GSL.Random.Quasi

Quasi-random number generators.

Data types

newtype QRNG

Constructors

MkQRNG (ForeignPtr QRNG)

Instances

Eq QRNG

Methods

(==) :: QRNG -> QRNG -> Bool

(/=) :: QRNG -> QRNG -> Bool

Data QRNG

Methods

gfoldl :: (forall d b. Data d => c (d -> b) -> d -> c b) -> (forall g. g -> c g) -> QRNG -> c QRNG

gunfold :: (forall b r. Data b => c (b -> r) -> c r) -> (forall r. r -> c r) -> Constr -> c QRNG

toConstr :: QRNG -> Constr

dataTypeOf :: QRNG -> DataType

dataCast1 :: Typeable (* -> *) t => (forall d. Data d => c (t d)) -> Maybe (c QRNG)

dataCast2 :: Typeable (* -> * -> *) t => (forall d e. (Data d, Data e) => c (t d e)) -> Maybe (c QRNG)

gmapT :: (forall b. Data b => b -> b) -> QRNG -> QRNG

gmapQl :: (r -> r' -> r) -> r -> (forall d. Data d => d -> r') -> QRNG -> r

gmapQr :: (r' -> r -> r) -> r -> (forall d. Data d => d -> r') -> QRNG -> r

gmapQ :: (forall d. Data d => d -> u) -> QRNG -> [u]

gmapQi :: Int -> (forall d. Data d => d -> u) -> QRNG -> u

gmapM :: Monad m => (forall d. Data d => d -> m d) -> QRNG -> m QRNG

gmapMp :: MonadPlus m => (forall d. Data d => d -> m d) -> QRNG -> m QRNG

gmapMo :: MonadPlus m => (forall d. Data d => d -> m d) -> QRNG -> m QRNG

Show QRNG

Methods

showsPrec :: Int -> QRNG -> ShowS

show :: QRNG -> String

showList :: [QRNG] -> ShowS

data QRNGType

Instances

Eq QRNGType

Methods

(==) :: QRNGType -> QRNGType -> Bool

(/=) :: QRNGType -> QRNGType -> Bool

Data QRNGType

Methods

gfoldl :: (forall d b. Data d => c (d -> b) -> d -> c b) -> (forall g. g -> c g) -> QRNGType -> c QRNGType

gunfold :: (forall b r. Data b => c (b -> r) -> c r) -> (forall r. r -> c r) -> Constr -> c QRNGType

toConstr :: QRNGType -> Constr

dataTypeOf :: QRNGType -> DataType

dataCast1 :: Typeable (* -> *) t => (forall d. Data d => c (t d)) -> Maybe (c QRNGType)

dataCast2 :: Typeable (* -> * -> *) t => (forall d e. (Data d, Data e) => c (t d e)) -> Maybe (c QRNGType)

gmapT :: (forall b. Data b => b -> b) -> QRNGType -> QRNGType

gmapQl :: (r -> r' -> r) -> r -> (forall d. Data d => d -> r') -> QRNGType -> r

gmapQr :: (r' -> r -> r) -> r -> (forall d. Data d => d -> r') -> QRNGType -> r

gmapQ :: (forall d. Data d => d -> u) -> QRNGType -> [u]

gmapQi :: Int -> (forall d. Data d => d -> u) -> QRNGType -> u

gmapM :: Monad m => (forall d. Data d => d -> m d) -> QRNGType -> m QRNGType

gmapMp :: MonadPlus m => (forall d. Data d => d -> m d) -> QRNGType -> m QRNGType

gmapMo :: MonadPlus m => (forall d. Data d => d -> m d) -> QRNGType -> m QRNGType

Show QRNGType

Methods

showsPrec :: Int -> QRNGType -> ShowS

show :: QRNGType -> String

showList :: [QRNGType] -> ShowS

Initializing

newQRNG :: QRNGType -> Int -> IO QRNG

Allocate a new quasi-random number generator of the given type, generating points with the given number of dimensions.

resetQRNG :: QRNG -> IO ()

Reset the generator to the beginning of its sequence.

Sampling

getSample :: QRNG -> Ptr Double -> IO ()

Stores the next point from the generator in the given buffer. The space available in the buffer must match the dimension of the generator. The components of the sample will each lie in the range (0,1).

getListSample :: QRNG -> IO [Double]

Gets the next sample point as a list.

Auxiliary functions

getName :: QRNG -> IO String

Get the name of the generator.

getDimension :: QRNG -> IO Int

The dimension of the sequence.

getSize :: QRNG -> IO Word64

Get the size of the generator state, in bytes.

getState :: QRNG -> IO [Word8]

Get the generator state.

setState :: QRNG -> [Word8] -> IO ()

Set the generator state. The input array should have size equal to getSize of the generator; otherwise, strange things will happen.

Copying state

copyQRNG :: QRNG -> QRNG -> IO ()

copyQRNG dst src copies the state from one generator to another. The two generators must have the same type.

cloneQRNG :: QRNG -> IO QRNG

Allocate a new quasi-random number generator that is exact copy of another generator.

Algorithms

niederreiter :: QRNGType

sobol :: QRNGType

halton :: QRNGType

reverseHalton :: QRNGType

maxDimension :: QRNGType -> Int

The maximum dimension of samples that the given generator supports.