Struct McSampler 

pub struct McSampler { /* private fields */ }

Monte Carlo sampler supporting multiple probability distributions.

Uses an internal LCG RNG; set the seed for reproducibility.

Implementations

impl McSampler

pub fn new(seed: u64) -> Self

Creates a new sampler with the given seed.

pub fn uniform(&mut self) -> f64

Samples from Uniform(0, 1).

pub fn uniform_range(&mut self, a: f64, b: f64) -> f64

Samples from Uniform(a, b).

pub fn normal(&mut self, mu: f64, sigma: f64) -> f64

Samples from Normal(mu, sigma).

pub fn exponential(&mut self, lambda: f64) -> f64

Samples from Exponential(lambda): pdf = lambda * exp(-lambda * x).

pub fn poisson(&mut self, lambda: f64) -> u64

Samples from Poisson(lambda) using Knuth’s algorithm.

pub fn beta(&mut self, alpha: f64, beta: f64) -> f64

Samples from Beta(alpha, beta) using Johnk’s method.

pub fn gamma(&mut self, shape: f64, scale: f64) -> f64

Samples from Gamma(shape, scale) using Marsaglia-Tsang method.

pub fn normal_samples(&mut self, n: usize, mu: f64, sigma: f64) -> Vec<f64>

Draws n samples from Normal(mu, sigma).

pub fn uniform_samples(&mut self, n: usize, a: f64, b: f64) -> Vec<f64>

Draws n samples from Uniform(a, b).