http://quantlib.414.s1.nabble.com/RandomSequenceGenerator-RNG-dimensionality-tp913p916.html
previously. In this case, the dimension you'll have to pass will be the
>
> Thanks for the suggestion! So I'd rather present a more important
> question:
>
> ??? usg;
> InverseCumulativeRsg<USG,InverseCumulativeNormal> gsg( ?usg? );
>
> In the above code, I wish to define 'gsg', an instance of class
> InverseCumulativeRsg<USG, InverseCumulativeNorma>. 'gsg' will later
> be used in PathGenerator instance for GeometricBrownianMotionProcess
> simulation. The 'gsg' constructor needs parameter 'usg' of USG type,
> a uniformSequenceGenerator with class method 'dimension()'.
>
> May I ask, how to define the uniformSequenceGenerator 'usg' by using
> QuantLib? Thanks a lot!
>
> Regards,
>
> Hong Yu
>
>
>
> > Subject: Re: [Quantlib-users] RandomSequenceGenerator<RNG>:
> 'dimensionality'
> > From:
[hidden email]
> > To:
[hidden email]
> > CC:
[hidden email]
> > Date: Wed, 13 Jul 2011 10:37:07 +0200
> >
> > 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?"
> >
> >
>
Everything that can be invented has been invented.
-- Charles Duell, Director of U.S. Patent Office, 1899