Random Number Generator - Library
Synoposis - Available functions
Description
rnd_Sobol
Description : Generates Sobol low discrepancy sequence. Dimensions upto 1111 are valid.
Input parameters
| Input variable | Example | Description |
|---|---|---|
| d | 5 | Number of dimensions |
| n | 100 | Number of Sobol points |
rnd_Faure
Description : Generates Faure low discrepancy sequence.
Input parameters
| Input variable | Example | Description |
|---|---|---|
| d | 5 | Number of dimensions |
| n | 100 | Number of Faure points |
rnd_Halton
Description : Generates Halton low discrepancy sequence.
Input parameters
| Input variable | Example | Description |
|---|---|---|
| d | 5 | Number of dimensions |
| n | 100 | Number of Halton points |
rnd_MoroNormSinInv
Description : Performs Moro's inversion on the input random number (0,1). Useful in converting a random number into a standard normal varable.
Input parameters
| Input variable | Example | Description |
|---|---|---|
| rndNumber | 0.5 | Input random variable |
rnd_NormalRNs
Description : Generates normally distributed random variables. Uses Sobol sequence and Moro's inversion for series generation.
Input parameters
| Input variable | Example | Description |
|---|---|---|
| d | 5 | Number of dimensions |
| n | 100 | Number of random variables |
rnd_LogNormalRNs
Description : Generates lognormally distributed random variables. Uses Sobol sequence and Moro's inversion for series generation.
Input parameters
| Input variable | Example | Description |
|---|---|---|
| d | 5 | Number of dimensions |
| n | 100 | Number of random variables |
Requirements
- RandomNumberGenerator.xll
- param.txt should be copied in the same folder as RandomNumberGenerator.xll
