stoc3.cpp

来自「很好用的随机数产生器」· C++ 代码 · 共 19 行

/**************************** STOC3.CPP *********************** 2002-10-02 AF *
*
* Non-uniform random number generator functions.
*
* This file contains source code for the class StochasticLib3 derived
* from StochasticLib or StochasticLib2, defined in stocc.h.
*
* This class implements methods for sampling from the noncentral and extended 
* hypergeometric distributions, as well as the multivariate versions of these.
*
* Documentation:
* ==============
* The file stocc.h contains class definitions.
* The file stocc.htm contains further instructions.
* The file nchyp.pdf, available from www.agner.org/random/theory contains 
* theoretical description of Wallenius' and Fisher's noncentral hypergeometric
* distributions and the methods used in this code to sample from these.
*
*