PWCEmpirical
Represents a piece-wise continuous empirical random variable specified via intervals defined by breakpoints and probabilities associated with each interval. A piecewise linear approximation forms the basis for the CDF where the breakpoints form the linear segments. There must be at least 1 interval (and two breakpoints).
Parameters
The break points defining the intervals such that pj is associated with breakpoints bj and bj+1 for j = 0, 1,..., n-1, where n is the number of break points. The number of breakpoints should be 1 more than the number of proportions. The breakpoints must be strictly increasing and finite.
A double array holding the proportion associated with the intervals defined by the breakpoints. All proportions must be strictly greater than 0 and strictly less than 1. If not supplied, the default is intervals with equal probability. That is, with proportion equal to 1.0/(n - 1).
the random number stream number, defaults to 0, which means the next stream
the provider of random number streams, defaults to KSLRandom.DefaultRNStreamProvider
an optional name
Constructors
Note the requirements for breakpoints and proportions.
Properties
If true, the stream will automatically participate in having its stream advanced to the next sub-stream via stream managers
Tells the stream to start producing antithetic variates
The last (previous) randomly generated value. This value does not change until the next randomly generated value is obtained
If true, the stream will automatically participate in having its stream reset to its start stream via stream managers
Functions
Positions the RNG at the beginning of its next substream
Creates an instance of the random variable that is independent of the underlying stream provider but has an underlying stream that is in the exact same state as the random variable's stream, except that it is set to produce antithetic pseudo-random numbers (1-u). That is, its stream is a clone and will produce the antithetic sequence of pseudo-random numbers (i.e. 1-u1, 1-u2, 1-u3,...).
Creates an instance of the random variable that is independent of the underlying stream provider but has an underlying stream that is in the exact same state as the random variable's stream. That is, its stream is a clone and will produce the same sequence of pseudo-random numbers (i.e. common random numbers).
An instance of the random variable with the stream provided by the same underlying stream provider
The resetStartStream method will position the RNG at the beginning of its stream. This is the same location in the stream as assigned when the RNG was created and initialized.
Resets the position of the RNG at the start of the current substream
Generates the number of columns nCols with each column holding a random sample of size sampleSize
Generates the number of rows nRows with each row holding a random sample of size sampleSize
Fills the supplied matrix with randomly generated values
Fills the supplied array with randomly generated values