TS++ library: time series library
random.cc File Reference

create a random series (implementation) More...

#include <tsxx/random.h>
#include <gsl/gsl_rng.h>
#include <gsl/gsl_randist.h>
#include <time.h>
Include dependency graph for random.cc:

Go to the source code of this file.

Classes

class  ts::rnd::helper::GSLrng
 internal class used for static variable in dugauss More...
 

Namespaces

 ts
 All stuff in this library will be placed within namespace ts.
 
 ts::rnd
 
 ts::rnd::helper
 

Macros

#define TS_RANDOM_CC_VERSION   "TS_RANDOM_CC V1.1"
 

Functions

Tdseries ts::rnd::dugauss (const int &n)
 return gaussian uniform noise (standard dev=1, zero mean) More...
 

Detailed Description

create a random series (implementation)


Author
Thomas Forbriger
Date
19/03/2016

create a random series (implementation)

Copyright (c) 2006, 2016 by Thomas Forbriger (BFO Schiltach)


This program is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 2 of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.

You should have received a copy of the GNU General Public License along with this program; if not, write to the Free Software

Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA

REVISIONS and CHANGES

  • 27/06/2006 V1.0 Thomas Forbriger
  • 19/03/2016 V1.1 seed sequence only once

Definition in file random.cc.