TUnuran class.

Interface to the UNU.RAN package for generating non uniform random numbers. This class wraps the UNU.RAN calls in C++ methods. It provides methods for initializing Unuran and then to sample the desired distribution. It provides support for initializing UNU.RAN in these following way (various signatures for TUnuran::Init)

with string API via TUnuran::Init passing the distribution type and the method
using a one-dimensional distribution object defined by TUnuranContDist
using a multi-dimensional distribution object defined by TUnuranMultiContDist
using a discrete one-dimensional distribution object defined by TUnuranDiscrDist
using an empirical distribution defined by TUnuranEmpDist
using pre-defined distributions. Presently only support for Poisson (TUnuran::InitPoisson) and Binomial (TUnuran::InitBinomial) are provided. Other distributions can however be generated using the previous methods (in particular via the string API)

The sampling is provided via these methods:

TUnuran::Sample() returns a double for all one-dimensional distribution
TUnuran::SampleDiscr() returns an integer for one-dimensional discrete distribution
TUnuran::Sample(double *) sample a multi-dimensional distribution. A pointer to a vector with size at least equal to the distribution dimension must be passed

In addition is possible to set the random number generator in the constructor of the class, its seed via the TUnuran::SetSeed() method.

Definition at line 81 of file TUnuran.h.

Public Member Functions
	TUnuran (TRandom *r=0, unsigned int log=0)
	Constructor with a generator instance and given level of log output. More...

	~TUnuran ()
	Destructor. More...

TRandom *	GetRandom ()
	return instance of the random engine used More...

bool	Init (const std::string &distr, const std::string &method)
	initialize with Unuran string interface More...

bool	Init (const TUnuranContDist &distr, const std::string &method="auto")
	Initialize method for continuous one-dimensional distribution. More...

bool	Init (const TUnuranMultiContDist &distr, const std::string &method="hitro")
	Initialize method for continuous multi-dimensional distribution. More...

bool	Init (const TUnuranDiscrDist &distr, const std::string &method="auto")
	Initialize method for continuous one-dimensional discrete distribution. More...

bool	Init (const TUnuranEmpDist &distr, const std::string &method="empk")
	Initialize method for continuous empirical distribution. More...

bool	InitBinomial (unsigned int ntot, double prob, const std::string &method="dstd")
	Initialize method for the Binomial distribution Used to generate poisson numbers for a constant parameters (n,p) of the Binomial distribution. More...

bool	InitPoisson (double mu, const std::string &method="dstd")
	Initialize method for the Poisson distribution Used to generate poisson numbers for a constant parameter mu of the Poisson distribution. More...

const std::string &	MethodName () const
	used Unuran method More...

bool	ReInitDiscrDist (unsigned int npar, double *params)
	Reinitialize UNURAN by changing the distribution parameters but mantaining same distribution and method It is implemented now only for predefined discrete distributions like the poisson or the binomial. More...

double	Sample ()
	Sample 1D distribution User is responsible for having previously correctly initialized with TUnuran::Init. More...

int	SampleDiscr ()
	Sample discrete distributions User is responsible for having previously correctly initialized with TUnuran::Init. More...

bool	SampleMulti (double *x)
	Sample multidimensional distributions User is responsible for having previously correctly initialized with TUnuran::Init. More...

bool	SetLogLevel (unsigned int iflag=1)
	set log level More...

bool	SetLogStream ()
	set stream for log and error (not yet implemented) More...

void	SetRandom (TRandom *r)
	set the random engine. More...

void	SetSeed (unsigned int seed)
	set the seed for the random number generator More...

Protected Member Functions
bool	SetContDistribution (const TUnuranContDist &dist)

bool	SetDiscreteDistribution (const TUnuranDiscrDist &dist)

bool	SetEmpiricalDistribution (const TUnuranEmpDist &dist)

bool	SetMethodAndInit ()
	change the method and initialize Unuran with the previously given distribution More...

bool	SetMultiDistribution (const TUnuranMultiContDist &dist)

bool	SetRandomGenerator ()

Protected Attributes
std::unique_ptr< TUnuranBaseDist >	fDist

UNUR_GEN *	fGen

std::string	fMethod

TRandom *	fRng

UNUR_DISTR *	fUdistr

UNUR_URNG *	fUrng

Private Member Functions
	TUnuran (const TUnuran &)
	Copy constructor. More...

TUnuran &	operator= (const TUnuran &rhs)
	Assignment operator. More...

#include <TUnuran.h>

Constructor & Destructor Documentation

◆ TUnuran() [1/2]

TUnuran::TUnuran	(	TRandom *	r = `0`,
		unsigned int	log = `0`
	)

Constructor with a generator instance and given level of log output.

Definition at line 36 of file TUnuran.cxx.

◆ ~TUnuran()

TUnuran::~TUnuran ( )

Destructor.

Definition at line 57 of file TUnuran.cxx.

◆ TUnuran() [2/2]

TUnuran::TUnuran ( const TUnuran & )

private

Copy constructor.

Definition at line 67 of file TUnuran.cxx.

Member Function Documentation

◆ GetRandom()

TRandom* TUnuran::GetRandom ( )

inline

return instance of the random engine used

Definition at line 216 of file TUnuran.h.

◆ Init() [1/5]

bool TUnuran::Init	(	const std::string &	distr,
		const std::string &	method
	)

initialize with Unuran string interface

Definition at line 79 of file TUnuran.cxx.

◆ Init() [2/5]

bool TUnuran::Init	(	const TUnuranContDist &	distr,
		const std::string &	method = `"auto"`
	)

Initialize method for continuous one-dimensional distribution.

User must provide a distribution object (which is copied inside) and a string for a method. For the list of available method for 1D cont. distribution see the UnuRan doc. A re-initialization is needed whenever distribution parameters have been changed.

Definition at line 93 of file TUnuran.cxx.

◆ Init() [3/5]

bool TUnuran::Init	(	const TUnuranMultiContDist &	distr,
		const std::string &	method = `"hitro"`
	)

Initialize method for continuous multi-dimensional distribution.

User must provide a distribution object (which is copied inside) and a string for a method. For the list of available method for multivariate cont. distribution see the UnuRan doc A re-initialization is needed whenever distribution parameters have been changed.

Definition at line 109 of file TUnuran.cxx.

◆ Init() [4/5]

bool TUnuran::Init	(	const TUnuranDiscrDist &	distr,
		const std::string &	method = `"auto"`
	)

Initialize method for continuous one-dimensional discrete distribution.

User must provide a distribution object (which is copied inside) and a string for a method. For the list of available method for 1D discrete distribution see the UnuRan doc A re-initialization is needed whenever distribution parameters have been changed.

Definition at line 125 of file TUnuran.cxx.

◆ Init() [5/5]

bool TUnuran::Init	(	const TUnuranEmpDist &	distr,
		const std::string &	method = `"empk"`
	)

Initialize method for continuous empirical distribution.

User must provide a distribution object (which is copied inside) and a string for a method. The distribution object can represent binned (only 1D) or unbinned (1D or multi-dim) data The method for the unbinned empirical distribution are based on the kernel smoothing, see UnuRan doc A re-initialization is needed whenever distribution parameters have been changed.

Definition at line 139 of file TUnuran.cxx.

◆ InitBinomial()

bool TUnuran::InitBinomial	(	unsigned int	ntot,
		double	prob,
		const std::string &	method = `"dstd"`
	)

Initialize method for the Binomial distribution Used to generate poisson numbers for a constant parameters (n,p) of the Binomial distribution.

Use after the method TUnuran::SampleDiscr to generate the numbers. The flag reinit perform a fast re-initialization when only the distribution parameters are changed in the subsequent calls. If the same TUnuran object is used to generate with other distributions it cannot be used.

Definition at line 438 of file TUnuran.cxx.

◆ InitPoisson()

bool TUnuran::InitPoisson	(	double	mu,
		const std::string &	method = `"dstd"`
	)

Initialize method for the Poisson distribution Used to generate poisson numbers for a constant parameter mu of the Poisson distribution.

Use after the method TUnuran::SampleDiscr to generate the numbers. The flag reinit perform a fast re-initialization when only the distribution parameters are changed in the subsequent calls. If the same TUnuran object is used to generate with other distributions it cannot be used.

Definition at line 423 of file TUnuran.cxx.

◆ MethodName()

const std::string& TUnuran::MethodName ( ) const

inline

used Unuran method

Definition at line 239 of file TUnuran.h.

◆ operator=()

TUnuran & TUnuran::operator= ( const TUnuran & rhs )

private

Assignment operator.

Definition at line 72 of file TUnuran.cxx.

◆ ReInitDiscrDist()

bool TUnuran::ReInitDiscrDist	(	unsigned int	npar,
		double *	params
	)

Reinitialize UNURAN by changing the distribution parameters but mantaining same distribution and method It is implemented now only for predefined discrete distributions like the poisson or the binomial.

Definition at line 453 of file TUnuran.cxx.

◆ Sample()

double TUnuran::Sample ( )

Sample 1D distribution User is responsible for having previously correctly initialized with TUnuran::Init.

Definition at line 389 of file TUnuran.cxx.

◆ SampleDiscr()

int TUnuran::SampleDiscr ( )

Sample discrete distributions User is responsible for having previously correctly initialized with TUnuran::Init.

Definition at line 382 of file TUnuran.cxx.

◆ SampleMulti()

bool TUnuran::SampleMulti ( double * x )

Sample multidimensional distributions User is responsible for having previously correctly initialized with TUnuran::Init.

Definition at line 396 of file TUnuran.cxx.

◆ SetContDistribution()

bool TUnuran::SetContDistribution ( const TUnuranContDist & dist )

protected

Definition at line 173 of file TUnuran.cxx.

◆ SetDiscreteDistribution()

bool TUnuran::SetDiscreteDistribution ( const TUnuranDiscrDist & dist )

protected

Definition at line 304 of file TUnuran.cxx.

◆ SetEmpiricalDistribution()

bool TUnuran::SetEmpiricalDistribution ( const TUnuranEmpDist & dist )

protected

Definition at line 263 of file TUnuran.cxx.

◆ SetLogLevel()

bool TUnuran::SetLogLevel ( unsigned int iflag = 1 )

set log level

Definition at line 408 of file TUnuran.cxx.

◆ SetLogStream()

bool TUnuran::SetLogStream ( )

inline

set stream for log and error (not yet implemented)

Definition at line 234 of file TUnuran.h.

◆ SetMethodAndInit()

bool TUnuran::SetMethodAndInit ( )

protected

change the method and initialize Unuran with the previously given distribution

Definition at line 351 of file TUnuran.cxx.

◆ SetMultiDistribution()

bool TUnuran::SetMultiDistribution ( const TUnuranMultiContDist & dist )

protected

Definition at line 219 of file TUnuran.cxx.

◆ SetRandom()

void TUnuran::SetRandom ( TRandom * r )

inline

set the random engine.

Must be called before init to have effect

Definition at line 209 of file TUnuran.h.

◆ SetRandomGenerator()

bool TUnuran::SetRandomGenerator ( )

protected

Definition at line 156 of file TUnuran.cxx.

◆ SetSeed()

void TUnuran::SetSeed ( unsigned int seed )

set the seed for the random number generator

Definition at line 404 of file TUnuran.cxx.

Member Data Documentation

◆ fDist

std::unique_ptr<TUnuranBaseDist> TUnuran::fDist

protected

Definition at line 266 of file TUnuran.h.

◆ fGen

UNUR_GEN* TUnuran::fGen

protected

Definition at line 263 of file TUnuran.h.

◆ fMethod

std::string TUnuran::fMethod

protected

Definition at line 268 of file TUnuran.h.

◆ fRng

TRandom* TUnuran::fRng

protected

Definition at line 267 of file TUnuran.h.

◆ fUdistr

UNUR_DISTR* TUnuran::fUdistr

protected

Definition at line 264 of file TUnuran.h.

◆ fUrng

UNUR_URNG* TUnuran::fUrng

protected

Definition at line 265 of file TUnuran.h.

The documentation for this class was generated from the following files:

math/unuran/inc/TUnuran.h
math/unuran/src/TUnuran.cxx

Public Member Functions

Protected Member Functions

Protected Attributes

Private Member Functions

Constructor & Destructor Documentation

◆ TUnuran() [1/2]

◆ ~TUnuran()

◆ TUnuran() [2/2]

Member Function Documentation

◆ GetRandom()

◆ Init() [1/5]

◆ Init() [2/5]

◆ Init() [3/5]

◆ Init() [4/5]

◆ Init() [5/5]

◆ InitBinomial()

◆ InitPoisson()

◆ MethodName()

◆ operator=()

◆ ReInitDiscrDist()

◆ Sample()

◆ SampleDiscr()

◆ SampleMulti()

◆ SetContDistribution()

◆ SetDiscreteDistribution()

◆ SetEmpiricalDistribution()

◆ SetLogLevel()

◆ SetLogStream()

◆ SetMethodAndInit()

◆ SetMultiDistribution()

◆ SetRandom()

◆ SetRandomGenerator()

◆ SetSeed()

Member Data Documentation

◆ fDist

◆ fGen

◆ fMethod

◆ fRng

◆ fUdistr

◆ fUrng