internal static void SamplesUnchecked(System.Random rnd, double[] values, double freedom)
{
// Use the simple method if the degrees of freedom is an integer anyway
if (Math.Floor(freedom) == freedom && freedom < int.MaxValue)
{
var n = (int)freedom;
var standard = new double[values.Length * n];
Normal.SamplesUnchecked(rnd, standard, 0.0, 1.0);
CommonParallel.For(0, values.Length, 4096, (a, b) =>
{
for (int i = a; i < b; i++)
{
int k = i * n;
double sum = 0;
for (int j = 0; j < n; j++)
{
sum += standard[k + j] * standard[k + j];
}
values[i] = Math.Sqrt(sum);
}
});
return;
}
// Call the gamma function (see http://en.wikipedia.org/wiki/Gamma_distribution#Specializations
// for a justification)
Gamma.SamplesUnchecked(rnd, values, freedom / 2.0, .5);
}
static void SamplesUnchecked(System.Random rnd, double[] values, double mu, double sigma)
{
Normal.SamplesUnchecked(rnd, values, mu, sigma);
CommonParallel.For(0, values.Length, 4096, (a, b) =>
{
for (int i = a; i < b; i++)
{
values[i] = Math.Exp(values[i]);
}
});
}
static void SamplesUnchecked(System.Random rnd, double[] values, int freedom)
{
var standard = new double[values.Length * freedom];
Normal.SamplesUnchecked(rnd, standard, 0.0, 1.0);
CommonParallel.For(0, values.Length, 4096, (a, b) =>
{
for (int i = a; i < b; i++)
{
int k = i * freedom;
double sum = 0;
for (int j = 0; j < freedom; j++)
{
sum += standard[k + j] * standard[k + j];
}
values[i] = Math.Sqrt(sum);
}
});
}
static IEnumerable <double> SamplesUnchecked(System.Random rnd, double mu, double sigma)
{
return(Normal.SamplesUnchecked(rnd, mu, sigma).Select(Math.Exp));
}