Package | Description |
---|---|
org.hipparchus.distribution.multivariate |
Implementations of multivariate distributions.
|
org.hipparchus.random |
Random number and random data generators.
|
org.hipparchus.util |
Convenience routines and common data structures used throughout the Hipparchus library.
|
Modifier and Type | Field and Description |
---|---|
protected RandomGenerator |
AbstractMultivariateRealDistribution.random
RNG instance used to generate samples from the distribution.
|
Constructor and Description |
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AbstractMultivariateRealDistribution(RandomGenerator rng,
int n) |
MixtureMultivariateNormalDistribution(RandomGenerator rng,
List<Pair<Double,MultivariateNormalDistribution>> components)
Creates a mixture model from a list of distributions and their
associated weights.
|
MixtureMultivariateRealDistribution(RandomGenerator rng,
List<Pair<Double,T>> components)
Creates a mixture model from a list of distributions and their
associated weights.
|
MultivariateNormalDistribution(RandomGenerator rng,
double[] means,
double[][] covariances)
Creates a multivariate normal distribution with the given mean vector and
covariance matrix.
|
MultivariateNormalDistribution(RandomGenerator rng,
double[] means,
double[][] covariances,
double singularMatrixCheckTolerance)
Creates a multivariate normal distribution with the given mean vector and
covariance matrix.
|
Modifier and Type | Class and Description |
---|---|
class |
AbstractWell
This abstract class implements the WELL class of pseudo-random number generator
from François Panneton, Pierre L'Ecuyer and Makoto Matsumoto.
|
class |
ISAACRandom
A fast cryptographic pseudo-random number generator.
|
class |
JDKRandomGenerator
A
RandomGenerator adapter that delegates the random number
generation to the standard Random class. |
class |
MersenneTwister
This class implements a powerful pseudo-random number generator
developed by Makoto Matsumoto and Takuji Nishimura during
1996-1997.
|
class |
RandomAdaptor
Extension of
Random wrapping a
RandomGenerator . |
class |
RandomDataGenerator
A class for generating random data.
|
class |
SynchronizedRandomGenerator
Any
RandomGenerator implementation can be thread-safe if it
is used through an instance of this class. |
class |
Well1024a
This class implements the WELL1024a pseudo-random number generator
from François Panneton, Pierre L'Ecuyer and Makoto Matsumoto.
|
class |
Well19937a
This class implements the WELL19937a pseudo-random number generator
from François Panneton, Pierre L'Ecuyer and Makoto Matsumoto.
|
class |
Well19937c
This class implements the WELL19937c pseudo-random number generator
from François Panneton, Pierre L'Ecuyer and Makoto Matsumoto.
|
class |
Well44497a
This class implements the WELL44497a pseudo-random number generator
from François Panneton, Pierre L'Ecuyer and Makoto Matsumoto.
|
class |
Well44497b
This class implements the WELL44497b pseudo-random number generator
from François Panneton, Pierre L'Ecuyer and Makoto Matsumoto.
|
class |
Well512a
This class implements the WELL512a pseudo-random number generator
from François Panneton, Pierre L'Ecuyer and Makoto Matsumoto.
|
Modifier and Type | Method and Description |
---|---|
protected RandomGenerator |
RandomDataGenerator.delegate()
Returns the backing delegate instance that methods are forwarded to.
|
Modifier and Type | Method and Description |
---|---|
static RandomDataGenerator |
RandomDataGenerator.of(RandomGenerator randomGenerator)
Factory method to create a
RandomData instance using the supplied
RandomGenerator . |
static Random |
RandomAdaptor.of(RandomGenerator randomGenerator)
Factory method to create a
Random using the supplied
RandomGenerator . |
Constructor and Description |
---|
GaussianRandomGenerator(RandomGenerator generator)
Create a new generator.
|
RandomAdaptor(RandomGenerator randomGenerator)
Construct a RandomAdaptor wrapping the supplied RandomGenerator.
|
StableRandomGenerator(RandomGenerator generator,
double alpha,
double beta)
Create a new generator.
|
SynchronizedRandomGenerator(RandomGenerator rng)
Creates a synchronized wrapper for the given
RandomGenerator
instance. |
UniformRandomGenerator(RandomGenerator generator)
Create a new generator.
|
UnitSphereRandomVectorGenerator(int dimension,
RandomGenerator rand) |
Modifier and Type | Method and Description |
---|---|
static void |
MathArrays.shuffle(int[] list,
int start,
MathArrays.Position pos,
RandomGenerator rng)
Shuffle the entries of the given array, using the
Fisher–Yates algorithm.
|
static void |
MathArrays.shuffle(int[] list,
RandomGenerator rng)
Shuffle the entries of the given array.
|
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