BivariateGauss Class Reference

A class for generating two random numbers from a Gaussian distribution, with a given correlation. More...

#include <vecrand.hpp>

Public Member Functions
	BivariateGauss (const flt s1=1, const flt s2=1, const flt corr=0)
	See set() for parameters. More...
void	set (const flt s1, const flt s2, const flt corr)
	Set the standard deviations and correlations. More...
Eigen::Matrix< flt, 1, 2 >	generate ()
	Randomly generate two correlated numbers. More...
Vec	gen_vec ()
	Generate a single Vec. More...
VecPair	gen_vecs ()
	Randomly generate two correlated Vec objects. More...

Protected Attributes
normdistribution	distro
normgenerator	gauss
flt	x11
flt	x21
flt	x22

Detailed Description

A class for generating two random numbers from a Gaussian distribution, with a given correlation.

This is used by some of the integrators.

Constructor & Destructor Documentation

BivariateGauss::BivariateGauss	(	const flt	s1 = 1,
		const flt	s2 = 1,
		const flt	corr = 0
	)

See set() for parameters.

Member Function Documentation

Vec BivariateGauss::gen_vec ( )

inline

Generate a single Vec.

VecPair BivariateGauss::gen_vecs

(

)

Randomly generate two correlated Vec objects.

Eigen::Matrix< flt, 1, 2 > BivariateGauss::generate

(

)

Randomly generate two correlated numbers.

void BivariateGauss::set	(	const flt	s1,
		const flt	s2,
		const flt	corr
	)

Set the standard deviations and correlations.

Parameters

s1	Standard deviation of the first vector. s1 > 0.
s2	Standard deviation of the second vector. s2 > 0.
corr	Normalized correlation between the two vectors, 0 <= corr <= 1.

Member Data Documentation

normdistribution BivariateGauss::distro

protected

normgenerator BivariateGauss::gauss

protected

flt BivariateGauss::x11

protected

flt BivariateGauss::x21

protected

flt BivariateGauss::x22

protected

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The documentation for this class was generated from the following files:

• src/vecrand.hpp
• src/vecrand.cpp