/// <summary>
/// Gets a cauchy distributed random value.
/// </summary>
/// <param name="Median">Median of distribution.</param>
/// <param name="Scale">Scale of distribution.</param>
/// <returns>Random value.</returns>
public static double NextDouble(double Median, double Scale)
{
if (Scale <= 0)
{
throw new ArgumentOutOfRangeException("Must be positive.", nameof(Scale));
}
return(Math.Tan(Math.PI * (Uniform.NextDouble() - 0.5)) * Scale + Median);
}
/// <summary>
/// Gets a normally distributed random value. Distribution has a mean of 0 and standard deviation of 1.
/// </summary>
/// <returns>Random value.</returns>
public static double NextDouble()
{
double U1 = Uniform.NextDouble();
double U2 = Uniform.NextDouble();
double r = Math.Sqrt(-2.0 * Math.Log(U1));
r *= Math.Sin(2.0 * Math.PI * U2);
return(r);
}
/// <summary>
/// Gets a laplace distributed random value.
/// </summary>
/// <param name="Mean">Mean of distribution.</param>
/// <param name="Scale">Scale of distribution.</param>
/// <returns>Random value.</returns>
public static double NextDouble(double Mean, double Scale)
{
double u = Uniform.NextDouble();
if (u < 0.5)
{
return(Mean + Scale * Math.Log(2 * u));
}
else
{
return(Mean - Scale * Math.Log(2 * (1 - u)));
}
}
/// <summary>
/// Gets a weibull distributed random value.
/// </summary>
/// <param name="Shape">Shape of distribution.</param>
/// <param name="Scale">Scale of distribution.</param>
/// <returns>Random value.</returns>
public static double NextDouble(double Shape, double Scale)
{
if (Shape <= 0)
{
throw new ArgumentOutOfRangeException("Must be positive.", nameof(Shape));
}
if (Scale <= 0)
{
throw new ArgumentOutOfRangeException("Must be positive.", nameof(Scale));
}
return(Math.Pow(-Math.Log(Uniform.NextDouble()), 1 / Shape) * Scale);
}
/// <summary>
/// Gets a gamma distributed random value.
/// </summary>
/// <param name="Shape">Shape of distribution.</param>
/// <param name="Scale">Scale of distribution.</param>
/// <returns>Random value.</returns>
public static double NextDouble(double Shape, double Scale)
{
double d, c, x, x2, v, u;
if (Shape >= 1)
{
d = Shape - 1.0 / 3;
c = 1 / Math.Sqrt(9 * d);
while (true)
{
do
{
x = Normal.NextDouble();
v = 1 + c * x;
}while (v <= 0);
v = v * v * v;
u = Uniform.NextDouble();
x2 = x * x;
if (u < 1 - .0331 * x2 * x2 || Math.Log(u) < 0.5 * x2 + d * (1 - v + Math.Log(v)))
{
return(Scale * d * v);
}
}
}
else if (Shape <= 0)
{
throw new ArgumentOutOfRangeException("Shape must be positive.", nameof(Shape));
}
else
{
double g = NextDouble(Shape + 1, 1);
double w = Uniform.NextDouble();
return(Scale * g * Math.Pow(w, 1 / Shape));
}
}
/// <summary>
/// Gets a exponentially distributed random value. Distribution has a mean of 0 and standard deviation of 1.
/// </summary>
/// <returns>Random value.</returns>
public static double NextDouble()
{
return(-Math.Log(Uniform.NextDouble()));
}
