Class InvCumulativeKnuthGaussianRng

Namespace

NanoQL.Numerics

Assembly

NanoQL.dll

QuantLib-Python's InvCumulativeKnuthGaussianRng: InverseCumulativeRng<TRng, TIc> over KnuthUniformRng and InverseCumulativeNormal, standard Gaussian deviates.

[WorkingType]
public sealed class InvCumulativeKnuthGaussianRng : InverseCumulativeRng<KnuthUniformRng, InverseCumulativeNormal>, IRng

Inheritance

object

InverseCumulativeRng<KnuthUniformRng, InverseCumulativeNormal>

InvCumulativeKnuthGaussianRng

Implements

IRng

Inherited Members

InverseCumulativeRng<KnuthUniformRng, InverseCumulativeNormal>.Next()

InverseCumulativeRng<KnuthUniformRng, InverseCumulativeNormal>.Clone()

object.GetType()

object.ToString()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Remarks

A convenience name: nanoql's own code uses the generic type. A mutable working type, as its base is.

Constructors

InvCumulativeKnuthGaussianRng(KnuthUniformRng)

Initializes a new instance of the InvCumulativeKnuthGaussianRng class.

public InvCumulativeKnuthGaussianRng(KnuthUniformRng uniformGenerator)

Parameters

uniformGenerator KnuthUniformRng

The uniform generator, which the generator copies.

Exceptions

ArgumentNullException

uniformGenerator is null.

Methods

Clone()

Copies the generator deeply, its uniform generator included: the copy's next draw equals this one's, and the two change apart.

public override InvCumulativeKnuthGaussianRng Clone()

Returns

InvCumulativeKnuthGaussianRng

The copy.