CodeCogs

Cheng's BB algorithm for generating Beta distribution random values

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Interface

#include <codecogs/statistics/distributions/continuous/beta/randomsample.h>

using namespace Statistics::Distributions::Continuous::Beta;

double generate(Stats::Random::Mersenne* method)
void init(double alpha, double beta)
double generate(Stats::Random::Mersenne* method)
RandomSample(double alpha=1, double beta=1, double seed = 0.63245) : Mersenne(seed)
inline double genReal()
double genReal(double alpha, double beta)
void init(double alpha, double beta)
double sample(double alpha, double beta, double seed=0)

FUNCTION

generate

FUNCTION

init

FUNCTION

generate

FUNCTION

RandomSample

Parameters

seed

Default value = 0.63245

beta

Default Value = 1

alpha

Default Value = 1

FUNCTION

genReal

Generate the next random number

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Result –

FUNCTION

genReal

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alpha

beta

Result –

FUNCTION

init

FUNCTION

sample

This function is a simple wrapper around the randomsample class provided in this module. It uses a static to keep a single instance of this class, so that each call to this function returns a new random number. As a result this function is not necessarily thread safe, in the sense that with identical initial seed, the sequence of random numbers may differ on a multitasking or multi threaded system.

The seed is only set on the first call to this function. Thereafter this parameter is ignored. If you do no want to set the seed, then we suggest you use the system clock the first time you call this function, i.e.

#include <time.h>
...
sample(alpha, beta, time(0) / MERSENNEDIV);

If you require more advance behaviour, we strongly recommend that directly use the underlying class randomsample that is provided with this module.

Parameters

alpha

first shape parameter for the beta distribution

beta

second shape parameter for the beta distribution

seed

sets the initial seed for the random generator. Only used in the first call to this function

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alpha

beta

seed

Result –