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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 | #ifndef RMATH_RNG_H_
#define RMATH_RNG_H_
#include <rng/RNG.h>
enum NormKind {AHRENS_DIETER, BOX_MULLER, KINDERMAN_RAMAGE};
/**
* @short RNG object based on the R math library
*
* An RmathRNG object implements the normal and exponential functions
* using code from the R math library.
*/
class RmathRNG : public RNG
{
NormKind _N01_kind;
double _BM_norm_keep;
public:
/**
* @param norm_kind Defines the algorithm for producing normal random
* variables
*/
RmathRNG(std::string const &name, NormKind norm_kind);
double normal();
double exponential();
};
#endif /* RMATH_RNG_H_ */
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