RNG.cpp

#include "RNG.h"
#include "Distributions/Cauchy.h"
#include "Utils.h"
#include <cmath>

namespace DNest4
{

bool RNG::randh_is_randh2 = false;

RNG::RNG()
:uniform(0., 1.)
,normal(0., 1.)
{

}

RNG::RNG(unsigned int seed)
:uniform(0., 1.)
,normal(0., 1.)
{
	set_seed(seed);
}

void RNG::set_seed(unsigned int seed)
{
	twister.seed(seed);
}

double RNG::rand()
{
	return uniform(twister);
}

double RNG::randn()
{
	return normal(twister);
}

double RNG::randt2()
{
    // t-distribution with 2 degrees of freedom (less ridiculous than Cauchy)
    return this->randn()/sqrt(-log(this->rand()));
}

double RNG::randh()
{
	if(randh_is_randh2)
		return randh2();
	return pow(10.0, 1.5 - 3*std::abs(this->randt2()))*this->randn();
}

double RNG::randh2()
{
    Cauchy cauchy;
	return pow(10.0, 0.5 - std::abs(cauchy.generate(*this)))*this->randn();
}

int RNG::rand_int(int N)
{
	return static_cast<int>(floor(N*this->rand()));
}

} // namespace DNest4