Package com.opengamma.strata.math.impl.cern

Class Summary Class Description ChiSquare ChiSquare distribution; See the math definition and animated definition.Gamma MersenneTwister MersenneTwister (MT19937) is one of the strongest uniform pseudorandom number generators known so far; at the same time it is quick.MersenneTwister64 Same as MersenneTwister except that method raw() returns 64 bit random numbers instead of 32 bit random numbers.Normal Normal (aka Gaussian) distribution; See the math definition and animated definition.Probability Custom tailored numerical integration of certain probability distributions.RandomEngine Abstract base class for uniform pseudorandom number generating engines.StudentT StudentT distribution (aka Tdistribution); See the math definition and animated definition.