kl_random_number_generator.h File Reference

#include <math.h>
#include <time.h>
#include <stdlib.h>
#include <limits.h>
#include <float.h>
#include <cmath>
#include "kl_matrix.h"

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Data Structures
class	klRV< TYPE >
class	klMersenneTwister
class	klUniformRV< TYPE >
class	klNormalInverseApproxRV< TYPE >
class	klNormalBoxMullerRV< TYPE >
class	klGammaRV< TYPE >
class	klBetaRV< TYPE >
class	klGeneralizedInverseGaussianRV< TYPE >
class	klPoissonRV< TYPE >
class	klParetoRV< TYPE >
class	klExponentialRV< TYPE >
class	klCauchyRV< TYPE >

Macros
#define	SQRT_TWO_PI   2.5066282746310
#define	ONE_OVER_SQRT_TWO   0.7071067811865475244008443621048490392848359376887
#define	REFINE_INVERSECUMULATIVENORMAL_TO_FULL_MACHINE_PRECISION_USING_HALLEYS_METHOD

Functions
double	klErrorFunction (double x)
int	fastSeed ()

Variables
klMersenneTwister	globalSeedGenerator

Macro Definition Documentation

#define ONE_OVER_SQRT_TWO   0.7071067811865475244008443621048490392848359376887

#define REFINE_INVERSECUMULATIVENORMAL_TO_FULL_MACHINE_PRECISION_USING_HALLEYS_METHOD

#define SQRT_TWO_PI   2.5066282746310

Function Documentation

int fastSeed ( )

inline

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double klErrorFunction

(

double

x

)

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Variable Documentation

klMersenneTwister globalSeedGenerator