Re: [Boost-users] Random: Using random generators with runtime parameters

From: Matthias Troyer (troyer_at_[hidden])
Date: 2008-03-28 15:43:37

On 25 Mar 2008, at 19:53, Tim Keitt wrote:
> I've often wondered this myself (not the how, but the why). This is  
> a rather odd
> feature of the Boost Random library. Most libraries would have a  
> function list
> "rnorm(mean, std)" which would return a random deviate with the  
> specified mean
> and standard deviation. Changing these at runtime is important for  
> many kinds of
> simulation. You can of course define these yourself eg
>
> double rnorm(double mean, double std)
> {
>   return std * rnorm01() + mean;
> }
>
> where rnorm01() returns deviates with unit scaling and zero mean.  
> This works if
> the scaled distribution is affine to the original, but does not work  
> otherwise
> (if the distribution changes shape with the parameters).
>
> This is an area where Boost Random needs some TLC. Good idea for a  
> SoC project!

Distributions in Boost.Random do just that.

Matthias