Random_Exponential Routines |
Function generates a Random Variate in [0, Infinity) from a negative exponential distribution with density proportional to EXP (-random_exponential), using Inversion.Unit
QESBPCSRandom
Declaration
Function Random_Exponential: Extended;
Description
Adapted from Fortran 77 code from the book: Dagpunar, J. 'Principles of random variate generation' Clarendon Press, Oxford, 1988. ISBN 0-19-852202-9
RandomGenerator | Optional Function to use for Uniform Random Number Generator. If omitted, Delphi's Random function is used, and if this is done remember to call Randomize if you don't want repeated values. |
Category
Arithmetic Routines for Floats
Implementation
function Random_Exponential: Extended;
begin
Result := Random_Exponential (DelphiRandom);
End; |
Declaration
Function Random_Exponential(RandomGenerator: TRandomGenFunction): Extended;Implementation
function Random_Exponential (RandomGenerator: TRandomGenFunction): Extended;
var
r: Extended;
Done: Boolean;
begin
Done := False;
repeat
r := RandomGenerator;
if (r > vSmall) then
Done := True;
until Done;
Result := -Ln (r)
End; |
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