KSLCore/ksl.utilities.random.rng/RNStreamIfc

RNStreamIfc

interface RNStreamIfc : RandU01Ifc, RNStreamControlIfc, RNStreamNewInstanceIfc, GetAntitheticStreamIfc(source)

Represents a random number stream with stream control

Author

rossetti

Inheritors

Properties

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abstract val id: Int

An identifier assigned by the underlying stream factory to identity the stream for reporting purposes

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open val streamNumber: Int?

If the stream has been provided by a RNStreamProvider, then its assigned stream number is returned.

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abstract val streamProvider: RNStreamProviderIfc?

If the stream has been provided by a RNStreamProvider, then this returns the reference to the provider.

Functions

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open fun discreteInverseCDF(array: IntArray, cdf: DoubleArray): Int

Randomly selects from the array using the supplied cdf, NO checking of arrays

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open fun <T> permute(x: Array<T>)
open fun permute(x: BooleanArray)

Randomly permutes the supplied array using the stream. The array is changed.

open fun permute(x: DoubleArray)

Randomly permutes the supplied array

open fun permute(x: IntArray)

Randomly permutes the supplied array, the array is changed.

open fun <T> permute(x: MutableList<T>)

Randomly permutes the supplied List using the stream. The list is changed.

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open fun randInt(range: IntRange): Int

A convenience function for allowing the range to be specified via a range

open fun randInt(i: Int, j: Int): Int

Returns a (pseudo)random number from the discrete uniform distribution over the integers {i, i + 1,. . . , j }, using this stream. Calls randU01 once.

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open fun randomlySelect(array: DoubleArray): Double
open fun randomlySelect(array: IntArray): Int

Randomly select an element from the array

open fun randomlySelect(array: DoubleArray, cdf: DoubleArray): Double
open fun randomlySelect(array: IntArray, cdf: DoubleArray): Int

Randomly selects from the array using the supplied cdf

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open fun rBernoulli(pSuccess: Double = 0.5): Double
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open fun rBernoulliBoolean(pSuccess: Double = 0.5): Boolean
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open fun rBeta(alpha: Double, beta: Double): Double

This beta is restricted to the range of (0,1)

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open fun rBetaG(alpha: Double, beta: Double, minimum: Double, maximum: Double): Double

This beta is restricted to the range of (minimum,maximum)

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open fun rBinomial(pSuccess: Double, nTrials: Int): Int
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open fun rChiSquared(dof: Double): Double
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open fun rDUniform(range: IntRange): Int
open fun rDUniform(minimum: Int, maximum: Int): Int

Generates a discrete uniform over the range

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open fun rExponential(mean: Double): Double
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open fun rGamma(shape: Double, scale: Double, type: KSLRandom.AlgoType = AlgoType.Inverse): Double
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open fun rGeometric(pSuccess: Double): Int
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open fun rJohnsonB(alpha1: Double, alpha2: Double, min: Double, max: Double): Double
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open fun rLaplace(location: Double, scale: Double): Double

Generates according to a Laplace(location, scale)

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open fun rLatinHyperCube(sampleSize: Int, dimension: Int): Array<DoubleArray>

Randomly generates sampleSize points from a unit Latin hyper-cube for the specified dimension using the supplied stream. A Latin hypercube sample generates n points in [0,1)^d, placing exactly one point in [j/n, (j+1)/n) for j = 0,1,2, ..,n-1.

open fun rLatinHyperCube(sampleSize: Int, intervals: List<Interval>): Array<DoubleArray>

Randomly generates sampleSize points from a unit Latin hyper-cube for the specified intervals using the supplied stream. A Latin hypercube sample generates n points in hyper-cube defined by the intervals.

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open fun rLogistic(location: Double, scale: Double): Double
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open fun rLogLogistic(shape: Double, scale: Double): Double
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open fun rLogNormal(mean: Double, variance: Double): Double
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open fun rNegBinomial(pSuccess: Double, rSuccesses: Double): Int
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open fun rNormal(mean: Double = 0.0, variance: Double = 1.0): Double
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open fun rPearsonType5(shape: Double, scale: Double): Double
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open fun rPearsonType6(alpha1: Double, alpha2: Double, beta: Double): Double

Pearson Type 6

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open fun rPoisson(mean: Double): Int
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open fun rSign(pSuccess: Double = 0.5): Double

Returns a randomly generated sign -1 or +1

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open fun rSignWithZero(): Double

Returns a randomly generated sign -1, 0, +1 all equally likely.

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open fun rTriangular(min: Double, mode: Double, max: Double): Double
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open fun rUniform(minimum: Double = 0.0, maximum: Double = 1.0): Double

Generates a continuous uniform over the range

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open fun rWeibull(shape: Double, scale: Double): Double
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open fun <T> sampleWithoutReplacement(x: Array<T>, sampleSize: Int)

The array x is changed, such that the first sampleSize elements contain the generated sample. That is, x0, x1, ... , xsampleSize-1 is the randomly sampled values without replacement

open fun sampleWithoutReplacement(x: BooleanArray, sampleSize: Int)
open fun sampleWithoutReplacement(x: IntArray, sampleSize: Int)

The array x is changed, such that the first sampleSize elements contain the generated sample. That is, x0, x1, ... , xsampleSize-1 is the random sample without replacement

open fun sampleWithoutReplacement(x: DoubleArray, sampleSize: Int)

The array x is changed, such that the first sampleSize elements contain the sample. That is, x0, x1, ... , xsampleSize-1 is the random sample without replacement

open fun <T> sampleWithoutReplacement(x: MutableList<T>, sampleSize: Int)

The List x is changed, such that the first sampleSize elements contain the sampled values. That is, x.get(0), x.get(1), ... , x.get(sampleSize-1) is the random sample without replacement