Package org.drip.measure.crng

Continuous Random Number Stream Generator

Author:

Lakshmi Krishnamurthy

Interface Summary

Interface	Description
RecursiveGenerator	RecursiveGenerator exposes Sequence Generation using Recursive Schemes.

Class Summary

Class	Description
CorrelatedFactorsPathVertexRealization	CorrelatedFactorsPathVertexRealization generates Correlated Rd Random Numbers at the specified Vertexes, over the Specified Paths.
LinearCongruentialGenerator	LinearCongruentialGenerator implements a RNG based on Recurrence Based on Modular Integer Arithmetic.
LogNormalRandomNumberGenerator	LogNormalRandomNumberGenerator provides the Functionality to generate Log-normal Random Numbers.
MultipleRecursiveGeneratorLEcuyer	MultipleRecursiveGeneratorLEcuyer - L'Ecuyer's Multiple Recursive Generator - combines Multiple Recursive Sequences to produce a Large State Space with good Randomness Properties.
MultiStreamGenerator	MultiStreamGenerator helps generate Multiple Independent (i.e., Non-Overlapping) Streams of Random Numbers.
QuadraticResampler	QuadraticResampler Quadratically Re-samples the Input Points to Convert it to a Standard Normal.
RandomMatrixGenerator	RandomMatrixGenerator provides Functionality for generating different Kinds of Random Matrices.
RandomNumberGenerator	RandomNumberGenerator provides the Functionality to generate Random Numbers.
RandomSequenceGenerator	RandomSequenceGenerator generates the specified Univariate Sequence of the Given Distribution Type.
RdRandomSequenceGenerator	RdRandomSequenceGenerator generates 1D and 2D random arrays.
ShiftRegisterGenerator	ShiftRegisterGenerator implements a RNG based on the Shift Register Generation Scheme.