IT++ Logo
Public Member Functions | List of all members
itpp::AR1_Normal_RNG Class Reference

Filtered normal distribution. More...

#include <itpp/base/random.h>

Public Member Functions

 AR1_Normal_RNG (double meanval=0.0, double variance=1.0, double rho=0.0)
 Constructor. Set mean, variance, and correlation.
 
void setup (double meanval, double variance, double rho)
 Set mean, variance, and correlation.
 
void get_setup (double &meanval, double &variance, double &rho) const
 Get mean, variance and correlation.
 
void reset ()
 Set memory contents to zero.
 
double operator() ()
 Get a single random sample.
 
vec operator() (int n)
 Get a sample vector.
 
mat operator() (int h, int w)
 Get a sample matrix.
 

Detailed Description

Filtered normal distribution.

Definition at line 652 of file random.h.

Constructor & Destructor Documentation

◆ AR1_Normal_RNG()

itpp::AR1_Normal_RNG::AR1_Normal_RNG ( double  meanval = 0.0,
double  variance = 1.0,
double  rho = 0.0 
)

Constructor. Set mean, variance, and correlation.

Definition at line 771 of file random.cpp.

References setup(), and itpp::variance().

Member Function Documentation

◆ setup()

void itpp::AR1_Normal_RNG::setup ( double  meanval,
double  variance,
double  rho 
)

Set mean, variance, and correlation.

Definition at line 776 of file random.cpp.

References itpp::variance().

Referenced by AR1_Normal_RNG().

◆ get_setup()

void itpp::AR1_Normal_RNG::get_setup ( double &  meanval,
double &  variance,
double &  rho 
) const

Get mean, variance and correlation.

Definition at line 786 of file random.cpp.

References itpp::variance().

◆ reset()

void itpp::AR1_Normal_RNG::reset ( )

Set memory contents to zero.

Definition at line 816 of file random.cpp.

◆ operator()() [1/3]

double itpp::AR1_Normal_RNG::operator() ( )
inline

Get a single random sample.

Definition at line 665 of file random.h.

◆ operator()() [2/3]

vec itpp::AR1_Normal_RNG::operator() ( int  n)

Get a sample vector.

Definition at line 794 of file random.cpp.

◆ operator()() [3/3]

mat itpp::AR1_Normal_RNG::operator() ( int  h,
int  w 
)

Get a sample matrix.

Definition at line 804 of file random.cpp.


The documentation for this class was generated from the following files:
SourceForge Logo

Generated on Tue Jan 24 2023 00:00:00 for IT++ by Doxygen 1.9.6