Posted by
Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/RandomSequenceGenerator-RNG-dimensionality-tp913p914.html
On Wed, 2011-07-13 at 08:01 +0000, YuHong wrote:
>
> I am trying to create a uniformly distributed random sequence
> generator via the following code:
>
> srand( time(NULL) );
> Ranlux3UniformRng u01_rng( rand() );
> RandomSequenceGenerator<Ranlux3UniformRng>
> u01_generator( ?dimensionality?, u01_rng );
>
> In the above code line-3, I need to specify the 'dimensionality'
> parameter. May I ask, what does the 'dimensionality' parameter mean,
> and how to determine the correct parameter value? Thanks a lot!
The RandomSequenceGenerator is for generating tuples (the word
'sequence' might be misleading there.) The dimensionality is the size
of each tuple you want to be generated. As Obi-Wan Kenobi once said,
these are not the droids you're looking for.
In your case, you can just use the Ranlux3UniformRng you instantiated
and call next() repeatedly.
Luigi
--
Brady's First Law of Problem Solving:
When confronted by a difficult problem, you can solve it more
easily by reducing it to the question, "How would the Lone
Ranger have handled this?"
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