Filtered normal distribution. More...
#include <itpp/base/random.h>
Public Member Functions | |
| AR1_Normal_RNG (double meanval=0.0, double variance=1.0, double rho=0.0) | |
| Constructor. Set mean, variance, and correlation. | |
| void | setup (double meanval, double variance, double rho) |
| Set mean, variance, and correlation. | |
| void | get_setup (double &meanval, double &variance, double &rho) const |
| Get mean, variance and correlation. | |
| void | reset () |
| Set memory contents to zero. | |
| double | operator() () |
| Get a single random sample. | |
| vec | operator() (int n) |
| Get a sample vector. | |
| mat | operator() (int h, int w) |
| Get a sample matrix. | |
| itpp::AR1_Normal_RNG::AR1_Normal_RNG | ( | double | meanval = 0.0, |
| double | variance = 1.0, | ||
| double | rho = 0.0 ) |
Constructor. Set mean, variance, and correlation.
Definition at line 771 of file random.cpp.
References setup(), and itpp::variance().
| void itpp::AR1_Normal_RNG::setup | ( | double | meanval, |
| double | variance, | ||
| double | rho ) |
Set mean, variance, and correlation.
Definition at line 776 of file random.cpp.
References itpp::variance().
Referenced by AR1_Normal_RNG().
| void itpp::AR1_Normal_RNG::get_setup | ( | double & | meanval, |
| double & | variance, | ||
| double & | rho ) const |
Get mean, variance and correlation.
Definition at line 786 of file random.cpp.
References itpp::variance().
| void itpp::AR1_Normal_RNG::reset | ( | ) |
Set memory contents to zero.
Definition at line 816 of file random.cpp.
|
inline |
| vec itpp::AR1_Normal_RNG::operator() | ( | int | n | ) |
Get a sample vector.
Definition at line 794 of file random.cpp.
| mat itpp::AR1_Normal_RNG::operator() | ( | int | h, |
| int | w ) |
Get a sample matrix.
Definition at line 804 of file random.cpp.
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