GeneralizedParetoDistribution.Sample Method

Definition

Namespace: Numerics.NET.Statistics.Distributions
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.3.0

Overload List

Sample() Returns a single random sample drawn from this distribution.
Sample(Int32) Returns a vector containing the specified number of independent random samples drawn from this distribution.
Sample(IRandomSource) Returns a random sample from the distribution using a Random instance.
Sample(Random) Returns a random sample from the distribution using a Random instance.
Sample(Int32, IRandomSource) Returns a vector containing the specified number of independent random samples drawn from this distribution using the provided IRandomSource.
Sample(Int32, Random) Returns a vector of random samples from the distribution.
Sample(IRandomSource, Double, Double) Returns a single random sample from a Generalized Pareto distribution with the specified parameters.
Sample(Random, Double, Double) Returns a single random sample from a Generalized Pareto distribution with the specified parameters.
Sample(IRandomSource, Double, Double, Double) Returns a single random sample from a Generalized Pareto distribution with the specified parameters.
Sample(Random, Double, Double, Double) 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)

Returns a random sample from the distribution using the provided generator.
C#
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

Double
A 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)

Returns a single random sample from a Generalized Pareto distribution with the specified parameters.
C#
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

Double
A 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

ArgumentNullException

random is null.

ArgumentOutOfRangeException

scale is less than or equal to zero.

Sample<TGenerator>(IRandomSource<TGenerator>, Double, Double)

Returns a single random sample from a Generalized Pareto distribution with the specified parameters.
C#
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

Double
A 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

ArgumentNullException

random is null.

ArgumentOutOfRangeException

scale is less than or equal to zero.

Sample(Random, Double, Double)

Returns a single random sample from a Generalized Pareto distribution with the specified parameters.
C#
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

Double
A 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

ArgumentNullException

random is null.

ArgumentOutOfRangeException

scale is less than or equal to zero.

Sample(IRandomSource, Double, Double, Double)

Returns a single random sample from a Generalized Pareto distribution with the specified parameters.
C#
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

Double
A 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

ArgumentNullException

random is null.

ArgumentOutOfRangeException

scale is less than or equal to zero.

Sample<TGenerator>(IRandomSource<TGenerator>, Double, Double, Double)

Returns a single random sample from a Generalized Pareto distribution with the specified parameters.
C#
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

Double
A 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

ArgumentNullException

random is null.

ArgumentOutOfRangeException

scale is less than or equal to zero.

Sample(Random, Double, Double, Double)

Returns a single random sample from a Generalized Pareto distribution with the specified parameters.
C#
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

Double
A 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

ArgumentNullException

random is null.

ArgumentOutOfRangeException

scale is less than or equal to zero.

See Also