| Random_T Routines | 
Unit
QESBPCSRandom
| Overloaded Variants | 
| Function Random_T(const DF: Integer): Extended; | 
| Function Random_T(const DF: Integer; RandomGenerator: TRandomGenFunction): Extended; | 
Declaration
Function Random_T(const DF: Integer): Extended;
Description
Adapted from Fortran 77 code from the book: Dagpunar, J. 'Principles of random variate generation' Clarendon Press, Oxford, 1988. ISBN 0-19-852202-9
| Parameters | 
| DF | Degrees of Freedom - must be positive. | 
| RandomGenerator | Optional Function to use for Uniform Random Number Generator. If omitted, Delphi's Random function is used, and if this is done remember to call Randomize if you don't want repeated values. | 
Category
Arithmetic Routines for FloatsImplementation
 
| function Random_T (const DF: Integer): Extended;
begin
     Result := Random_T (DF, DelphiRandom);
End; | 
Declaration
Function Random_T(const DF: Integer; RandomGenerator: TRandomGenFunction): Extended;Implementation
 
| function Random_T (const DF: Integer;
     RandomGenerator: TRandomGenFunction): Extended;
var
     s, c, a, f, g: Extended;
     r, x, v: Extended;
     Done: Boolean;
begin
     if (DF < 1) then
          raise EMathError.Create (rsInvalidValue);
     s := DF;
     c := -0.25 * (s + 1.0);
     a := 4.0 / XtoY (1.0 + 1.0 / s, c);
     f := 16.0 / a;
     if (DF > 1) then
     begin
          g := s - 1.0;
          g := XtoY ((s + 1.0) / g, c) * Sqrt ((s + s) / g);
     end
     else
          g := 1.0;
     Done := False;
     x := 0;
     repeat
          r := RandomGenerator;
          if (r <= 0.0) then
               Continue;
          v := RandomGenerator;
          x := (2.0 * v - 1.0) * g / r;
          v := Sqr (x);
          if (v > 5.0 - a * r) then
          begin
               if (DF >= 3) and (r * (v + 3.0) > f) then
                    Continue;
               if r > XtoY (1.0 + v / s, c) then
                    Continue;
          end;
          Done := True;
     until Done;
     Result := x;
End; | 
|  |