static IEnumerable<double> SamplesUnchecked(System.Random rnd, double scale)
{
return rnd.NextDoubleSequence().Select(x => scale*Math.Sqrt(-2.0*Math.Log(x)));
}
static IEnumerable<int> SamplesUnchecked(System.Random rnd, double p)
{
return rnd.NextDoubleSequence().Select(r => r < p ? 1 : 0);
}
static IEnumerable<double> SamplesUnchecked(System.Random rnd, double scale, double shape)
{
var power = -1.0/shape;
return rnd.NextDoubleSequence().Select(x => scale*Math.Pow(x, power));
}
static IEnumerable<double> SamplesUnchecked(System.Random rnd, double shape, double scale)
{
var exponent = 1.0/shape;
return rnd.NextDoubleSequence().Select(x => scale*Math.Pow(-Math.Log(x), exponent));
}
static IEnumerable<int> SamplesUnchecked(System.Random rnd, double p)
{
if (p == 1.0)
{
return Generate.RepeatSequence(1);
}
double rp = 1.0 - p;
return rnd.NextDoubleSequence().Select(r => (int)Math.Ceiling(Math.Log(1.0 - r, rp)));
}
static IEnumerable<double> SamplesUnchecked(System.Random rnd, double rate)
{
return rnd.NextDoubleSequence().Where(r => r != 0.0).Select(r => -Math.Log(r)/rate);
}
static IEnumerable<double> SamplesUnchecked(System.Random rnd, double lower, double upper, double mode)
{
double ml = mode - lower, ul = upper - lower, um = upper - mode;
double u = ml/ul, v = ul*ml, w = ul*um;
return rnd.NextDoubleSequence().Select(x => x < u ? lower + Math.Sqrt(x*v) : upper - Math.Sqrt((1 - x)*w));
}
