Combined multiple recursive generator (L'Ecuyer) see here

Definition at line 454 of file GSLRndmEngines.h.

Public Types
typedef GSLRandomEngine	BaseType

Public Member Functions
	GSLRngCMRG ()

Public Member Functions inherited from ROOT::Math::GSLRandomEngine
	GSLRandomEngine ()
	default constructor.

	GSLRandomEngine (const GSLRandomEngine &eng)
	Copy constructor : clone the contained GSL generator.

	GSLRandomEngine (GSLRngWrapper *rng)
	create from an existing rng.

virtual	~GSLRandomEngine ()
	call Terminate()

void	Initialize ()
	initialize the generator If no rng is present the default one based on Mersenne and Twister is created

unsigned long	IntRndm () const
	Generate an integer number between [0,max_generator-1] (including 0 and max-1) if max is larger than available range of algorithm an error message is printed and zero is returned.

unsigned long	MaxInt () const
	return the maximum integer +1 a generator can handle

unsigned long	MinInt () const
	return the minimum integer a generator can handle typically this value is 0

std::string	Name () const
	return name of generator

double	operator() () const
	Generate a random number between ]0,1] 0 is excluded and 1 is included.

GSLRandomEngine &	operator= (const GSLRandomEngine &eng)
	Assignment operator : make a deep copy of the contained GSL generator.

void	RandomArray (double begin, double end) const
	Generate an array of random numbers The iterators points to the random numbers.

template<class Iterator >
void	RandomArray (Iterator begin, Iterator end) const
	Generate an array of random numbers.

double	Rndm () const
	Generate a random number between ]0,1] 0 is excluded and 1 is included.

unsigned long	RndmInt (unsigned long max) const
	Generate an integer number between [0,max-1] (including 0 and max-1) if max is larger than available range of algorithm an error message is printed and zero is returned.

void	SetSeed (unsigned int seed) const
	set the random generator seed

unsigned int	Size () const
	return the state size of generator

void	Terminate ()
	delete pointer to contained rng

double	Gaussian (double sigma) const
	Gaussian distribution - default method is Box-Muller (polar method)

double	GaussianZig (double sigma) const
	Gaussian distribution - Ziggurat method.

double	GaussianRatio (double sigma) const
	Gaussian distribution - Ratio method.

double	GaussianTail (double a, double sigma) const
	Gaussian Tail distribution.

void	Gaussian2D (double sigmaX, double sigmaY, double rho, double &x, double &y) const
	Bivariate Gaussian distribution with correlation.

void	GaussianND (size_t dim, const double pars, const double covmat, double genpars, double lmat=nullptr) const
	Multivariate Gaussian distribution.

double	Exponential (double mu) const
	Exponential distribution.

double	Cauchy (double a) const
	Cauchy distribution.

double	Landau () const
	Landau distribution.

double	Gamma (double a, double b) const
	Gamma distribution.

double	Beta (double a, double b) const
	Beta distribution.

double	LogNormal (double zeta, double sigma) const
	Log Normal distribution.

double	ChiSquare (double nu) const
	Chi square distribution.

double	FDist (double nu1, double nu2) const
	F distribution.

double	tDist (double nu) const
	t student distribution

double	Rayleigh (double sigma) const
	Rayleigh distribution.

double	Logistic (double a) const
	Logistic distribution.

double	Pareto (double a, double b) const
	Pareto distribution.

void	Dir2D (double &x, double &y) const
	generate random numbers in a 2D circle of radious 1

void	Dir3D (double &x, double &y, double &z) const
	generate random numbers in a 3D sphere of radious 1

unsigned int	Poisson (double mu) const
	Poisson distribution.

unsigned int	Binomial (double p, unsigned int n) const
	Binomial distribution.

unsigned int	NegativeBinomial (double p, double n) const
	Negative Binomial distribution.

std::vector< unsigned int >	Multinomial (unsigned int ntot, const std::vector< double > &p) const
	Multinomial distribution.

Additional Inherited Members
Protected Member Functions inherited from ROOT::Math::GSLRandomEngine
void	SetType (GSLRngWrapper *r)
	internal method used by the derived class to set the type of generators

GSLRngWrapper *	Engine ()
	internal method to return the engine Used by class like GSLMCIntegrator to set the engine