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Public Member Functions | List of all members
itpp::AR1_Normal_RNG Class Reference

Filtered normal distribution. More...

#include <itpp/base/random.h>

Public Member Functions

 AR1_Normal_RNG (double meanval=0.0, double variance=1.0, double rho=0.0)
 Constructor. Set mean, variance, and correlation.
void setup (double meanval, double variance, double rho)
 Set mean, variance, and correlation.
void get_setup (double &meanval, double &variance, double &rho) const
 Get mean, variance and correlation.
void reset ()
 Set memory contents to zero.
double operator() ()
 Get a single random sample.
vec operator() (int n)
 Get a sample vector.
mat operator() (int h, int w)
 Get a sample matrix.

Detailed Description

Filtered normal distribution.

Definition at line 652 of file random.h.

The documentation for this class was generated from the following files:
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