| Package | Description |
|---|---|
| com.opengamma.strata.math.impl.cern | |
| com.opengamma.strata.math.impl.random | |
| com.opengamma.strata.math.impl.statistics.distribution |
| Modifier and Type | Class and Description |
|---|---|
class |
MersenneTwister
MersenneTwister (MT19937) is one of the strongest uniform pseudo-random number generators known so far; at the same time it is quick.
|
class |
MersenneTwister64
Same as MersenneTwister except that method raw() returns 64 bit random numbers instead of 32 bit random numbers.
|
| Modifier and Type | Method and Description |
|---|---|
static RandomEngine |
RandomEngine.makeDefault()
Constructs and returns a new uniform random number engine seeded with the current time.
|
| Modifier and Type | Method and Description |
|---|---|
protected void |
Normal.setRandomGenerator(RandomEngine randomGenerator)
Sets the uniform random generator internally used.
|
| Constructor and Description |
|---|
ChiSquare(double freedom,
RandomEngine randomGenerator)
Constructs a ChiSquare distribution.
|
Gamma(double alpha,
double lambda,
RandomEngine randomGenerator)
Constructs a Gamma distribution.
|
Normal(double mean,
double standardDeviation,
RandomEngine randomGenerator)
Constructs a normal (gauss) distribution.
|
StudentT(double freedom,
RandomEngine randomGenerator)
Constructs a StudentT distribution.
|
| Constructor and Description |
|---|
NormalRandomNumberGenerator(double mean,
double sigma,
RandomEngine engine)
Creates an instance.
|
| Constructor and Description |
|---|
ChiSquareDistribution(double degrees,
RandomEngine engine)
Creates an instance.
|
GammaDistribution(double k,
double theta,
RandomEngine engine) |
GeneralizedParetoDistribution(double mu,
double sigma,
double ksi,
RandomEngine engine)
Creates an instance.
|
LaplaceDistribution(double mu,
double b,
RandomEngine engine)
Creates an instance.
|
NormalDistribution(double mean,
double standardDeviation,
RandomEngine randomEngine) |
StudentTDistribution(double degFreedom,
RandomEngine engine) |
StudentTOneTailedCriticalValueCalculator(double nu,
RandomEngine engine) |
StudentTTwoTailedCriticalValueCalculator(double nu,
RandomEngine engine) |
Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.