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.

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

• itpp/base/random.h
• itpp/base/random.cpp