interface generator
{
public :
generator(unsigned int s1,unsigned int s2 = 0,unsigned int s3 = 0);
void antithetic(); // use reverse.
void reset(); // reset random number steam.
int probability(double p = 0.5); // TRUE with prob. p.
double uniform(double a,double b);
double exponential(double a);
double hyperexponential(double p,double a,double b);
double laplace(double a);
double normal(double a,double b);
double chisquare(unsigned int n);
double student(unsigned int n);
double lognormal(double a,double b);
double erlang(unsigned int n,double a);
double gamma(double a,double b);
double beta(double a,double b);
double fdistribution(unsigned int n,unsigned int m);
double poisson(double a);
double geometric(double p);
double hypergeometric(unsigned int m,unsigned int n,double p);
double weibull(double a,double b);
double binomial(double p,unsigned int n);
double negativebinomial(double p,unsigned int n);
double triangular(double a);
protected :
double random(); // produces a random number between 0 and 1.
};
The constructor generates a random stream numbers with given seeds. If antithetic is set, the reverse of the current stream is used. Reset resets the random number stream as if no random number was generated from it. Probability returns TRUE with probability p (default 0.5) and FALSE with probability 1-p. The distribution functions all generate the following number from the random number stream and transform this number following the specified distribution. The method random generates a new number from the random number stream. It is made protected, so a new generator can be derived from this generator and add new distibutions to the existing ones.
int application::main(kit* tk,int argc,char* argv[])
{
simlation* sim = new simulation();
generator* g1 = new generator(1,1,1);
generator* g2 = new generator(1);
generator* g3 = new generator(2,34,1029);
generator* g4 = new generator(2,34,1029);
g4 -> antithetic();
histogram* h = new histogram("-start -5 -title normal");
for (int i=0;i<100;i++)
h -> sample(g1 -> normal(0,1));
cout << (*h);
h -> reset();
for (i=0;i<100;i++)
h -> sample(g2 -> normal(0,1));
cout << (*h);
h -> reset();
for (i=0;i<100;i++)
h -> sample(g3 -> normal(0,1));
cout << (*h);
h -> reset();
for (i=0;i<100;i++)
h -> sample(g4 -> normal(0,1));
cout << (*h);
delete h;
delete sim;
return 0;
}
Four generators are created. G1 and g2 are the same, but g3 is different, because of the difference in seed. G4 creates a reverse of the stream, created by g3. The generators all return values, according to the standard normal distribution. Generator can be used without a simulation object.
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Hush Online Technology
hush@cs.vu.nl
09/24/99 |
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