The Pareto distribution Random Number Generator (RNG) that allows stream numbers to be set deterministically. More...
#include <random-variable-stream.h>
Public Member Functions | |
ParetoRandomVariable () | |
Creates a Pareto distribution RNG with the default values for the mean, the shape, and upper bound. | |
double | GetBound (void) const |
Returns the upper bound on values that can be returned by this RNG stream. | |
uint32_t | GetInteger (uint32_t mean, uint32_t shape, uint32_t bound) |
Returns a random unsigned integer from a Pareto distribution with the specified mean, shape, and upper bound. | |
virtual uint32_t | GetInteger (void) |
Returns a random unsigned integer from a Pareto distribution with the current mean, shape, and upper bound. | |
double | GetMean (void) const |
Returns the mean parameter for the Pareto distribution returned by this RNG stream. | |
double | GetShape (void) const |
Returns the shape parameter for the Pareto distribution returned by this RNG stream. | |
double | GetValue (double mean, double shape, double bound) |
Returns a random double from a Pareto distribution with the specified mean, shape, and upper bound. | |
virtual double | GetValue (void) |
Returns a random double from a Pareto distribution with the current mean, shape, and upper bound. | |
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RandomVariableStream () | |
virtual | ~RandomVariableStream () |
int64_t | GetStream (void) const |
Returns the stream number for this RNG stream. | |
bool | IsAntithetic (void) const |
Returns true if antithetic values should be generated. | |
void | SetAntithetic (bool isAntithetic) |
Specifies whether antithetic values should be generated. | |
void | SetStream (int64_t stream) |
Specifies the stream number for this RNG stream. | |
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Object () | |
virtual | ~Object () |
void | AggregateObject (Ptr< Object > other) |
void | Dispose (void) |
AggregateIterator | GetAggregateIterator (void) const |
virtual TypeId | GetInstanceTypeId (void) const |
template<typename T > | |
Ptr< T > | GetObject (void) const |
template<typename T > | |
Ptr< T > | GetObject (TypeId tid) const |
void | Start (void) |
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SimpleRefCount () | |
SimpleRefCount (const SimpleRefCount &o) | |
uint32_t | GetReferenceCount (void) const |
SimpleRefCount & | operator= (const SimpleRefCount &o) |
void | Ref (void) const |
void | Unref (void) const |
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virtual | ~ObjectBase () |
void | GetAttribute (std::string name, AttributeValue &value) const |
bool | GetAttributeFailSafe (std::string name, AttributeValue &attribute) const |
void | SetAttribute (std::string name, const AttributeValue &value) |
bool | SetAttributeFailSafe (std::string name, const AttributeValue &value) |
bool | TraceConnect (std::string name, std::string context, const CallbackBase &cb) |
bool | TraceConnectWithoutContext (std::string name, const CallbackBase &cb) |
bool | TraceDisconnect (std::string name, std::string context, const CallbackBase &cb) |
bool | TraceDisconnectWithoutContext (std::string name, const CallbackBase &cb) |
Static Public Member Functions | |
static TypeId | GetTypeId (void) |
This method returns the TypeId associated to ns3::ParetoRandomVariable. |
Private Attributes | |
double | m_bound |
The upper bound on values that can be returned by this RNG stream. | |
double | m_mean |
The mean parameter for the Pareto distribution returned by this RNG stream. | |
double | m_shape |
The shape parameter for the Pareto distribution returned by this RNG stream. |
Additional Inherited Members | |
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RngStream * | Peek (void) const |
Returns a pointer to the underlying RNG stream. |
The Pareto distribution Random Number Generator (RNG) that allows stream numbers to be set deterministically.
This class supports the creation of objects that return random numbers from a fixed Pareto distribution. It also supports the generation of single random numbers from various Pareto distributions.
The probability density function of a Pareto variable is defined over the range [ ,
) as:
where
is called the scale parameter and
is called the pareto index or shape.
The parameter can be infered from the mean and the parameter
with the equation
.
Since Pareto distributions can theoretically return unbounded values, it is sometimes useful to specify a fixed upper limit. Note however when the upper limit is specified, the true mean of the distribution is slightly smaller than the mean value specified.
Here is an example of how to use this class:
Definition at line 620 of file random-variable-stream.h.
ns3::ParetoRandomVariable::ParetoRandomVariable | ( | ) |
Creates a Pareto distribution RNG with the default values for the mean, the shape, and upper bound.
Definition at line 426 of file random-variable-stream.cc.
double ns3::ParetoRandomVariable::GetBound | ( | void | ) | const |
Returns the upper bound on values that can be returned by this RNG stream.
Definition at line 443 of file random-variable-stream.cc.
References m_bound.
uint32_t ns3::ParetoRandomVariable::GetInteger | ( | uint32_t | mean, |
uint32_t | shape, | ||
uint32_t | bound | ||
) |
Returns a random unsigned integer from a Pareto distribution with the specified mean, shape, and upper bound.
mean | Mean parameter for the Pareto distribution. |
shape | Shape parameter for the Pareto distribution. |
bound | Upper bound on values returned. |
Note that antithetic values are being generated if m_isAntithetic is equal to true. If is a uniform variable over [0,1] and
is a value that would be returned normally, where
Then ) is the distance that
would be from
. The value returned in the antithetic case,
, is calculated as
which now involves the distance is from 1 in the denonator.
Definition at line 474 of file random-variable-stream.cc.
References GetValue().
|
virtual |
Returns a random unsigned integer from a Pareto distribution with the current mean, shape, and upper bound.
Note that antithetic values are being generated if m_isAntithetic is equal to true. If is a uniform variable over [0,1] and
is a value that would be returned normally, where
Then ) is the distance that
would be from
. The value returned in the antithetic case,
, is calculated as
which now involves the distance is from 1 in the denonator.
Implements ns3::RandomVariableStream.
Definition at line 485 of file random-variable-stream.cc.
References GetValue(), m_bound, m_mean, and m_shape.
double ns3::ParetoRandomVariable::GetMean | ( | void | ) | const |
Returns the mean parameter for the Pareto distribution returned by this RNG stream.
Definition at line 433 of file random-variable-stream.cc.
References m_mean.
double ns3::ParetoRandomVariable::GetShape | ( | void | ) | const |
Returns the shape parameter for the Pareto distribution returned by this RNG stream.
Definition at line 438 of file random-variable-stream.cc.
References m_shape.
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static |
This method returns the TypeId associated to ns3::ParetoRandomVariable.
This object is accessible through the following paths with Config::Set and Config::Connect:
Attributes defined for this type:
Attributes defined in parent class ns3::RandomVariableStream:
No TraceSources defined for this type.
Reimplemented from ns3::RandomVariableStream.
Definition at line 406 of file random-variable-stream.cc.
References m_bound, m_mean, m_shape, and ns3::TypeId::SetParent().
double ns3::ParetoRandomVariable::GetValue | ( | double | mean, |
double | shape, | ||
double | bound | ||
) |
Returns a random double from a Pareto distribution with the specified mean, shape, and upper bound.
mean | Mean parameter for the Pareto distribution. |
shape | Shape parameter for the Pareto distribution. |
bound | Upper bound on values returned. |
Note that antithetic values are being generated if m_isAntithetic is equal to true. If is a uniform variable over [0,1] and
is a value that would be returned normally, where
Then ) is the distance that
would be from
. The value returned in the antithetic case,
, is calculated as
which now involves the distance is from 1 in the denonator.
Definition at line 449 of file random-variable-stream.cc.
References ns3::RandomVariableStream::IsAntithetic(), ns3::RandomVariableStream::Peek(), and ns3::RngStream::RandU01().
Referenced by RandomVariableStreamParetoTestCase::ChiSquaredTest(), RandomVariableStreamParetoAntitheticTestCase::ChiSquaredTest(), RandomVariableStreamParetoTestCase::DoRun(), and RandomVariableStreamParetoAntitheticTestCase::DoRun().
|
virtual |
Returns a random double from a Pareto distribution with the current mean, shape, and upper bound.
Note that antithetic values are being generated if m_isAntithetic is equal to true. If is a uniform variable over [0,1] and
is a value that would be returned normally, where
Then ) is the distance that
would be from
. The value returned in the antithetic case,
, is calculated as
which now involves the distance is from 1 in the denonator.
Note that we have to re-implement this method here because the method is overloaded above for the three-argument variant and the c++ name resolution rules don't work well with overloads split between parent and child classes.
Implements ns3::RandomVariableStream.
Definition at line 480 of file random-variable-stream.cc.
References m_bound, m_mean, and m_shape.
Referenced by GetInteger().
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private |
The upper bound on values that can be returned by this RNG stream.
Definition at line 788 of file random-variable-stream.h.
Referenced by GetBound(), GetInteger(), GetTypeId(), and GetValue().
|
private |
The mean parameter for the Pareto distribution returned by this RNG stream.
Definition at line 782 of file random-variable-stream.h.
Referenced by GetInteger(), GetMean(), GetTypeId(), and GetValue().
|
private |
The shape parameter for the Pareto distribution returned by this RNG stream.
Definition at line 785 of file random-variable-stream.h.
Referenced by GetInteger(), GetShape(), GetTypeId(), and GetValue().