Changeset 26619

Timestamp:

11/12/21 10:36:18 (3 years ago)

Author:

bulthuis

Message:

CGH: add student-t distribution to pseudo-random generator

Location:

issm/trunk-jpl/src/c/shared/Random

Files:

• randomgenerator.cpp (modified) (1 diff)
• randomgenerator.h (modified) (1 diff)

issm/trunk-jpl/src/c/shared/Random/randomgenerator.cpp

@@ -189 +189 @@
   /*}}}*/
 
+  /* Student-t distribution */
+
+  student_t_distribution::student_t_distribution(){/*{{{*/
+      k  = 1;
+      return;
+  }
+  /*}}}*/
+
+  student_t_distribution::student_t_distribution(unsigned int dof){/*{{{*/
+      k   = dof;
+      return;
+  }
+  /*}}}*/
+
+  student_t_distribution::~student_t_distribution(){}
+
+  double student_t_distribution::generator(rnd::linear_congruential_engine random_engine){/*{{{*/
+
+      rnd::normal_distribution  normal_distribution;
+      rnd::chi_squared_distribution     chi_squared_distribution(k);
+
+      return normal_distribution.generator(random_engine)/sqrt(chi_squared_distribution.generator(random_engine)/k);
+
+  }
+  /*}}}*/
+
 }

issm/trunk-jpl/src/c/shared/Random/randomgenerator.h

@@ -120 +120 @@
   };
 
+  class student_t_distribution
+  {
+
+    private:
+      unsigned int k;
+
+    public:
+
+      /*constructors, destructors: */
+      student_t_distribution();
+      student_t_distribution(unsigned int k);
+      ~student_t_distribution();
+
+      double generator(rnd::linear_congruential_engine random_engine);
+
+  };
+
 
 }