Generalized Pareto Distribution.Sample Method
Definition
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.3.0
Overload List
| Sample() | Returns a single random sample drawn from this distribution. |
| Sample( | Returns a vector containing the specified number of independent random samples drawn from this distribution. |
| Sample( | Returns a random sample from the distribution using a Random instance. |
| Sample( | Returns a random sample from the distribution using a Random instance. |
| Sample( | Returns a vector containing the specified number of independent random samples drawn from this distribution using the provided IRandomSource. |
| Sample( | Returns a vector of random samples from the distribution. |
| Sample( | Returns a single random sample from a Generalized Pareto distribution with the specified parameters. |
| Sample( | Returns a single random sample from a Generalized Pareto distribution with the specified parameters. |
| Sample( | Returns a single random sample from a Generalized Pareto distribution with the specified parameters. |
| Sample( | Returns a single random sample from a Generalized Pareto distribution with the specified parameters. |
| Sample<TGenerator>(IRandomSource<TGenerator>) | Returns a random sample from the distribution using the supplied IRandomSource<TGenerator>. |
| Sample<TGenerator>(TGenerator) | Returns a random sample from the distribution using the provided generator. |
| Sample<TGenerator>(TGenerator) | Returns a random sample from the distribution using the provided generator. |
| Sample<TGenerator>(Int32, IRandomSource<TGenerator>) | Returns a vector containing the specified number of independent random samples drawn from this distribution using the supplied IRandomSource<TGenerator>. |
| Sample<TGenerator>(IRandomSource<TGenerator>, Double, Double) | Returns a single random sample from a Generalized Pareto distribution with the specified parameters. |
| Sample<TGenerator>(IRandomSource<TGenerator>, Double, Double, Double) | Returns a single random sample from a Generalized Pareto distribution with the specified parameters. |
Sample<TGenerator>(TGenerator)
protected override double Sample<TGenerator>(
ref TGenerator generator
)
where TGenerator : struct, new(), IRandomGenerator
Parameters
- generator TGenerator
- A reference to a struct implementing IRandomGenerator used to produce uniform variates.
Type Parameters
- TGenerator
- The underlying generator type of the random source, used to enable optimizations like inlining.
Return Value
DoubleA double-precision random variate.
Remarks
Implementations may override this method to provide a more efficient or specialized sampling algorithm that consumes raw uniform variates from generator.
Sample(IRandomSource, Double, Double)
public static double Sample(
IRandomSource random,
double shape,
double scale
)Parameters
- random IRandomSource
- The random number generator used to generate the sample.
- shape Double
- Shape parameter of the distribution.
- scale Double
- Scale parameter.
Return Value
DoubleA double-precision floating-point sample from the Generalized Pareto distribution with the specified parameters.
Remarks
scale must be strictly greater than zero. The location parameter of the distribution is set to zero.
This method is useful when only a single random sample is required, or if the parameters of the distribution change often. To obtain a large number of samples from a distribution with identical parameters, create an instance of the class and call the Sample() method repeatedly.
Exceptions
| Argument | random is null. |
| Argument | scale is less than or equal to zero. |
Sample<TGenerator>(IRandomSource<TGenerator>, Double, Double)
public static double Sample<TGenerator>(
IRandomSource<TGenerator> random,
double shape,
double scale
)
where TGenerator : struct, new(), IRandomGenerator
Parameters
- random IRandomSource<TGenerator>
- The random number generator used to generate the sample.
- shape Double
- Shape parameter of the distribution.
- scale Double
- Scale parameter.
Type Parameters
- TGenerator
- The underlying generator type of the random source, used to enable optimizations like inlining.
Return Value
DoubleA double-precision floating-point sample from the Generalized Pareto distribution with the specified parameters.
Remarks
scale must be strictly greater than zero. The location parameter of the distribution is set to zero.
This method is useful when only a single random sample is required, or if the parameters of the distribution change often. To obtain a large number of samples from a distribution with identical parameters, create an instance of the class and call the Sample() method repeatedly.
Exceptions
| Argument | random is null. |
| Argument | scale is less than or equal to zero. |
Sample(Random, Double, Double)
public static double Sample(
Random random,
double shape,
double scale
)Parameters
- random Random
- The random number generator used to generate the sample.
- shape Double
- Shape parameter of the distribution.
- scale Double
- Scale parameter.
Return Value
DoubleA double-precision floating-point sample from the Generalized Pareto distribution with the specified parameters.
Remarks
scale must be strictly greater than zero. The location parameter of the distribution is set to zero.
This method is useful when only a single random sample is required, or if the parameters of the distribution change often. To obtain a large number of samples from a distribution with identical parameters, create an instance of the class and call the Sample() method repeatedly.
Exceptions
| Argument | random is null. |
| Argument | scale is less than or equal to zero. |
Sample(IRandomSource, Double, Double, Double)
public static double Sample(
IRandomSource random,
double shape,
double scale,
double location
)Parameters
- random IRandomSource
- The random number generator used to generate the sample.
- shape Double
- Shape parameter of the distribution.
- scale Double
- Scale parameter.
- location Double
- Location parameter of the distribution.
Return Value
DoubleA double-precision floating-point sample from the Generalized Pareto distribution with the specified parameters.
Remarks
scale must be strictly greater than zero.
This method is useful when only a single random sample is required, or if the parameters of the distribution change often. To obtain a large number of samples from a distribution with identical parameters, create an instance of the class and call the Sample() method repeatedly.
Exceptions
| Argument | random is null. |
| Argument | scale is less than or equal to zero. |
Sample<TGenerator>(IRandomSource<TGenerator>, Double, Double, Double)
public static double Sample<TGenerator>(
IRandomSource<TGenerator> random,
double shape,
double scale,
double location
)
where TGenerator : struct, new(), IRandomGenerator
Parameters
- random IRandomSource<TGenerator>
- The random number generator used to generate the sample.
- shape Double
- Shape parameter of the distribution.
- scale Double
- Scale parameter.
- location Double
- Location parameter of the distribution.
Type Parameters
- TGenerator
- The underlying generator type of the random source, used to enable optimizations like inlining.
Return Value
DoubleA double-precision floating-point sample from the Generalized Pareto distribution with the specified parameters.
Remarks
scale must be strictly greater than zero.
This method is useful when only a single random sample is required, or if the parameters of the distribution change often. To obtain a large number of samples from a distribution with identical parameters, create an instance of the class and call the Sample() method repeatedly.
Exceptions
| Argument | random is null. |
| Argument | scale is less than or equal to zero. |
Sample(Random, Double, Double, Double)
public static double Sample(
Random random,
double shape,
double scale,
double location
)Parameters
- random Random
- The random number generator used to generate the sample.
- shape Double
- Shape parameter of the distribution.
- scale Double
- Scale parameter.
- location Double
- Location parameter of the distribution.
Return Value
DoubleA double-precision floating-point sample from the Generalized Pareto distribution with the specified parameters.
Remarks
scale must be strictly greater than zero.
This method is useful when only a single random sample is required, or if the parameters of the distribution change often. To obtain a large number of samples from a distribution with identical parameters, create an instance of the class and call the Sample() method repeatedly.
Exceptions
| Argument | random is null. |
| Argument | scale is less than or equal to zero. |