newran.h

随机数生成程序

class Poisson : public Random             // generate poisson rv
{
   void operator=(const Poisson&) {}      // private so can't access
   Random* method;

public:
   char* Name();                          // identification
   Poisson(Real);                         // constructor (Real=mean)
   ~Poisson() { delete method; }
   Real Next() { return method->Next(); }
   ExtReal Mean() const { return method->Mean(); }
   ExtReal Variance() const { return method->Variance(); }
};

//***************** binomial random number generator *******************

class Binomial : public Random            // generate binomial rv
{
   void operator=(const Binomial&) {}     // private so can't access
   Random* method;

public:
   char* Name();                          // identification
   Binomial(int p, Real n);               // constructor (int=n, Real=p)
   ~Binomial() { delete method; }
   Real Next() { return method->Next(); }
   ExtReal Mean() const { return method->Mean(); }
   ExtReal Variance() const { return method->Variance(); }
};

//************** negative binomial random number generator *****************

class NegativeBinomial : public AsymGen   // generate negative binomial rv
{
   Real N, P, Q, p, ln_q, c;

public:
   char* Name();
   NegativeBinomial(Real NX, Real PX);    // constructor
   Real Density(Real) const;              // Negative binomial density function
   Real Next();
   ExtReal Mean() const { return N * P; }
   ExtReal Variance() const { return N * P * Q; }
};



//************************ sum of random numbers ************************

class NegatedRandom : public Random
{
protected:
   Random* rv;
   NegatedRandom(Random& rvx) : rv(&rvx) {}
   void tDelete() { rv->tDelete(); delete this; }

public:
   Real Next();
   ExtReal Mean() const;
   ExtReal Variance() const;
   friend NegatedRandom& operator-(Random&);
};

class ScaledRandom : public Random
{
protected:
   Random* rv; Real s;
   ScaledRandom(Random& rvx, Real sx) : rv(&rvx), s(sx) {}
   void tDelete() { rv->tDelete(); delete this; }

public:
   Real Next();
   ExtReal Mean() const;
   ExtReal Variance() const;
   friend ScaledRandom& operator*(Real, Random&);
   friend ScaledRandom& operator*(Random&, Real);
   friend ScaledRandom& operator/(Random&, Real);
};

class ReciprocalRandom : public Random
{
protected:
   Random* rv; Real s;
   ReciprocalRandom(Random& rvx, Real sx) : rv(&rvx), s(sx) {}
   void tDelete() { rv->tDelete(); delete this; }

public:
   Real Next();
   ExtReal Mean() const { return Missing; }
   ExtReal Variance() const { return Missing; }
   friend ReciprocalRandom& operator/(Real, Random&);
};

class ShiftedRandom : public ScaledRandom
{
   ShiftedRandom(Random& rvx, Real sx) : ScaledRandom(rvx, sx) {}

public:
   Real Next();
   ExtReal Mean() const;
   ExtReal Variance() const;
   friend ShiftedRandom& operator+(Real, Random&);
   friend ShiftedRandom& operator+(Random&, Real);
   friend ShiftedRandom& operator-(Random&, Real);
};

class ReverseShiftedRandom : public ScaledRandom
{
   ReverseShiftedRandom(Random& rvx, Real sx) : ScaledRandom(rvx, sx) {}

public:
   Real Next();
   ExtReal Mean() const;
   ExtReal Variance() const;
   friend ReverseShiftedRandom& operator-(Real, Random&);
};

class RepeatedRandom : public Random
{
   Random* rv; int n;
   void tDelete() { rv->tDelete(); delete this; }
   RepeatedRandom(Random& rvx, int nx)  : rv(&rvx), n(nx) {}

public:
   Real Next();
   ExtReal Mean() const;
   ExtReal Variance() const;
   friend class Random;
};

class MultipliedRandom : public Random
{
protected:
   Random* rv1; Random* rv2;
   void tDelete() { rv1->tDelete(); rv2->tDelete(); delete this; }
   MultipliedRandom(Random& rv1x, Random& rv2x) : rv1(&rv1x), rv2(&rv2x) {}

public:
   Real Next();
   ExtReal Mean() const;
   ExtReal Variance() const;
   friend MultipliedRandom& operator*(Random&, Random&);
};

class AddedRandom : public MultipliedRandom
{
   AddedRandom(Random& rv1x, Random& rv2x) : MultipliedRandom(rv1x, rv2x) {}

public:
   Real Next();
   ExtReal Mean() const;
   ExtReal Variance() const;
   friend AddedRandom& operator+(Random&, Random&);
};

class SubtractedRandom : public MultipliedRandom
{
   SubtractedRandom(Random& rv1x, Random& rv2x)
      : MultipliedRandom(rv1x, rv2x) {}

public:
   Real Next();
   ExtReal Mean() const;
   ExtReal Variance() const;
   friend SubtractedRandom& operator-(Random&, Random&);
};

class DividedRandom : public MultipliedRandom
{
   DividedRandom(Random& rv1x, Random& rv2x)
      : MultipliedRandom(rv1x, rv2x) {}

public:
   Real Next();
   ExtReal Mean() const { return Missing; }
   ExtReal Variance() const { return Missing; }
   friend DividedRandom& operator/(Random&, Random&);
};

class SumRandom : public Random           // sum of random variables
{
   void operator=(const SumRandom&) {}    // private so can't access
   Random* rv;

public:
   char* Name();                          // identification
   SumRandom(NegatedRandom& rvx) : rv(&rvx) {}
   SumRandom(AddedRandom& rvx) : rv(&rvx) {}
   SumRandom(MultipliedRandom& rvx) : rv(&rvx) {}
   SumRandom(SubtractedRandom& rvx) : rv(&rvx) {}
   SumRandom(DividedRandom& rvx) : rv(&rvx) {}
   SumRandom(ShiftedRandom& rvx) : rv(&rvx) {}
   SumRandom(ReverseShiftedRandom& rvx) : rv(&rvx) {}
   SumRandom(ScaledRandom& rvx) : rv(&rvx) {}
   SumRandom(ReciprocalRandom& rvx) : rv(&rvx) {}
   SumRandom(RepeatedRandom& rvx) : rv(&rvx) {}
   Real Next() { return rv->Next(); }
   ExtReal Mean() const { return rv->Mean(); }
   ExtReal Variance() const { return rv->Variance(); }
   ~SumRandom() { rv->tDelete(); }
};

//******************** mixtures of random numbers ************************


class SelectedRandom : public Random
{
   friend class Random;
   Random* rv; Real p;
   SelectedRandom(Random& rvx, Real px) : rv(&rvx), p(px) {}
   void tDelete() { rv->tDelete(); delete this; }

public:
   void load(int*, Real*, Random**);
   Real Next();
};

class AddedSelectedRandom : public Random
{
   friend class Random;

protected:
   Random* rv1; Random* rv2;
   AddedSelectedRandom(Random& rv1x, Random& rv2x)
      : rv1(&rv1x), rv2(&rv2x) {}
   void tDelete() { rv1->tDelete(); rv2->tDelete(); delete this; }

public:
   int nelems() const;
   void load(int*, Real*, Random**);
   Real Next();
   friend AddedSelectedRandom& operator+(SelectedRandom&,
      SelectedRandom&);
   friend AddedSelectedRandom& operator+(AddedSelectedRandom&,
      SelectedRandom&);
   friend AddedSelectedRandom& operator+(SelectedRandom&,
      AddedSelectedRandom&);
   friend AddedSelectedRandom& operator+(AddedSelectedRandom&,
      AddedSelectedRandom&);
};

class MixedRandom : public Random         // mixtures of random numbers
{
   void operator=(const MixedRandom&) {}  // private so can't access
   int n;                                 // number of components
   DiscreteGen* dg;                       // discrete mixing distribution
   Random** rv;                           // array of pointers to rvs
   ExtReal mean, var;
   void Build(Real*);                     // used by constructors

public:
   char* Name();                          // identification
   MixedRandom(int, Real*, Random**);
   MixedRandom(AddedSelectedRandom&);
   ~MixedRandom();
   Real Next();
   ExtReal Mean() const { return mean; }
   ExtReal Variance() const { return var; }
};

//******************* Permutation generator *******************************

class RandomPermutation                   // generate permutation of integers
{
   Random U;

public:
   void Next(int N, int M, int p[], int start = 0);
                                          // select permutation of M numbers
                                          // from start, ..., start+N-1
                                          // results to p
   void Next(int N, int p[], int start = 0) { Next(N, N, p, start); }
};

class RandomCombination : public RandomPermutation
                                          // generate combination of integers
                                          // sorted - ascending
{
   void SortAscending(int n, int gm[]);

public:
   void Next(int N, int M, int p[], int start = 0)
      { RandomPermutation::Next(N, M, p, start); SortAscending(M, p); }
   void Next(int N, int p[], int start = 0) { Next(N, N, p, start); }
};



#ifdef use_namespace
}
#endif

#endif