Uses of Class
com.opengamma.strata.math.impl.cern.RandomEngine
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Packages that use RandomEngine Package Description com.opengamma.strata.math.impl.cern com.opengamma.strata.math.impl.random com.opengamma.strata.math.impl.statistics.distribution -
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Uses of RandomEngine in com.opengamma.strata.math.impl.cern
Subclasses of RandomEngine in com.opengamma.strata.math.impl.cern Modifier and Type Class Description class
MersenneTwister
MersenneTwister (MT19937) is one of the strongest uniform pseudo-random number generators known so far; at the same time it is quick.class
MersenneTwister64
Same as MersenneTwister except that method raw() returns 64 bit random numbers instead of 32 bit random numbers.Fields in com.opengamma.strata.math.impl.cern declared as RandomEngine Modifier and Type Field Description protected RandomEngine
AbstractDistribution. randomGenerator
protected RandomEngine
AbstractDistribution. randomGenerator
protected RandomEngine
AbstractDistribution. randomGenerator
protected RandomEngine
AbstractDistribution. randomGenerator
Methods in com.opengamma.strata.math.impl.cern that return RandomEngine Modifier and Type Method Description static RandomEngine
RandomEngine. makeDefault()
Constructs and returns a new uniform random number engine seeded with the current time.Methods in com.opengamma.strata.math.impl.cern with parameters of type RandomEngine Modifier and Type Method Description protected void
Normal. setRandomGenerator(RandomEngine randomGenerator)
Sets the uniform random generator internally used.Constructors in com.opengamma.strata.math.impl.cern with parameters of type RandomEngine Constructor Description ChiSquare(double freedom, RandomEngine randomGenerator)
Constructs a ChiSquare distribution.Gamma(double alpha, double lambda, RandomEngine randomGenerator)
Constructs a Gamma distribution.Normal(double mean, double standardDeviation, RandomEngine randomGenerator)
Constructs a normal (gauss) distribution.StudentT(double freedom, RandomEngine randomGenerator)
Constructs a StudentT distribution. -
Uses of RandomEngine in com.opengamma.strata.math.impl.random
Constructors in com.opengamma.strata.math.impl.random with parameters of type RandomEngine Constructor Description NormalRandomNumberGenerator(double mean, double sigma, RandomEngine engine)
Creates an instance. -
Uses of RandomEngine in com.opengamma.strata.math.impl.statistics.distribution
Constructors in com.opengamma.strata.math.impl.statistics.distribution with parameters of type RandomEngine Constructor Description ChiSquareDistribution(double degrees, RandomEngine engine)
Creates an instance.GammaDistribution(double k, double theta, RandomEngine engine)
GeneralizedParetoDistribution(double mu, double sigma, double ksi, RandomEngine engine)
Creates an instance.LaplaceDistribution(double mu, double b, RandomEngine engine)
Creates an instance.NormalDistribution(double mean, double standardDeviation, RandomEngine randomEngine)
StudentTDistribution(double degFreedom, RandomEngine engine)
StudentTOneTailedCriticalValueCalculator(double nu, RandomEngine engine)
StudentTTwoTailedCriticalValueCalculator(double nu, RandomEngine engine)
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