Copyright	Copyright (c) 2009-2015, David Sorokin <david.sorokin@gmail.com>
License	BSD3
Maintainer	David Sorokin <david.sorokin@gmail.com>
Stability	experimental
Safe Haskell	Safe
Language	Haskell2010

Simulation.Aivika.Trans.Generator

Description

Tested with: GHC 7.10.1

Below is defined a random number generator.

Synopsis

Documentation

class (Functor m, Monad m) => MonadGenerator m where Source

Defines a monad whithin which computation the random number generator can work.

Associated Types

data Generator m :: * Source

Defines a random number generator.

Methods

generateUniform :: Generator m -> Double -> Double -> m Double Source

Generate an uniform random number with the specified minimum and maximum.

generateUniformInt :: Generator m -> Int -> Int -> m Int Source

Generate an uniform integer random number with the specified minimum and maximum.

generateTriangular :: Generator m -> Double -> Double -> Double -> m Double Source

Generate a triangular random number by the specified minimum, median and maximum.

generateNormal :: Generator m -> Double -> Double -> m Double Source

Generate a normal random number with the specified mean and deviation.

generateLogNormal :: Generator m -> Double -> Double -> m Double Source

Generate a random number from the lognormal distribution derived from a normal distribution with the specified mean and deviation.

generateExponential :: Generator m -> Double -> m Double Source

Generate a random number distributed exponentially with the specified mean (the reciprocal of the rate).

generateErlang :: Generator m -> Double -> Int -> m Double Source

Generate the Erlang random number with the specified scale (the reciprocal of the rate) and integer shape.

generatePoisson :: Generator m -> Double -> m Int Source

Generate the Poisson random number with the specified mean.

generateBinomial :: Generator m -> Double -> Int -> m Int Source

Generate the binomial random number with the specified probability and number of trials.

generateGamma :: Generator m -> Double -> Double -> m Double Source

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 :: Generator m -> Double -> Double -> m Double Source

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 :: Generator m -> Double -> Double -> m Double Source

Generate a random number from the Weibull distribution by the specified shape and scale.

generateDiscrete :: forall a. Generator m -> DiscretePDF a -> m a Source

Generate a random value from the specified discrete distribution.

newGenerator :: GeneratorType m -> m (Generator m) Source

Create a new random number generator.

newRandomGenerator :: RandomGen g => g -> m (Generator m) Source

Create a new random generator by the specified standard generator.

newRandomGenerator01 :: m Double -> m (Generator m) Source

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

data GeneratorType m 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 (m (Generator m))	The custom random number generator.
CustomGenerator01 (m Double)	The custom random number generator by the specified uniform generator of numbers from 0 to 1.

type DiscretePDF a = [(a, Double)]

A discrete probability density function.