lot.cpp File Reference

Random number generators. More...

#include <cfloat>
#include <ctime>
#include <iostream>
#include <boost/static_assert.hpp>
#include "mcmc++/lot.h"

Include dependency graph for lot.cpp:

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Namespaces
namespace	lot_conditions
Defines
#define	unif_rand()   uniform()
#define	exp_rand()   expon()
#define	norm_rand()   snorm()
#define	repeat   for (;;)
#define	expmax   log(DBL_MAX)

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Detailed Description

Random number generators.

A series of random number generators are provided here. Any one of three uniform random number generators can be chosen. By default the Mersenne twister is used.

Author:

Kent Holsinger & Paul Lewis

Date:

2005-05-18

The random number generators from R have been checked for numerical accuracy with the routines in R v2.0. See lotTest.cpp for the specific small set of test run. In every case the results differ from those reported by R by less than 1.0e-11, and are exact for integer random variables.

Definition in file lot.cpp.

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Define Documentation

 

#define exp_rand

(

)

expon()

Macro for compatibility with RNGs from R

Definition at line 62 of file lot.cpp.

Referenced by lot::gamma(), lot::geom(), and lot::poisson().

 

#define norm_rand

(

)

snorm()

Macro for compatibility with RNGs from R

Definition at line 65 of file lot.cpp.

Referenced by lot::gamma(), lot::poisson(), and lot::t().

#define repeat   for (;;)

Macro for compatibility with RNGs from R

Definition at line 68 of file lot.cpp.

Referenced by lot::binom(), lot::gamma(), lot::poisson(), and lot::snorm().

 

#define unif_rand

(

)

uniform()

Macro for compatibility with RNGs from R

Definition at line 59 of file lot.cpp.

Referenced by lot::beta(), lot::binom(), lot::cauchy(), lot::gamma(), lot::hypergeom(), lot::poisson(), lot::snorm(), and lot::weibull().

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