Uses of Class
org.drip.measure.crng.RandomNumberGenerator
| Package | Description |
|---|---|
| org.drip.graph.mst |
Agnostic Minimum Spanning Tree Properties
|
| org.drip.measure.crng |
Continuous Random Number Stream Generator
|
| org.drip.measure.discrete |
Antithetic, Quadratically Re-sampled, De-biased Distribution
|
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Uses of RandomNumberGenerator in org.drip.graph.mst
Methods in org.drip.graph.mst that return RandomNumberGenerator Modifier and Type Method Description RandomNumberGeneratorCompleteRandomGraph. randomNumberGenerator()Retrieve the Random Number GeneratorConstructors in org.drip.graph.mst with parameters of type RandomNumberGenerator Constructor Description CompleteRandomGraph(int vertexCount, RandomNumberGenerator randomNumberGenerator)CompleteRandomGraph Constructor -
Uses of RandomNumberGenerator in org.drip.measure.crng
Subclasses of RandomNumberGenerator in org.drip.measure.crng Modifier and Type Class Description classLinearCongruentialGeneratorLinearCongruentialGenerator implements a RNG based on Recurrence Based on Modular Integer Arithmetic.classLogNormalRandomNumberGeneratorLogNormalRandomNumberGenerator provides the Functionality to generate Log-normal Random Numbers.classShiftRegisterGeneratorShiftRegisterGenerator implements a RNG based on the Shift Register Generation Scheme.Methods in org.drip.measure.crng with parameters of type RandomNumberGenerator Modifier and Type Method Description static double[][]MultiStreamGenerator. LeapFrog(RandomNumberGenerator rng, int iNumStream, int iNumElementsPerStream)Generate Multiple Independent Streams using the Leap Frog Techniquestatic double[][]MultiStreamGenerator. SkipAhead(RandomNumberGenerator rng, int iNumStream, int iNumElementsPerStream)Generate Multiple Independent Streams using the Skip Ahead Technique -
Uses of RandomNumberGenerator in org.drip.measure.discrete
Methods in org.drip.measure.discrete that return RandomNumberGenerator Modifier and Type Method Description RandomNumberGeneratorCorrelatedPathVertexDimension. randomNumberGenerator()Retrieve the Random Number GeneratorConstructors in org.drip.measure.discrete with parameters of type RandomNumberGenerator Constructor Description CorrelatedPathVertexDimension(RandomNumberGenerator rng, double[][] aadblCorrelation, int iNumVertex, int iNumPath, boolean bApplyAntithetic, QuadraticResampler qr)CorrelatedPathVertexDimension Constructor