Package | Description |
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net.finmath.randomnumbers |
Random number generators for samples of uniform distributed random variables and generators and transformation for other distriburtions.
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Modifier and Type | Class and Description |
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class |
AcceptanceRejectionRandomNumberGenerator
Class implementing
RandomNumberGenerator by the acceptance rejection method. |
class |
HaltonSequence
Implements a multi-dimensional Halton sequence (quasi random numbers) with the given bases.
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Constructor and Description |
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AcceptanceRejectionRandomNumberGenerator(RandomNumberGenerator uniformRandomNumberGenerator,
DoubleUnaryOperator targetDensity,
DoubleUnaryOperator referenceDensity,
DoubleUnaryOperator referenceDistributionICDF,
double acceptanceLevel) |
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