25 #include <queso/RngBoost.h>
37 "RngBoost::constructor(), default",
38 "should not be used by user");
74 static boost::uniform_01<boost::mt19937> zeroone(
m_rng);
83 static boost::uniform_01<boost::mt19937> zeroone(
m_rng);
84 boost::math::normal_distribution<double> gaussian_dist(mean, stdDev);
85 return quantile(gaussian_dist, zeroone());
92 static boost::uniform_01<boost::mt19937> zeroone(
m_rng);
93 boost::math::beta_distribution<double> beta_dist(alpha, beta);
94 return quantile(beta_dist, zeroone());
101 static boost::uniform_01<boost::mt19937> zeroone(
m_rng);
102 boost::math::gamma_distribution<double> gamma_dist(a,b);
103 return quantile(gamma_dist, zeroone());
RngBoost()
Default Constructor: it should not be used.
double gaussianSample(double stdDev) const
boost::mt19937 m_rng
Random number generator from class boost::mt19937.
double gammaSample(double a, double b) const
Samples a value from a Gamma distribution. Support: [0,infinity).
double betaSample(double alpha, double beta) const
Samples a value from a Beta distribution. Support: [0,1].
int m_worldRank
Rank of processor.
void resetSeed(int newSeed)
Resets the seed with value newSeed.
double uniformSample() const
Samples a value from a uniform distribution. Support: [0,1] or [a,b].
Class for random number generation (base class for either GSL or Boost RNG).
#define UQ_FATAL_TEST_MACRO(test, givenRank, where, what)