Data.Mealy.Simulate

Documentation

rvs :: Gen (PrimState IO) -> Int -> IO [Double]

rvs creates a list of standard normal random variates. >>> t <- rvs gen n >>> t eq' [-0.8077385934202513,-1.3423948150518445,-0.4900206084002882] True

>>> rs <- rvs gen 10000
>>> fold (ma 1) rs
-1.735737734197327e-3

>>> fold (std 1) rs
0.9923615647768976

rvsp :: Gen (PrimState IO) -> Int -> Double -> IO [(Double, Double)]

rvsPair generates a list of correlated random variate tuples | >>> t <- rvsp gen 3 0.8 >>> t eq'p [(-0.8077385934202513,-1.4591410449385904),(-1.3423948150518445,-0.6046212701237168),(-0.4900206084002882,0.923007518547542)] True

>>> rsp <- rvsp gen 10000 0.8
>>> fold (corr (ma 1) (std 1)) rsp
0.7933213647252008

create :: PrimMonad m => m (Gen (PrimState m))

Create a generator for variates using a fixed seed.