RandGenJohnson Class

Class RandGenJohnson generates random numbers from a Johnson distribution.

Inheritance Hierarchy

SystemObject
CenterSpace.NMath.CoreRandomNumberGenerator
CenterSpace.NMath.CoreRandGenJohnson

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4

Syntax

C++

Copy

public class RandGenJohnson : RandomNumberGenerator

Public Class RandGenJohnson
	Inherits RandomNumberGenerator

public ref class RandGenJohnson : public RandomNumberGenerator

type RandGenJohnson = 
    class
        inherit RandomNumberGenerator
    end

The RandGenJohnson type exposes the following members.

Constructors

	Name	Description
	RandGenJohnson	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.
	RandGenJohnson(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.
	RandGenJohnson(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.
	RandGenJohnson(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.
	RandGenJohnson(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.
	RandGenJohnson(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.

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Properties

	Name	Description
	Delta	Gets and sets the delta parameter of the Johnson distribution.
	Gamma	Gets and sets the gamma parameter of the Johnson distribution.
	Lambda	Gets and sets the lambda parameter of the Johnson distribution.
	Type	Gets and sets the transformation type of the Johnson distribution.
	UniformDeviateMethod	Gets and sets the delegate method for generating uniform deviates between zero and one. (Inherited from RandomNumberGenerator)
	Xi	Gets and sets the xi parameter of the Johnson distribution.

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Methods

	Name	Description
	Clone	Creates a deep copy of this random number generator. (Overrides RandomNumberGeneratorClone)
	Fill(Double)	Fills the given array of doubles with random values. (Overrides RandomNumberGeneratorFill(Double))
	Fill(DoubleComplex)	Fills the given array of double-precision complex numbers with random values. (Overrides RandomNumberGeneratorFill(DoubleComplex))
	Fill(DoubleDataBlock)	Fills the given data block with random values. (Inherited from RandomNumberGenerator)
	Fill(FloatComplex)	Fills the given array of single-precision complex numbers with random values. (Inherited from RandomNumberGenerator)
	Fill(Single)	Fills the given array of floats with random values. (Inherited from RandomNumberGenerator)
	Next	Generates a random number.
	NextDouble	Generates a double precision random number. (Overrides RandomNumberGeneratorNextDouble)
	NextDoubleComplex	Method for generating a double precision complex number random deviate. (Overrides RandomNumberGeneratorNextDoubleComplex)
	NextFloat	Method for generating a single precision random deviate. (Inherited from RandomNumberGenerator)
	NextFloatComplex	Method for generating a single precision complex number random deviate. (Inherited from RandomNumberGenerator)
	Reset	Resets the random number generator using a random seed. (Inherited from RandomNumberGenerator)
	Reset(Int32)	Resets the random number generator with the specified seed. (Inherited from RandomNumberGenerator)

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Fields

	Name	Description
	rand_	A delegate method for generating uniform deviates between zero and one. (Inherited from RandomNumberGenerator)

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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.

Reference

CenterSpace.NMath.Core Namespace