Copyright	Copyright (c) 2009-2016, David Sorokin <david.sorokin@gmail.com>
License	BSD3
Maintainer	David Sorokin <david.sorokin@gmail.com>
Stability	experimental
Safe Haskell	Safe
Language	Haskell2010

Simulation.Aivika.Generator

Description

Tested with: GHC 8.0.1

Below is defined a type class of the random number generator.

Synopsis

Documentation

data Generator Source #

Defines a random number generator.

Constructors

Generator

Fields

generateUniform :: Double -> Double -> IO Double
Generate an uniform random number with the specified minimum and maximum.
generateUniformInt :: Int -> Int -> IO Int
Generate an uniform integer random number with the specified minimum and maximum.
generateTriangular :: Double -> Double -> Double -> IO Double
Generate a triangular random number by the specified minimum, median and maximum.
generateNormal :: Double -> Double -> IO Double
Generate the normal random number with the specified mean and deviation.
generateLogNormal :: Double -> Double -> IO Double
Generate a random number from the lognormal distribution derived from a normal distribution with the specified mean and deviation.
generateExponential :: Double -> IO Double
Generate the random number distributed exponentially with the specified mean (the reciprocal of the rate).
generateErlang :: Double -> Int -> IO Double
Generate the Erlang random number with the specified scale (the reciprocal of the rate) and integer shape.
generatePoisson :: Double -> IO Int
Generate the Poisson random number with the specified mean.
generateBinomial :: Double -> Int -> IO Int
Generate the binomial random number with the specified probability and number of trials.
generateGamma :: Double -> Double -> IO Double
Generate a random number from the Gamma distribution with the specified shape (kappa) and scale (theta, a reciprocal of the rate).
The probability density for the Gamma distribution is
```
f x = x ** (kappa - 1) * exp (- x / theta) / theta ** kappa * Gamma kappa
```
generateBeta :: Double -> Double -> IO Double
Generate a random number from the Beta distribution by the specified shape parameters (alpha and beta).
The probability density for the Beta distribution is
```
f x = x ** (alpha - 1) * (1 - x) ** (beta - 1) / B alpha beta
```
generateWeibull :: Double -> Double -> IO Double
Generate a random number from the Weibull distribution by the specified shape and scale.
generateDiscrete :: forall a. DiscretePDF a -> IO a
Generate a random value from the specified discrete distribution.

data GeneratorType Source #

Defines a type of the random number generator.

Constructors

SimpleGenerator	The simple random number generator.
SimpleGeneratorWithSeed Int	The simple random number generator with the specified seed.
CustomGenerator (IO Generator)	The custom random number generator.
CustomGenerator01 (IO Double)	The custom random number generator by the specified uniform generator of numbers from 0 to 1.

type DiscretePDF a = [(a, Double)] Source #

A discrete probability density function.

newGenerator :: GeneratorType -> IO Generator Source #

Create a new random number generator by the specified type.

newRandomGenerator :: RandomGen g => g -> IO Generator Source #

Create a new random generator by the specified standard generator.

newRandomGenerator01 :: IO Double -> IO Generator Source #

Create a new random generator by the specified uniform generator of numbers from 0 to 1.