/// <summary>
/// Generate samples by sampling a function at samples from a probability distribution, uniform between 0 and 1.
/// Faster than other methods but with reduced guarantees on randomness.
/// </summary>
public static T[] UniformMap <T>(int length, Func <double, T> map)
{
var samples = SystemRandomSource.Doubles(length);
var data = new T[length];
for (int i = 0; i < data.Length; i++)
{
data[i] = map(samples[i]);
}
return(data);
}
/// <summary>
/// Create random samples, uniform between 0 and 1.
/// Faster than other methods but with reduced guarantees on randomness.
/// </summary>
public static double[] Uniform(int length)
{
return(SystemRandomSource.Doubles(length));
}
public void StaticSamplesConsistent()
{
Assert.That(SystemRandomSource.Doubles(1000, 1), Is.EqualTo(new SystemRandomSource(1).NextDoubles(1000)).Within(1e-12).AsCollection);
}