Click or drag to resize

RandGenJohnson Class

Class RandGenJohnson generates random numbers from a Johnson distribution.
Inheritance Hierarchy

Namespace:  CenterSpace.NMath.Core
Assembly:  NMath (in NMath.dll) Version: 7.3
Syntax
public class RandGenJohnson : RandomNumberGenerator

The RandGenJohnson type exposes the following members.

Constructors
  NameDescription
Public methodRandGenJohnson
Constructs a random number generator using a RandGenMTwist as the underlying uniform random number generator. The generated deviates will follow a Johnson distribution with default shape and location parameters and transformation type.
Public methodRandGenJohnson(Int32)
Constructs a random number generator using a seeded RandGenMTwist as the underlying uniform random number generator. The generated deviates will follow a Johnson distribution with default shape and location parameters and transformation type.
Public methodRandGenJohnson(RandomNumberGeneratorUniformRandomNumber)
Constructs a random number generator using the given delegate as the underlying uniform random number generator. The generated deviates will follow a Johnson distribution with default shape and location parameters and transformation type.
Public methodRandGenJohnson(Double, Double, Double, Double, JohnsonTransformationType)
Constructs a random number generator using a RandGenMTwist as the underlying uniform random number generator. The generated deviates will follow a Johnson distribution with the specified parameters and transformation type.
Public methodRandGenJohnson(Double, Double, Double, Double, JohnsonTransformationType, RandomNumberGeneratorUniformRandomNumber)
Constructs a random number generator using the given delegate as the underlying uniform random number generator. The generated deviates will follow a Johnson distribution with the specified parameters and transformation type.
Public methodRandGenJohnson(Double, Double, Double, Double, JohnsonTransformationType, Int32)
Constructs a random number generator using a seeded RandGenMTwist as the underlying uniform random number generator. The generated deviates will follow a Johnson distribution with the specified parameters and transformation type.
Top
Properties
  NameDescription
Public propertyDelta
Gets and sets the delta parameter of the Johnson distribution.
Public propertyGamma
Gets and sets the gamma parameter of the Johnson distribution.
Public propertyLambda
Gets and sets the lambda parameter of the Johnson distribution.
Public propertyType
Gets and sets the transformation type of the Johnson distribution.
Public propertyUniformDeviateMethod
Gets and sets the delegate method for generating uniform deviates between zero and one.
(Inherited from RandomNumberGenerator.)
Public propertyXi
Gets and sets the xi parameter of the Johnson distribution.
Top
Methods
  NameDescription
Public methodClone
Creates a deep copy of this random number generator.
(Overrides RandomNumberGeneratorClone.)
Public methodFill(Double)
Fills the given array of doubles with random values.
(Overrides RandomNumberGeneratorFill(Double).)
Public methodFill(Single)
Fills the given array of floats with random values.
(Inherited from RandomNumberGenerator.)
Public methodFill(DoubleComplex)
Fills the given array of double-precision complex numbers with random values.
(Overrides RandomNumberGeneratorFill(DoubleComplex).)
Public methodFill(DoubleDataBlock)
Fills the given data block with random values.
(Inherited from RandomNumberGenerator.)
Public methodFill(FloatComplex)
Fills the given array of single-precision complex numbers with random values.
(Inherited from RandomNumberGenerator.)
Public methodNext
Generates a random number.
Public methodNextDouble
Generates a double precision random number.
(Overrides RandomNumberGeneratorNextDouble.)
Public methodNextDoubleComplex
Method for generating a double precision complex number random deviate.
(Overrides RandomNumberGeneratorNextDoubleComplex.)
Public methodNextFloat
Method for generating a single precision random deviate.
(Inherited from RandomNumberGenerator.)
Public methodNextFloatComplex
Method for generating a single precision complex number random deviate.
(Inherited from RandomNumberGenerator.)
Public methodReset
Resets the random number generator using a random seed.
(Inherited from RandomNumberGenerator.)
Public methodReset(Int32)
Resets the random number generator with the specified seed.
(Inherited from RandomNumberGenerator.)
Top
Fields
  NameDescription
Protected fieldrand_
A delegate method for generating uniform deviates between zero and one.
(Inherited from RandomNumberGenerator.)
Top
Remarks
The Johnson system is based on three possible transformations of a normal random variable--exponential, logistic, and hyperbolic sine--plus the identity transformation:
X = xi + (lambda * T((z - gamma) / delta))
where z is a standard normal random variable, xi and lambda are shape parameters, delta is a scale parameter, gamma is a location parameter, and T is the transformation.
See Also