random

Type Members

case class Const[+A](a: A) extends Op[A] with Product with Serializable
trait Dist[A] extends Any
trait DistCModule[V, K] extends CModule[Dist[V], Dist[K]]
trait DistCRig[A] extends DistCSemiring[A] with CRig[Dist[A]]
trait DistCRing[A] extends DistCRng[A] with CRing[Dist[A]]
trait DistCRng[A] extends DistCSemiring[A] with CRng[Dist[A]]
trait DistCSemiring[A] extends CSemiring[Dist[A]]
trait DistEuclideanRing[A] extends DistGCDRing[A] with EuclideanRing[Dist[A]]
trait DistField[A] extends DistEuclideanRing[A] with Field[Dist[A]]
class DistFromGen[A] extends Dist[A]
trait DistGCDRing[A] extends DistCRing[A] with GCDRing[Dist[A]]
trait DistInnerProductSpace[V, K] extends DistVectorSpace[V, K] with InnerProductSpace[Dist[V], Dist[K]]
trait DistInstances0 extends AnyRef
trait DistInstances1 extends DistInstances0
trait DistInstances2 extends DistInstances1
trait DistInstances3 extends DistInstances2
trait DistInstances4 extends DistInstances3
trait DistInstances5 extends DistInstances4
trait DistInstances6 extends DistInstances5
trait DistInstances7 extends DistInstances6
trait DistInstances8 extends DistInstances7
trait DistInstances9 extends DistInstances8
final class DistIterator[A] extends Iterator[A]
trait DistNormedVectorSpace[V, K] extends DistVectorSpace[V, K] with NormedVectorSpace[Dist[V], Dist[K]]
trait DistVectorSpace[V, K] extends DistCModule[V, K] with VectorSpace[Dist[V], Dist[K]]
trait Exponential[A] extends Any
trait ExponentialInstances extends AnyRef
case class FlatMap[A, +B](sub: Op[A], k: (A) ⇒ Op[B]) extends Op[B] with Product with Serializable
trait Gaussian[A] extends Any
trait GaussianInstances extends AnyRef
abstract class Generator extends AnyRef
trait GeneratorCompanion[G, S] extends AnyRef
abstract class IntBasedGenerator extends Generator
abstract class LongBasedGenerator extends Generator
final class MarsagliaGaussian[A] extends Gaussian[A]

An implementation of Gaussian that uses the Marsaglia algorithm.
case class More[+A](k: () ⇒ Op[A]) extends Op[A] with Product with Serializable
case class Next[+A](f: (Generator) ⇒ A) extends Op[A] with Product with Serializable
sealed trait Op[+A] extends AnyRef
abstract class Random[+A, G <: Generator] extends AnyRef
class RandomCmwc5[+A] extends Random[A, Cmwc5]
trait RandomCompanion[G <: Generator] extends AnyRef
class Seed extends AnyRef
sealed trait Size extends AnyRef
trait Uniform[A] extends Any

Value Members

object Dist extends DistInstances9
object Exponential extends ExponentialInstances
object Gaussian extends GaussianInstances
object Generator
object GlobalRng extends LongBasedGenerator
object Random extends RandomCompanion[Cmwc5]
object Seed
object Size
object Uniform
object Ziggurat

This is a Scala implementation of the Ziggurat algorithm for generating random variables from decreasing densities.
This is a Scala implementation of the Ziggurat algorithm for generating random variables from decreasing densities.
Reference: George Marsaglia, Wai Wan Tsang: "The Ziggurat Method for Generating Random Variables" Journal of Statistical Software, Vol. 5, Issue 8, October 2000.

See also
Ziggurat algorithm @ Wikipedia
Ziggurat Paper
package rng

package random

Type Members

case class Const[+A](a: A) extends Op[A] with Product with Serializable

trait Dist[A] extends Any

trait DistCModule[V, K] extends CModule[Dist[V], Dist[K]]

trait DistCRig[A] extends DistCSemiring[A] with CRig[Dist[A]]

trait DistCRing[A] extends DistCRng[A] with CRing[Dist[A]]

trait DistCRng[A] extends DistCSemiring[A] with CRng[Dist[A]]

trait DistCSemiring[A] extends CSemiring[Dist[A]]

trait DistEuclideanRing[A] extends DistGCDRing[A] with EuclideanRing[Dist[A]]

trait DistField[A] extends DistEuclideanRing[A] with Field[Dist[A]]

class DistFromGen[A] extends Dist[A]

trait DistGCDRing[A] extends DistCRing[A] with GCDRing[Dist[A]]

trait DistInnerProductSpace[V, K] extends DistVectorSpace[V, K] with InnerProductSpace[Dist[V], Dist[K]]

trait DistInstances0 extends AnyRef

trait DistInstances1 extends DistInstances0

trait DistInstances2 extends DistInstances1

trait DistInstances3 extends DistInstances2

trait DistInstances4 extends DistInstances3

trait DistInstances5 extends DistInstances4

trait DistInstances6 extends DistInstances5

trait DistInstances7 extends DistInstances6

trait DistInstances8 extends DistInstances7

trait DistInstances9 extends DistInstances8

final class DistIterator[A] extends Iterator[A]

trait DistNormedVectorSpace[V, K] extends DistVectorSpace[V, K] with NormedVectorSpace[Dist[V], Dist[K]]

trait DistVectorSpace[V, K] extends DistCModule[V, K] with VectorSpace[Dist[V], Dist[K]]

trait Exponential[A] extends Any

trait ExponentialInstances extends AnyRef

case class FlatMap[A, +B](sub: Op[A], k: (A) ⇒ Op[B]) extends Op[B] with Product with Serializable

trait Gaussian[A] extends Any

trait GaussianInstances extends AnyRef

abstract class Generator extends AnyRef

trait GeneratorCompanion[G, S] extends AnyRef

abstract class IntBasedGenerator extends Generator

abstract class LongBasedGenerator extends Generator

final class MarsagliaGaussian[A] extends Gaussian[A]

case class More[+A](k: () ⇒ Op[A]) extends Op[A] with Product with Serializable

case class Next[+A](f: (Generator) ⇒ A) extends Op[A] with Product with Serializable

sealed trait Op[+A] extends AnyRef

abstract class Random[+A, G <: Generator] extends AnyRef

class RandomCmwc5[+A] extends Random[A, Cmwc5]

trait RandomCompanion[G <: Generator] extends AnyRef

class Seed extends AnyRef

sealed trait Size extends AnyRef

trait Uniform[A] extends Any

Value Members

object Dist extends DistInstances9

object Exponential extends ExponentialInstances

object Gaussian extends GaussianInstances

object Generator

object GlobalRng extends LongBasedGenerator

object Random extends RandomCompanion[Cmwc5]

object Seed

object Size

object Uniform

object Ziggurat

package rng

Ungrouped