U01 Sequence

Generating ordered uniform random sequence. More...

Classes
class	vsmc::U01SequenceSorted< RNGType, RealType >
	Generate a fixed length sequence of uniform \([0,1)\) random variates by sorting. More...
class	vsmc::U01SequenceStratified< RNGType, RealType >
	Generate a fixed length sequence of uniform \([0,1)\) random variates by stratified sampling. More...
class	vsmc::U01SequenceSystematic< RNGType, RealType >
	Generate a fixed length sequence of uniform \([0,1)\) random variates by systematic sampling. More...

Functions
template<typename RealType >
void	vsmc::u01_sorted (std::size_t N, const RealType *u01, RealType *u01seq)
	Tranform a sequence of standard uniform random numbers to sorted sequence. More...
template<typename RealType >
void	vsmc::u01_stratified (std::size_t N, const RealType *u01, RealType *u01seq)
	Transform a sequence of standard uniform random numbers to a stratified sequence. More...
template<typename RealType >
void	vsmc::u01_systematic (std::size_t N, RealType u01, RealType *u01seq)
	Transform a single standard uniform random number to a systematic sequence. More...

Detailed Description

Generating ordered uniform random sequence.

Function Documentation

template<typename RealType >

void vsmc::u01_sorted ( std::size_t  N, const RealType *  u01, RealType *  u01seq  )

inline

Tranform a sequence of standard uniform random numbers to sorted sequence.

This function does not acutally sort the sequence u01, instead u01seq is a sequence generated such that it comes from the same distribution of the sorted sequence.

Definition at line 54 of file u01_sequence.hpp.

template<typename RealType >

void vsmc::u01_stratified ( std::size_t  N, const RealType *  u01, RealType *  u01seq  )

inline

Transform a sequence of standard uniform random numbers to a stratified sequence.

Definition at line 68 of file u01_sequence.hpp.

template<typename RealType >

void vsmc::u01_systematic ( std::size_t  N, RealType  u01, RealType *  u01seq  )

inline

Transform a single standard uniform random number to a systematic sequence.

Definition at line 80 of file u01_sequence.hpp.