Examples of MersenneTwister64

Examples of cern.jet.random.engine.MersenneTwister64

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   * @param seed The seed
   */
  public EquityVarianceSwapMonteCarloCalculator(final int seed) {
    _useAntithetics = true;
    _calculateVariance = true;
    final RandomEngine random = new MersenneTwister64(seed);
    _norm = new NormalDistribution(0, 1.0, random);
  }
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Examples of cern.jet.random.engine.MersenneTwister64

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   * @param calculateVariance true if the variance of the result is to be calculated
   */
  public EquityVarianceSwapMonteCarloCalculator(final int seed, final boolean useAntithetics, final boolean calculateVariance) {
    _useAntithetics = useAntithetics;
    _calculateVariance = calculateVariance;
    final RandomEngine random = new MersenneTwister64(seed);
    _norm = new NormalDistribution(0, 1.0, random);
  }
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Examples of cern.jet.random.engine.MersenneTwister64

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  @Test
  public void test() {
    final double mu = 0.367;
    final double b = 1.4;
    final ProbabilityDistribution<Double> distribution = new LaplaceDistribution(mu, b, new MersenneTwister64(MersenneTwister.DEFAULT_SEED));
    final int n = 500000;
    final double[] x = new double[n];
    for (int i = 0; i < n; i++) {
      x[i] = distribution.nextRandom();
    }
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Examples of cern.jet.random.engine.MersenneTwister64

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  @Test
  public void test() {
    final int n = 500000;
    final double k = 1.34;
    final ProbabilityDistribution<Double> p1 = new ChiSquareDistribution(k, new MersenneTwister64(MersenneTwister.DEFAULT_SEED));
    final double[] x = new double[n];
    for (int i = 0; i < n; i++) {
      x[i] = p1.nextRandom();
    }
    final ChiSquareDistribution p2 = (ChiSquareDistribution) CALCULATOR.evaluate(x);
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Examples of cern.jet.random.engine.MersenneTwister64

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  public void test() {
    final int n = 500000;
    final double eps = 1e-2;
    final double mu = -1.3;
    final double sigma = 0.4;
    final ProbabilityDistribution<Double> p1 = new NormalDistribution(mu, sigma, new MersenneTwister64(MersenneTwister.DEFAULT_SEED));
    final double[] x = new double[n];
    for (int i = 0; i < n; i++) {
      x[i] = p1.nextRandom();
    }
    final NormalDistribution p2 = (NormalDistribution) ESTIMATOR.evaluate(x);
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Examples of cern.jet.random.engine.MersenneTwister64

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  @Test
  public void test() {
    final int n = 500000;
    final double mu = 4.5;
    final double sigma = 0.86;
    final ProbabilityDistribution<Double> p1 = new NormalDistribution(mu, sigma, new MersenneTwister64(MersenneTwister.DEFAULT_SEED));
    final double[] x = new double[n];
    for (int i = 0; i < n; i++) {
      x[i] = p1.nextRandom();
    }
    final NormalDistribution p2 = (NormalDistribution) CALCULATOR.evaluate(x);
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Examples of cern.jet.random.engine.MersenneTwister64

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  @Test(groups = TestGroup.UNIT_SLOW)
  public void test() {
    final int n = 500000;
    final double eps = 5e-2;
    final double nu = 5.4;
    final ProbabilityDistribution<Double> p1 = new StudentTDistribution(nu, new MersenneTwister64(MersenneTwister.DEFAULT_SEED));
    final double[] x = new double[n];
    for (int i = 0; i < n; i++) {
      x[i] = p1.nextRandom();
    }
    final StudentTDistribution p2 = (StudentTDistribution) ESTIMATOR.evaluate(x);
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Examples of cern.jet.random.engine.MersenneTwister64

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        }
        return res;
      }
    };

    final RandomEngine ran = new MersenneTwister64(MersenneTwister.DEFAULT_SEED);
    final double[] temp = new double[nWeights];
    for (int i = 0; i < nWeights; i++) {
      temp[i] = ran.nextDouble();
    }
    final DoubleMatrix1D start = new DoubleMatrix1D(temp);

    final LeastSquareResults lsRes = NLLSWP.solve(new DoubleMatrix1D(obs), new DoubleMatrix1D(n, 0.01), func, jac, start, penalty);
    if(print) {
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Examples of cern.jet.random.engine.MersenneTwister64

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  }

  @Test
  //TODO if this interpolator cannot get the answer right then an exception should be thrown
  public void testFlat() {
    final RandomEngine random = new MersenneTwister64(MersenneTwister.DEFAULT_SEED);
    final double x1 = 10 * random.nextDouble();
    final double x2 = 10 * random.nextDouble();
    final double x3 = 10 * random.nextDouble();
    // Fails utterly for flat surface since the variogram function will be zero for all r
    final InterpolatorND interpolator = new KrigingInterpolatorND(1.99);
    final InterpolatorNDDataBundle dataBundle = interpolator.getDataBundle(FLAT_DATA);
    assertEquals(INTERPOLATOR.interpolate(dataBundle, new double[] {x1, x2, x3}), 0, 0);
  }
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Examples of cern.jet.random.engine.MersenneTwister64

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    new NormalRandomNumberGenerator(0, -1);
  }

  @Test(expectedExceptions = IllegalArgumentException.class)
  public void testConstructor2() {
    new NormalRandomNumberGenerator(0, -1, new MersenneTwister64());
  }
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