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This extension allows for the definition of multiple independent streams of random numbers as well as an expansion of available discrete and continuous distributions.
Function of the extension requires the colt.jar library (distributed with the extension), placed in the 'rngs' extension folder. Visit https://acs.lbl.gov/software/colt/ for additional information on the library.
This extension includes the following random distributions:
- Beta
- Exponential
- Gamma
- Negative Binomial
- Normal
- Poisson
- Uniform
- Von Mises
Prior to first use, the extension must be initialized using the rngs:init command. It is recommended this be placed into a "setup" type routine before your model is run.
Multiple individual random number streams can be used, each with their own seed. The syntax is rngs:set-seed <stream id> <seed>
with integers specified for both and parameters. As an example, rngs:set-seed 1 100 defines stream 1 with a seed of 100
Exponential Distribution
- Syntax:
rngs:rnd-exponential <stream id> <lambda> - Notes: Lambda value can be non-integer (a double), but must be > 0
- Example:
rngs:rnd-exponential 1 5
Gamma Distribution
- Syntax:
rngs:rnd-gamma <stream id> <alpha> <lambda> - Notes:
- Alpha and Lambda values can be doubles, but must be > 0
- for distribution to have mean 'x' and variance 'y', set parameters as follows:
- alpha = (x*x)/y
- lambda = 1/(y/x)
- Example:
rngs:rnd-gamma 1 .5 3.2
Normal distribution
- Syntax:
rngs:rnd-norm <stream id> <mean> <std-dev> - Notes:
<mean>and<std-dev>can be doubles - Example:
rngs:rnd-norm 1 -3 .5
Poisson Distribution
- Syntax:
rngs:rnd-poisson <stream id> <mean> - Notes:
<mean>can be a double, but must be > 0 - Example:
rngs:rnd-poisson 1 2
Uniform Distribution
- Syntax:
rngs:rnd-uniform <stream id> <lower bound> <upper bound> - Notes: lower and upper bound figures can be doubles
- Example:
rngs:rnd-uniform 1 3.2 6.5
VonMises Distribution
- Syntax:
rngs:rnd-vm <stream id> <degrees of freedom> - Notes:
<degrees of freedom>can be a double, but must be > 0 - Example:
rngs:rnd-vm 1 10.1
Negative Binomial Distribution
- Syntax:
rngs:rnd-negbinomial <stream id> <# of trials> <p(success)> - Notes:
<# of trials>must be an integer,<p(success)>can be a double - Example:
rngs:rnd-negbinomial 1 50 .25
Beta Distribution
- Syntax:
rngs:rnd-beta <stream id> <alpha> <beta> - Notes:
<alpha>and<beta>parameters can be doubles, but must both be greater than 0 - Example:
rngs:rnd-beta 1 .5 5