Changeset 3f1b78ca in tol

Timestamp:

Dec 3, 2008, 4:53:10 PM (18 years ago)

Author:

Víctor de Buen <vdebuen@…>

Branches:

1941-docker-image-to-test, devel, master

Children:

4b82a48

Parents:

bd324f8

Message:

Adding optional method gsl_rtabnorm_combo to generate scalar truncated normally distributed random variables

git-svn-id: ​https://www.tol-project.org/svn/tolp/trunk@246 be4846ae-f051-483a-831f-b64e7d08527f

File:

• tol/bmath/bprdist/multvar.cpp (modified) (2 diffs)

tol/bmath/bprdist/multvar.cpp

@@ -30 +30 @@
 #include <tol/tol_blinalg.h>
 #include <tol/tol_bmfstpro.h>
+#include "gsl_ext.h"
 #include <gsl/gsl_randist.h>
+#include <gsl/gsl_math.h>
 #include <tol/tol_lapack.h> 
 
 BTraceInit("multvar.cpp");
+
+#define USE_BTruncatedNormalDist
 
 //--------------------------------------------------------------------
@@ -275 +279 @@
     for(i=0; i<n; i++)
     {
+# ifdef USE_BTruncatedNormalDist
       BTruncatedNormalDist tni(a(i,0), b(i,0), 0, 1);
       y(i,0) = tni.Random();
+# else
+      y(i,0) = gsl_rtabnorm_combo(BProbDist::rng(), 0.0, 1.0,
+                                  a(i,0).Value(), b(i,0).Value(), 10);
+# endif
     }
     x = (y*s)+nu;