nr02doc.htm

随机数发生器C++写的

    <td VALIGN="TOP">Derive a new class from <a HREF="#posgen">PosGen</a>, <a HREF="#symgen">SymGen</a>
    or <a HREF="#asymgen">AsymGen</a>, over-ride <i>Density</i>.</td>
    <td VALIGN="TOP">Gamma2</td>
  </tr>
  <tr>
    <td VALIGN="TOP">Can calculate inverse of distribution</td>
    <td VALIGN="TOP">Transform <a HREF="#random">uniform random</a> number.</td>
    <td VALIGN="TOP">Pareto</td>
  </tr>
  <tr>
    <td VALIGN="TOP">Transformation of supported random number</td>
    <td VALIGN="TOP">Derive a new class from the existing class</td>
    <td VALIGN="TOP">ChiSq1</td>
  </tr>
  <tr>
    <td VALIGN="TOP">Transformation of several random numbers</td>
    <td VALIGN="TOP">Derive new class from <a HREF="#random">Random</a>; generate the new
    random number from the existing generators.</td>
    <td VALIGN="TOP">ChiSq</td>
  </tr>
  <tr>
    <td VALIGN="TOP">Density with infinite singularity</td>
    <td VALIGN="TOP">Transform a random variable generated by <a HREF="#posgen">PosGen</a>, <a
    HREF="#symgen">SymGen</a> or <a HREF="#asymgen">AsymGen</a>.</td>
    <td VALIGN="TOP">Gamma1</td>
  </tr>
  <tr>
    <td VALIGN="TOP">Distribution with several modes</td>
    <td VALIGN="TOP">Breakdown into a <a HREF="#mixed">mixture</a> of unimodal distributions.</td>
    <td VALIGN="TOP"></td>
  </tr>
  <tr>
    <td VALIGN="TOP">Linear or quadratic combination of supported random numbers</td>
    <td VALIGN="TOP">Use <a HREF="#sum">SumRandom</a>.</td>
    <td VALIGN="TOP"></td>
  </tr>
  <tr>
    <td VALIGN="TOP">Mixture of supported random numbers</td>
    <td VALIGN="TOP">Use <a HREF="#mixed">MixedRandom</a>.</td>
    <td VALIGN="TOP"></td>
  </tr>
  <tr>
    <td VALIGN="TOP">Discrete distribution (&lt; 100 possible values)</td>
    <td VALIGN="TOP">Use <a HREF="#discretegen">DiscreteGen</a>.</td>
    <td VALIGN="TOP">Poisson2</td>
  </tr>
  <tr>
    <td VALIGN="TOP">Discrete distribution (many possible values)</td>
    <td VALIGN="TOP">Use <a HREF="#posgen">PosGen</a>, <a HREF="#symgen">SymGen</a> or <a
    HREF="#asymgen">AsymGen</a>.</td>
    <td VALIGN="TOP">Poisson1</td>
  </tr>
</table>

<p>&nbsp; </p>

<h2><a NAME="other"></a>Other people's code:</h2>

<p>The gamma function&nbsp; is adapted from <i>Numerical Recipes in C</i>
by Press, Flannery, Teukolsky, Vetterling published by the Cambridge University Press. 
The Shell sort and quick sort are adapted from <i>Algorithms in C++</i> by 
Sedgewick published by Addison Wesley.</p>

<p>&nbsp; </p>

<h2><a NAME="files"></a>Files included in this package:</h2>

<table BORDER="0" CELLSPACING="0" CELLPADDING="0" WIDTH="100%">
  <tr>
    <td VALIGN="TOP">readme.txt</td>
    <td VALIGN="TOP">readme file</td>
  </tr>
  <tr>
    <td VALIGN="TOP">nr02doc.htm</td>
    <td VALIGN="TOP">this file</td>
  </tr>
  <tr>
    <td VALIGN="TOP">rbd.css</td>
    <td VALIGN="TOP">style sheet for newran02.htm</td>
  </tr>
  <tr>
    <td VALIGN="TOP">newran.h</td>
    <td VALIGN="TOP">header file for <i>newran</i></td>
  </tr>
  <tr>
    <td VALIGN="TOP">newran.cpp</td>
    <td VALIGN="TOP">main code file</td>
  </tr>
  <tr>
    <td VALIGN="TOP">extreal.h</td>
    <td VALIGN="TOP">header file for <i>extended reals</i></td>
  </tr>
  <tr>
    <td VALIGN="TOP">extreal.cpp</td>
    <td VALIGN="TOP">code file for <i>extended reals</i></td>
  </tr>
  <tr>
    <td VALIGN="TOP">boolean.h</td>
    <td VALIGN="TOP">definition of <i>bool</i></td>
  </tr>
  <tr>
    <td VALIGN="TOP">include.h</td>
    <td VALIGN="TOP">option file</td>
  </tr>
  <tr>
    <td VALIGN="TOP"><span lang="en-nz">tryrand.h</span></td>
    <td VALIGN="TOP"><span lang="en-nz">header file for tryrand</span></td>
  </tr>
  <tr>
    <td VALIGN="TOP">tryrand.cpp</td>
    <td VALIGN="TOP">test file</td>
  </tr>
  <tr>
    <td VALIGN="TOP">tryrand1.cpp</td>
    <td VALIGN="TOP">called by tryrand - histograms of simple examples</td>
  </tr>
  <tr>
    <td VALIGN="TOP">tryrand2.cpp</td>
    <td VALIGN="TOP">called by tryrand - histograms of advanced examples</td>
  </tr>
  <tr>
    <td VALIGN="TOP">tryrand3.cpp</td>
    <td VALIGN="TOP">called by tryrand - statistical tests</td>
  </tr>
  <tr>
    <td VALIGN="TOP">tryrand4.cpp</td>
    <td VALIGN="TOP">called by tryrand - test permutations</td>
  </tr>
  <tr>
    <td VALIGN="TOP">tryrand5.cpp</td>
    <td VALIGN="TOP">called by tryrand - test &quot;vari&quot; versions of generators</td>
  </tr>
  <tr>
    <td VALIGN="TOP">hist.cpp</td>
    <td VALIGN="TOP">called by tryrand - draw histogram</td>
  </tr>
  <tr>
    <td VALIGN="TOP">tryrand.txt</td>
    <td VALIGN="TOP">output from tryrand</td>
  </tr>
  <tr>
    <td VALIGN="TOP">nr_cc.mak</td>
    <td VALIGN="TOP">make file for CC compiler</td>
  </tr>
  <tr>
    <td VALIGN="TOP">nr_gnu.mak</td>
    <td VALIGN="TOP">make file for gnu G++ compiler</td>
  </tr>
  <tr>
    <td VALIGN="TOP">nr_b55.mak</td>
    <td VALIGN="TOP">make file for Borland 5.5 compiler</td>
  </tr>
</table>

<p>&nbsp; </p>

<h2><a NAME="class"></a>Class structure:</h2>

<p>The following diagram gives the class hierarchy of the package. </p>

<pre><b>ExtReal</b>.......................... <i>Extended real numbers

</i><b>Random</b>........................... Uniform random number generator
&nbsp;|
&nbsp;+---Constant.................... Return a constant
&nbsp;|
&nbsp;+---PosGen...................... Used by PosGenX etc
&nbsp;|&nbsp;&nbsp;&nbsp; |
&nbsp;|&nbsp;&nbsp;&nbsp; +---PosGenX................ Positive random #s from decreasing density
&nbsp;|&nbsp;&nbsp;&nbsp; |
&nbsp;|&nbsp;&nbsp;&nbsp; +---Exponential............ Negative exponential rng
&nbsp;|&nbsp;&nbsp;&nbsp; |
&nbsp;|&nbsp;&nbsp;&nbsp; +---Gamma1................. Used by Gamma (shape parameter &lt; 1)
&nbsp;|&nbsp;&nbsp;&nbsp; |
&nbsp;|&nbsp;&nbsp;&nbsp; +---SymGen................. Used by SymGenX etc
&nbsp;|&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
&nbsp;|&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; +---SymGenX........... Random numbers from symmetric density
&nbsp;|&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
&nbsp;|&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; +---Cauchy............ Cauchy random number generator
&nbsp;|&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
&nbsp;|&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; +---Normal............ Standard normal random number generator
&nbsp;|&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; |
&nbsp;|&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; +---ChiSq1....... Used by ChiSq (one df)
&nbsp;|&nbsp;
&nbsp;+---AsymGen..................... Used by AsymGenX etc
&nbsp;|&nbsp;&nbsp;&nbsp; |
&nbsp;|&nbsp;&nbsp;&nbsp; +---AsymGenX............... Random numbers from asymmetric density
&nbsp;|&nbsp;&nbsp;&nbsp; |
&nbsp;|&nbsp;&nbsp;&nbsp; +---Poisson1............... Used by Poisson (mean &gt; 8)
&nbsp;|&nbsp;&nbsp;&nbsp; |
&nbsp;|&nbsp;&nbsp;&nbsp; +---Binomial1.............. Used by Binomial (n &gt;= 40)
&nbsp;|&nbsp;&nbsp;&nbsp; |
&nbsp;|&nbsp;&nbsp;&nbsp; +---NegativeBinomial....... Negative binomial random number generator
&nbsp;|&nbsp;&nbsp;&nbsp; |
&nbsp;|&nbsp;&nbsp;&nbsp; +---Gamma2................. Used by Gamma (shape parameter &gt; 1)
&nbsp;|
&nbsp;+---ChiSq....................... Non-central chi-squared rng
&nbsp;|
&nbsp;+---Gamma....................... Gamma random number generator
&nbsp;|
&nbsp;+---Pareto...................... Pareto random number generator
&nbsp;|
&nbsp;+---DiscreteGen................. Discrete random number generator
&nbsp;|
&nbsp;+---Poisson2.................... Used by Poisson (mean &lt;= 8)
&nbsp;|
&nbsp;+---Binomial2................... Used by Binomial (n &lt; 40)
&nbsp;|
&nbsp;+---Poisson..................... Poisson random number generator
&nbsp;|
&nbsp;+---Binomial.................... Binomial random number generator
&nbsp;|
&nbsp;+---SumRandom................... Sum of random numbers
&nbsp;|
&nbsp;+---MixedRandom................. Mixture of random numbers
&nbsp;|
&nbsp;+---MultipliedRandom............ Used by SumRandom
&nbsp;|&nbsp;&nbsp;&nbsp; |
&nbsp;|&nbsp;&nbsp;&nbsp; +---AddedRandom............ Used by SumRandom
&nbsp;|&nbsp;&nbsp;&nbsp; |
&nbsp;|&nbsp;&nbsp;&nbsp; +---SubtractedRandom....... Used by SumRandom
&nbsp;|
&nbsp;+---ShiftedRandom............... Used by SumRandom
&nbsp;|&nbsp;&nbsp;&nbsp; |
&nbsp;|&nbsp;&nbsp;&nbsp; +---ReverseShiftedRandom... Used by SumRandom
&nbsp;|&nbsp;&nbsp;&nbsp; |
&nbsp;|&nbsp;&nbsp;&nbsp; +---ScaledRandom........... Used by SumRandom
&nbsp;|
&nbsp;+---NegatedRandom.......... .... Used by SumRandom
&nbsp;|
&nbsp;+---RepeatedRandom.............. Used by SumRandom
&nbsp;|
&nbsp;+---AddedSelectedRandom......... Used by MixedRandom
&nbsp;|
&nbsp;+---SelectedRandom.............. Used by MixedRandom

<b>RandomPermutation</b>................ Random permutation
&nbsp;|
&nbsp;+---RandomCombination........... Sorted random permutation</pre>

<pre><b>VariPoisson</b>...................... Poisson generator</pre>

<pre><b>VariBinomial</b>..................... Binomial generator</pre>

<pre><b>VariLogNormal</b>.................... Log normal generator</pre>

<p>&nbsp; </p>

<h2><a NAME="todo"></a>To do:</h2>

<ul>
  <li>More modern alternatives to the <a HREF="#random">LGM generator</a>;</li>
  <li>Additional generator classes;</li>
  <li>Better methods for combinations and permutations with large <tt>N</tt> and small <tt>M</tt>;</li>
  <li>Faster method for normal distribution</li>
  <li>Improve test program</li>
</ul>

<p>&nbsp;</p>

<h2><a name="history"></a>History:</h2>

<p>April, 2006 - make compatible with G++ 4.1 and VC++8 (you should also set the 
standard option in include.h with these compilers).</p>
<p>July, 2002 - bring into line with my other libraries; VariPoisson, 
VariBinomial, VariLogNormal classes; change to Sedgewick's Shell sort.</p>

<p>August, 1998 - update exception package; work around problem with MS VC++ 5</p>

<p>January, 1998 - version compatible with newmat09</p>

<p>1995 - <em>newran</em> version, additional distributions</p>

<p>1989 - initial version</p>

<hr>

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