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.

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

• itpp/base/random.h
• itpp/base/random.cpp