiple Recursive
Random Number Generators"
|
class |
NSSrng
An implementation of the RandomNumber Generator contained in the
Naval Simulation System.
|
class |
PooledGenerator
Deprecated.
Use PooledXORGenerator instead
|
class |
PooledGeneratorBase
Base class for pooled generators.
|
class |
PooledXORGenerator
Pools two
RandomNumber instances by XOR-ing
their generated long values. |
class |
RngStream
Title: RngStream.java
Description: Multiple Streams and Substreams of Random Numbers Copyright: Pierre L'Ecuyer, University of Montreal Notice: This code can be used freely for personal, academic, or non-commercial purposes. |
class |
Sequential
Generates "random" numbers that are simply the last value + 1.
|
class |
Tausworthe
Implements a Tausworthe random number generator.
|
Modifier and Type | Field and Description |
---|---|
protected static RandomNumber |
RandomVariateFactory.DEFAULT_RNG
Default RandomNumber instance.
|
protected RandomNumber |
Antithetic.delegate
The supporting RandomNumber instance.
|
protected RandomNumber |
PooledGeneratorBase.first
The instance of the first RandomNumber.
|
private RandomNumber |
GeometricVariate.rng
The supporting RandomNumber instance.
|
private RandomNumber |
Geometric_64Variate.rng
The supporting RandomNumber instance.
|
private RandomNumber |
NHPoissonProcessVariate.rng
The instance of the supporting RandomNumber.
|
private RandomNumber |
NHPoissonProcess_64Variate.rng
The instance of the supporting RandomNumber.
|
private RandomNumber |
NPPoissonProcessThinnedVariate.rng |
private RandomNumber |
NPPoissonProcessThinned_64Variate.rng |
protected RandomNumber |
Normal02Variate.rng
The instance of the supporting RandomNumber.
|
protected RandomNumber |
Normal02_64Variate.rng
The instance of the supporting RandomNumber.
|
private RandomNumber |
OscillatingExponentialVariate.rng
The supporting RandomNumber.
|
private RandomNumber |
OscillatingExponential_64Variate.rng
The supporting RandomNumber.
|
protected RandomNumber |
RandomVariateBase.rng
The supporting RandomNumber.
|
private RandomNumber |
RotatedBivariateNormalVector.rng |
private RandomNumber |
SequenceVariate.rng |
protected RandomNumber |
PooledGeneratorBase.second
The instance of the second RandomNumber.
|
Modifier and Type | Field and Description |
---|---|
protected static java.util.Map<java.lang.String,java.lang.Class<? extends RandomNumber>> |
RandomNumberFactory.cache
A cache of RandomNumber Classes that have already been found.
|
(package private) static java.lang.Class<? extends RandomNumber> |
RandomNumberFactory.DEFAULT_CLASS
The default Class that will be generated if one is not specified by the
user.
|
Modifier and Type | Method and Description |
---|---|
static RandomNumber |
RandomNumberFactory.getAntithetic(RandomNumber rng)
Creates an instance of a
RandomNumber the will generate
numbers that are antithetic to the given instance. |
static RandomNumber |
RandomVariateFactory.getDefaultRandomNumber() |
RandomNumber |
Pooled.getFirst() |
RandomNumber |
PooledGeneratorBase.getFirst()
Returns the instance of the first RandomNumber.
|
static RandomNumber |
RandomNumberFactory.getInstance()
Creates an instance of the default Class with its default seed(s).
|
static RandomNumber |
RandomNumberFactory.getInstance(long seed)
Creates an instance of the default Class with the given seed.
|
static RandomNumber |
RandomNumberFactory.getInstance(long[] seed)
Creates an instance of the default Class with the given seeds.
|
static RandomNumber |
RandomNumberFactory.getInstance(RandomNumber rng)
Creates an instance that has the same Class as the given
RandomNumber and initial seed(s) equal to the current seed
of the given RandomNumber . |
static RandomNumber |
RandomNumberFactory.getInstance(java.lang.String className)
Creates an instance of the given Class with its default seed(s).
|
static RandomNumber |
RandomNumberFactory.getInstance(java.lang.String className,
long seed)
Creates an instance of the given Class with the given seed.
|
static RandomNumber |
RandomNumberFactory.getInstance(java.lang.String className,
long[] seed)
Creates an instance of the given Class with the given seeds.
|
RandomNumber |
Antithetic.getRandomNumber() |
RandomNumber |
BinomialVariate.getRandomNumber()
Gets the instance of RandomNumber that supports the underlying
BernoulliVariate.
|
RandomNumber |
BivariateNormalVector.getRandomNumber() |
RandomNumber |
ExponentialTransform.getRandomNumber()
Returns the instance of the supporting RandomNumber of the underlying
RandomVariate.
|
RandomNumber |
FrequencyRandomObjectVariate.getRandomNumber() |
RandomNumber |
GeometricVariate.getRandomNumber()
Returns the instance of the supporting RandomNumber.
|
RandomNumber |
Geometric_64Variate.getRandomNumber()
Returns the instance of the supporting RandomNumber.
|
RandomNumber |
LogTransform.getRandomNumber()
Returns the instance of RandomNumber that supports the underlying
RandomVariate.
|
RandomNumber |
Log_64Transform.getRandomNumber()
Returns the instance of RandomNumber that supports the underlying
RandomVariate.
|
RandomNumber |
NHPoissonProcessVariate.getRandomNumber()
Gets the instance of the underlying RandomNumber.
|
RandomNumber |
NHPoissonProcess_64Variate.getRandomNumber()
Gets the instance of the underlying RandomNumber.
|
RandomNumber |
NPPoissonProcessThinnedVariate.getRandomNumber() |
RandomNumber |
NPPoissonProcessThinned_64Variate.getRandomNumber() |
RandomNumber |
Normal02Variate.getRandomNumber()
Returns the instance of the supporting RandomNumber.
|
RandomNumber |
Normal02_64Variate.getRandomNumber()
Returns the instance of the supporting RandomNumber.
|
RandomNumber |
OscillatingExponentialVariate.getRandomNumber()
Returns the instance of the underlying RandomNumber.
|
RandomNumber |
OscillatingExponential_64Variate.getRandomNumber()
Returns the instance of the underlying RandomNumber.
|
RandomNumber |
PearsonTypeVVariate.getRandomNumber() |
RandomNumber |
RandomVariate.getRandomNumber()
Returns the instance of the supporting RandomNumber
|
RandomNumber |
RandomVariateBase.getRandomNumber()
Returns the instance of the supporting RandomVariate.
|
RandomNumber |
RandomVector.getRandomNumber()
Gets the instance of the supporting RandomNumber.
|
RandomNumber |
RenewalProcessVariate.getRandomNumber()
Returns the instance of the supporting RandomNumber.
|
RandomNumber |
RotatedBivariateNormalVector.getRandomNumber() |
RandomNumber |
ScaledVariate.getRandomNumber()
Returns the instance of the supporting RandomNumber.
|
RandomNumber |
SequenceVariate.getRandomNumber() |
RandomNumber |
Pooled.getSecond() |
RandomNumber |
PooledGeneratorBase.getSecond()
Returns the instance of the second RandomNumber.
|
Modifier and Type | Method and Description |
---|---|
static java.util.Map<java.lang.String,java.lang.Class<? extends RandomNumber>> |
RandomNumberFactory.getCache()
A cache of RandomNumber Classes that have already been found.
|
static java.lang.Class<? extends RandomNumber> |
RandomNumberFactory.getClassFor(java.lang.String className)
Helper method - given an unqualified class name, searches through search
path for actual class, returning the first one it finds.
|
Modifier and Type | Method and Description |
---|---|
static RandomNumber |
RandomNumberFactory.getAntithetic(RandomNumber rng)
Creates an instance of a
RandomNumber the will generate
numbers that are antithetic to the given instance. |
static DiscreteRandomVariate |
RandomVariateFactory.getDiscreteRandomVariateInstance(java.lang.String className,
RandomNumber rng,
java.lang.Object... params) |
static RandomNumber |
RandomNumberFactory.getInstance(RandomNumber rng)
Creates an instance that has the same Class as the given
RandomNumber and initial seed(s) equal to the current seed
of the given RandomNumber . |
static RandomVector |
RandomVectorFactory.getInstance(RandomNumber rng,
java.lang.Class<?> rvClass,
java.lang.Object... params)
Creates a
RandomVector instance supported by the
RandomNumber instance passed in. |
static RandomVector |
RandomVectorFactory.getInstance(RandomNumber rng,
java.lang.String className,
java.lang.Object... parameters)
Creates a
RandomVector instance supported by the
RandomNumber instance passed in. |
static Pooled |
RandomNumberFactory.getInstance(java.lang.String className,
RandomNumber[] rng)
Creates an instance of a
Pooled RandomNumber of the given
Class using the 2 given instances of RandomNumber . |
static RandomVariate |
RandomVariateFactory.getInstance(java.lang.String className,
RandomNumber rng,
java.lang.Object... parameters)
Creates a
RandomVariate instance supported by the
RandomNumber instance passed in. |
static Pooled |
RandomNumberFactory.getInstance(java.lang.String className,
RandomNumber first,
RandomNumber second)
Creates an instance of a
Pooled RandomNumber of the given
Class using the 2 given instances of RandomNumber . |
static void |
RandomVariateFactory.setDefaultRandomNumber(RandomNumber rng) |
void |
Pooled.setFirst(RandomNumber first) |
void |
PooledGeneratorBase.setFirst(RandomNumber first)
Sets the instance of the first RandomNumber to be pooled.
|
void |
Antithetic.setRandomNumber(RandomNumber rng)
If the desire
is to create 2 antithetic random number streams, then the RandomNumber
instance supplied should be a copy of the original.
|
void |
BetaVariate.setRandomNumber(RandomNumber rng) |
void |
BinomialVariate.setRandomNumber(RandomNumber rng)
Sets the instance of RandomNumber that supports the underlying
BernoulliVariate.
|
void |
BivariateNormalVector.setRandomNumber(RandomNumber randomNumber) |
void |
ConvolutionVariate.setRandomNumber(RandomNumber rand)
Sets the supporting RandomNumber of each underlying RandomVariate.
|
void |
ExponentialTransform.setRandomNumber(RandomNumber rng)
Sets the supporting RandomNumber of the underlying RandomVariate.
|
void |
FrequencyRandomObjectVariate.setRandomNumber(RandomNumber rng) |
void |
GeometricVariate.setRandomNumber(RandomNumber rng)
Sets the supporting RandomNumber instance
|
void |
Geometric_64Variate.setRandomNumber(RandomNumber rng)
Sets the supporting RandomNumber instance
|
void |
IntegerTraceVariate.setRandomNumber(RandomNumber rng)
This is a no-op, since an instance of Sequential is used.
|
void |
LogTransform.setRandomNumber(RandomNumber rng)
Sets the instance of RandomNumber that supports the underlying
RandomVariate.
|
void |
Log_64Transform.setRandomNumber(RandomNumber rng)
Sets the instance of RandomNumber that supports the underlying
RandomVariate.
|
void |
NHPoissonProcessVariate.setRandomNumber(RandomNumber rng)
Sets the supporting RandomNumber object
|
void |
NHPoissonProcess_64Variate.setRandomNumber(RandomNumber rng)
Sets the supporting RandomNumber object
|
void |
NPPoissonProcessThinnedVariate.setRandomNumber(RandomNumber rng) |
void |
NPPoissonProcessThinned_64Variate.setRandomNumber(RandomNumber rng) |
void |
Normal02Variate.setRandomNumber(RandomNumber rng)
Sets the supporting RandomNumber object
|
void |
Normal02_64Variate.setRandomNumber(RandomNumber rng)
Sets the supporting RandomNumber object
|
void |
OscillatingExponentialVariate.setRandomNumber(RandomNumber rng)
Sets the supporting RandomNumber object
|
void |
OscillatingExponential_64Variate.setRandomNumber(RandomNumber rng)
Sets the supporting RandomNumber object
|
void |
PearsonTypeVVariate.setRandomNumber(RandomNumber rng) |
void |
RandomVariate.setRandomNumber(RandomNumber rng)
Sets the supporting RandomNumber object
|
void |
RandomVariateBase.setRandomNumber(RandomNumber rng)
Sets the supporting RandomNumber for this RandomVariate.
|
void |
RandomVector.setRandomNumber(RandomNumber rng)
Sets the supporting RandomNumber.
|
void |
RenewalProcessVariate.setRandomNumber(RandomNumber rng)
Sets the supporting RandomNumber object
|
void |
RotatedBivariateNormalVector.setRandomNumber(RandomNumber rng) |
void |
ScaledVariate.setRandomNumber(RandomNumber rng)
Sets the supporting RandomNumber object
|
void |
SequenceVariate.setRandomNumber(RandomNumber rng)
Sets the supporting RandomNumber object
|
void |
TraceVariate.setRandomNumber(RandomNumber rng)
This is a no-op because the TraceVariate must use a Sequential instance
to successively generate values
|
void |
Pooled.setSecond(RandomNumber second) |
void |
PooledGeneratorBase.setSecond(RandomNumber second)
Sets the instance of the second RandomNumber to be pooled.
|
Constructor and Description |
---|
Antithetic(RandomNumber delegate)
Creates a new Antithetic based on the given RandomNumber.
|
Modifier and Type | Class and Description |
---|---|
class |
DummyGenerator |
Modifier and Type | Field and Description |
---|---|
private RandomNumber |
TestBooleanSimpleStats.rand |
Modifier and Type | Field and Description |
---|---|
private java.util.Map<java.lang.String,java.lang.Class<? extends RandomNumber>> |
ClassFinder.randomNumberClasses |
Modifier and Type | Method and Description |
---|---|
java.util.Map<java.lang.String,java.lang.Class<? extends RandomNumber>> |
ClassFinder.getRandomNumberClasses() |