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Toolkit for Adaptive Stochastic Modeling and Non-Intrusive ApproximatioN: Tasmanian v8.2 (development)
tsgDreamCoreRandom.hpp File Reference

Core random sampling methods. More...

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Namespaces

 TasDREAM
 Encapsulates the Tasmanian DREAM module.
 

Functions

double TasDREAM::tsgCoreUniform01 ()
 Default random sampler, using rand() divided by RAND_MAX. More...
 
void TasDREAM::applyUniformUpdate (std::vector< double > &x, double magnitude, std::function< double(void)> get_random01=tsgCoreUniform01)
 Add a correction to every entry in x, use uniform samples over (-magnitude, magnitude). More...
 
void TasDREAM::applyGaussianUpdate (std::vector< double > &x, double magnitude, std::function< double(void)> get_random01=tsgCoreUniform01)
 Add a correction to every entry in x, sue Gaussian distribution with zero mean and standard deviation equal to magnitude. More...
 
void TasDREAM::genUniformSamples (const std::vector< double > &lower, const std::vector< double > &upper, int num_samples, std::vector< double > &x, std::function< double(void)> get_random01=tsgCoreUniform01)
 Generate uniform random samples in the hypercube defined by lower and upper limits. More...
 
std::vector< double > TasDREAM::genUniformSamples (const std::vector< double > &lower, const std::vector< double > &upper, int num_samples, std::function< double(void)> get_random01=tsgCoreUniform01)
 Overload that returns the vector.
 
void TasDREAM::genGaussianSamples (const std::vector< double > &means, const std::vector< double > &deviations, int num_samples, std::vector< double > &x, std::function< double(void)> get_random01=tsgCoreUniform01)
 Generate standard normal samples with given means and standard deviations. More...
 
std::vector< double > TasDREAM::genGaussianSamples (const std::vector< double > &means, const std::vector< double > &deviations, int num_samples, std::function< double(void)> get_random01=tsgCoreUniform01)
 Overload that returns the vector.
 

Detailed Description

Core random sampling methods.

Author
Miroslav Stoyanov

Implements several methods for random sampling and defines specific probability density functions.