Random.h

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#pragma once
#ifndef RANDOM_H
#define RANDOM_H

#include "../../common/normals.h"
#include "../../common/types.h"
#include "RandomGenerator.h"

#include<valarray>
using namespace std;

class Random
{
public:

    Random(LongNatural Dimensionality,RandomGenerator* rndGen);

    Random(RandomGenerator* rndGen);

    inline LongNatural GetDimensionality() const;

    Random* clone() const;
    inline void GetUniforms(valarray<Real>& variates);

    void GetUniform(Real& variate);

    void Skip(LongNatural numberOfPaths);
    void SetSeed(LongNatural Seed);
    void Reset();

    inline void GetGaussians(valarray<Real>& variates);
    inline void GetGaussian(Real& variate);
    void ResetDimensionality(LongNatural NewDimensionality);

private:
    RandomGenerator* InnerGenerator;
    LongNatural Dimensionality;
    LongNatural InitialSeed;
    Real Reciprocal;
};

LongNatural Random::GetDimensionality() const
{
    return Dimensionality;
}

inline void Random::GetGaussians(valarray<Real>& variates)
{
    GetUniforms(variates);

    for (LongNatural i=0; i < Dimensionality; i++)
    {
        Real x=variates[i];
        variates[i] = InverseCumulativeNormal(x);    
    }
}

inline void Random::GetGaussian(Real& variate)
{
    GetUniform(variate);
    Real x=variate;
    variate = InverseCumulativeNormal(x);    
}

#endif

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