class TUnuran

library: libUnuran
#include "TUnuran.h"

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class TUnuran


TUnuran class.
Interface to the UnuRan package for generating non uniform random
numbers

Function Members (Methods)

public:

	TUnuran(TRandom* r = 0, unsigned int log = 0)
	~TUnuran()
bool	Init(const string& distr, const string& method)
bool	Init(const TUnuranContDist& distr, const string& method = "auto")
bool	Init(const TUnuranMultiContDist& distr, const string& method = "hitro")
bool	Init(const TUnuranDiscrDist& distr, const string& method = "auto")
bool	Init(const TUnuranEmpDist& distr, const string& method = "empk")
bool	InitBinomial(unsigned int ntot, double prob, string method = "dstd")
bool	InitPoisson(double mu, string method = "dstd")
const string&	MethodName() const
double	Sample()
int	SampleDiscr()
bool	SampleMulti(double* x)
bool	SetLogLevel(unsigned int iflag = 1)
bool	SetLogStream()
void	SetSeed(unsigned int seed)

protected:

bool	SetContDistribution(const TUnuranContDist& dist)
bool	SetDiscreteDistribution(const TUnuranDiscrDist& dist)
bool	SetEmpiricalDistribution(const TUnuranEmpDist& dist)
bool	SetMethodAndInit()
bool	SetMultiDistribution(const TUnuranMultiContDist& dist)
bool	SetRandomGenerator()

private:

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

Data Members

protected:

auto_ptr<TUnuranBaseDist>	fDist	pointer for distribution wrapper
unur_gen*	fGen	pointer to the UnuRan C generator struct
string	fMethod	string representing the method
TRandom*	fRng	pointer to random number generator
unur_distr*	fUdistr	pointer to the UnuRan C distribution struct

Class Charts

Inheritance Inherited Members Includes Libraries

Function documentation

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

Constructor with a generator instance and given level of log output

~TUnuran()

Destructor

TUnuran(const TUnuran& )

 usually copying is non trivial, so we make this unaccessible

Copy constructor

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

initialize with Unuran string interface

bool 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
<A href="http://statmath.wu-wien.ac.at/unuran/doc/unuran.html#Methods_005ffor_005fCONT">UnuRan doc</A>.
A re-initialization is needed whenever distribution parameters have been changed.

bool 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
<A href="http://statmath.wu-wien.ac.at/unuran/doc/unuran.html#Methods_005ffor_005fCVEC">UnuRan doc</A>
A re-initialization is needed whenever distribution parameters have been changed.

bool 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
<A href="http://statmath.wu-wien.ac.at/unuran/doc/unuran.html#Methods_005ffor_005fDISCR">UnuRan doc</A>
A re-initialization is needed whenever distribution parameters have been changed.

bool 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
<A href="http://statmath.wu-wien.ac.at/software/unuran/doc/unuran.html#EMPK">UnuRan doc</A>
A re-initialization is needed whenever distribution parameters have been changed.

bool InitPoisson(double mu, 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.

bool InitBinomial(unsigned int ntot, double prob, 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.

double Sample()

reinitialize UNURAN

bool ReInit();

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

bool SampleMulti(double* x)

ample multidimensional distribution
User is responsible for having previously correctly initialized with TUnuran::Init

int SampleDiscr()

ample discrete distribution
User is responsible for having previously correctly initialized with TUnuran::Init

void SetSeed(unsigned int seed)

set the seed for the random number generator

bool SetLogLevel(unsigned int iflag = 1)

set log level

bool SetLogStream()

set stream for log and error (not yet implemented)

{ return false;}

const std::string & MethodName()

used Unuran method

{ return fMethod; }

bool SetRandomGenerator()

bool SetContDistribution(const TUnuranContDist& dist)

bool SetMultiDistribution(const TUnuranMultiContDist& dist)

bool SetDiscreteDistribution(const TUnuranDiscrDist& dist)

bool SetEmpiricalDistribution(const TUnuranEmpDist& dist)

bool SetMethodAndInit()

change the method and initialize Unuran with the previously given distribution

Last update: Mon Jun 25 20:13:20 2007

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