Class ZigguratXoshiro256StarStarGaussianRsg

Namespace

NanoQL.Numerics

Assembly

NanoQL.dll

QuantLib-Python's ZigguratXoshiro256StarStarGaussianRsg: RandomSequenceGenerator<TRng> over ZigguratGaussianRng<TRng> over Xoshiro256StarStarUniformRng, standard Gaussian pseudo-random sequences.

[WorkingType]
public sealed class ZigguratXoshiro256StarStarGaussianRsg : RandomSequenceGenerator<ZigguratGaussianRng<Xoshiro256StarStarUniformRng>>, IRsg

Inheritance

object

RandomSequenceGenerator<ZigguratGaussianRng<Xoshiro256StarStarUniformRng>>

ZigguratXoshiro256StarStarGaussianRsg

Implements

IRsg

Inherited Members

RandomSequenceGenerator<ZigguratGaussianRng<Xoshiro256StarStarUniformRng>>.NextSequence()

RandomSequenceGenerator<ZigguratGaussianRng<Xoshiro256StarStarUniformRng>>.LastSequence()

RandomSequenceGenerator<ZigguratGaussianRng<Xoshiro256StarStarUniformRng>>.Dimension

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

ZigguratXoshiro256StarStarGaussianRsg(int, ZigguratXoshiro256StarStarGaussianRng)

Initializes a new instance of the ZigguratXoshiro256StarStarGaussianRsg class.

public ZigguratXoshiro256StarStarGaussianRsg(int dimensionality, ZigguratXoshiro256StarStarGaussianRng rng)

Parameters

dimensionality int

The dimension of each sequence, at least 1.

rng ZigguratXoshiro256StarStarGaussianRng

The generator, which the sequence generator copies.

Exceptions

ArgumentNullException

rng is null.

ArgumentOutOfRangeException

dimensionality is below 1.

Methods

Clone()

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

public override ZigguratXoshiro256StarStarGaussianRsg Clone()

Returns

ZigguratXoshiro256StarStarGaussianRsg

The copy.