Distribution1DTriangleSampler Class Reference

Inheritance diagram for Distribution1DTriangleSampler:

Collaboration diagram for Distribution1DTriangleSampler:

Public Member Functions
	Distribution1DTriangleSampler (double omega)
double	randomSample () const final

Private Attributes
double	m_omega

Detailed Description

Definition at line 57 of file IDistribution1DSampler.h.

Constructor & Destructor Documentation

Distribution1DTriangleSampler()

Distribution1DTriangleSampler::Distribution1DTriangleSampler ( double  omega )

inline

Definition at line 60 of file IDistribution1DSampler.h.

: m_omega(omega) {}

Member Function Documentation

randomSample()

double Distribution1DTriangleSampler::randomSample ( ) const

finalvirtual

Implements IDistribution1DSampler.

Definition at line 57 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 by inverting the cdf of Triangle Distribution
    if (cdf_value <= 0.5)
        return (-m_omega + m_omega * std::sqrt(2 * cdf_value));
    else
        return (m_omega - m_omega * std::sqrt(2 * (1 - cdf_value)));
}

References m_omega.

Member Data Documentation

m_omega

double Distribution1DTriangleSampler::m_omega

private

Definition at line 64 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