Random_T Routines |
Unit
QESBPCSRandom
Overloaded Variants |
Function Random_T(const DF: Integer): Extended; |
Function Random_T(const DF: Integer; RandomGenerator: TRandomGenFunction): Extended; |
Declaration
Function Random_T(const DF: Integer): 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
Parameters |
DF | Degrees of Freedom - must be positive. |
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 FloatsImplementation
function Random_T (const DF: Integer): Extended; begin Result := Random_T (DF, DelphiRandom); End; |
Declaration
Function Random_T(const DF: Integer; RandomGenerator: TRandomGenFunction): Extended;Implementation
function Random_T (const DF: Integer; RandomGenerator: TRandomGenFunction): Extended; var s, c, a, f, g: Extended; r, x, v: Extended; Done: Boolean; begin if (DF < 1) then raise EMathError.Create (rsInvalidValue); s := DF; c := -0.25 * (s + 1.0); a := 4.0 / XtoY (1.0 + 1.0 / s, c); f := 16.0 / a; if (DF > 1) then begin g := s - 1.0; g := XtoY ((s + 1.0) / g, c) * Sqrt ((s + s) / g); end else g := 1.0; Done := False; x := 0; repeat r := RandomGenerator; if (r <= 0.0) then Continue; v := RandomGenerator; x := (2.0 * v - 1.0) * g / r; v := Sqr (x); if (v > 5.0 - a * r) then begin if (DF >= 3) and (r * (v + 3.0) > f) then Continue; if r > XtoY (1.0 + v / s, c) then Continue; end; Done := True; until Done; Result := x; End; |
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