Distribution1DCosineSampler Class Reference

Inheritance diagram for Distribution1DCosineSampler:

Collaboration diagram for Distribution1DCosineSampler:

Public Member Functions
	Distribution1DCosineSampler (double omega)
double	randomSample () const final

Private Attributes
double	m_omega

Detailed Description

Definition at line 67 of file IDistribution1DSampler.h.

Constructor & Destructor Documentation

Distribution1DCosineSampler()

Distribution1DCosineSampler::Distribution1DCosineSampler ( double  omega )

inline

Definition at line 70 of file IDistribution1DSampler.h.

: m_omega(omega) {}

Member Function Documentation

randomSample()

double Distribution1DCosineSampler::randomSample ( ) const

finalvirtual

Implements IDistribution1DSampler.

Definition at line 73 of file IDistribution1DSampler.cpp.

{
    std::random_device rd;
    std::mt19937 gen(rd());
 
    // generate a cdf value between 0 and 1
    std::uniform_real_distribution<> uniformDist(0.0, 1.0);
    double cdf_value = uniformDist(gen);
 
    // solve for x from the cdf of Cosine Distribution using Newton-Raphson method
    double func = 0.0, funcDeriv = 0.0, x = 0.0;
 
    // initial guess for x
    if (cdf_value <= 0.5)
        x = -m_omega / 2;
    else
        x = m_omega / 2;
 
    bool convergedSoln = false;
    while (!convergedSoln) {
        func = x + m_omega / M_PI * std::sin(M_PI * x / m_omega) + m_omega * (1 - 2 * cdf_value);
        funcDeriv = 1 + std::cos(M_PI * x / m_omega);
 
        x = x - func / funcDeriv;
 
        if (std::abs(func / funcDeriv) < 0.001)
            convergedSoln = true;
    }
 
    return x;
}

References m_omega, and M_PI.

Member Data Documentation

m_omega

double Distribution1DCosineSampler::m_omega

private

Definition at line 74 of file IDistribution1DSampler.h.

Referenced by randomSample().

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The documentation for this class was generated from the following files:

• /home/www/ba/Sample/Correlations/IDistribution1DSampler.h
• /home/www/ba/Sample/Correlations/IDistribution1DSampler.cpp