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itpp::AR1_Normal_RNG Class Reference
[Random Number Generation]

Filtered normal distribution. More...

#include <itpp/base/random.h>

List of all members.

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 552 of file random.h.


Constructor & Destructor Documentation

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 310 of file random.cpp.


Member Function Documentation

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

Set mean, variance, and correlation.

Definition at line 320 of file random.cpp.

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

Get mean, variance and correlation.

Definition at line 330 of file random.cpp.

void itpp::AR1_Normal_RNG::reset  ) 
 

Set memory contents to zero.

Definition at line 359 of file random.cpp.

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

Get a single random sample.

Definition at line 563 of file random.h.

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

Get a sample vector.

Definition at line 337 of file random.cpp.

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

Get a sample matrix.

Definition at line 347 of file random.cpp.


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