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ns3::NormalRandomVariable Class Reference

The normal (Gaussian) distribution Random Number Generator (RNG) that allows stream numbers to be set deterministically. More...

#include "random-variable-stream.h"

+ Inheritance diagram for ns3::NormalRandomVariable:
+ Collaboration diagram for ns3::NormalRandomVariable:

Public Member Functions

 NormalRandomVariable ()
 Creates a normal distribution RNG with the default values for the mean, variance, and bound.
 
double GetBound () const
 Returns the bound on values that can be returned by this RNG stream.
 
virtual uint32_t GetInteger ()
 Get the next random value drawn from the distribution.
 
uint32_t GetInteger (uint32_t mean, uint32_t variance, uint32_t bound)
 Get the next random value drawn from the distribution.
 
double GetMean () const
 Returns the mean value for the normal distribution returned by this RNG stream.
 
double GetValue () override
 Get the next random value drawn from the distribution.
 
double GetValue (double mean, double variance, double bound=NormalRandomVariable::INFINITE_VALUE)
 Get the next random value drawn from the distribution.
 
double GetVariance () const
 Returns the variance value for the normal distribution returned by this RNG stream.
 
- Public Member Functions inherited from ns3::RandomVariableStream
 RandomVariableStream ()
 Default constructor.
 
 RandomVariableStream (const RandomVariableStream &)=delete
 
 ~RandomVariableStream () override
 Destructor.
 
int64_t GetStream () const
 Returns the stream number for the RngStream.
 
bool IsAntithetic () const
 Check if antithetic values will be generated.
 
RandomVariableStreamoperator= (const RandomVariableStream &)=delete
 
void SetAntithetic (bool isAntithetic)
 Specify whether antithetic values should be generated.
 
void SetStream (int64_t stream)
 Specifies the stream number for the RngStream.
 
- Public Member Functions inherited from ns3::Object
 Object ()
 Constructor.
 
 ~Object () override
 Destructor.
 
void AggregateObject (Ptr< Object > other)
 Aggregate two Objects together.
 
void Dispose ()
 Dispose of this Object.
 
AggregateIterator GetAggregateIterator () const
 Get an iterator to the Objects aggregated to this one.
 
TypeId GetInstanceTypeId () const override
 Get the most derived TypeId for this Object.
 
template<typename T >
Ptr< T > GetObject () const
 Get a pointer to the requested aggregated Object.
 
template<>
Ptr< ObjectGetObject () const
 Specialization of () for objects of type ns3::Object.
 
template<typename T >
Ptr< T > GetObject (TypeId tid) const
 Get a pointer to the requested aggregated Object by TypeId.
 
template<>
Ptr< ObjectGetObject (TypeId tid) const
 Specialization of (TypeId tid) for objects of type ns3::Object.
 
void Initialize ()
 Invoke DoInitialize on all Objects aggregated to this one.
 
bool IsInitialized () const
 Check if the object has been initialized.
 
void UnidirectionalAggregateObject (Ptr< Object > other)
 Aggregate an Object to another Object.
 
- Public Member Functions inherited from ns3::SimpleRefCount< Object, ObjectBase, ObjectDeleter >
 SimpleRefCount ()
 Default constructor.
 
 SimpleRefCount (const SimpleRefCount &o)
 Copy constructor.
 
uint32_t GetReferenceCount () const
 Get the reference count of the object.
 
SimpleRefCountoperator= (const SimpleRefCount &o)
 Assignment operator.
 
void Ref () const
 Increment the reference count.
 
void Unref () const
 Decrement the reference count.
 
- Public Member Functions inherited from ns3::ObjectBase
virtual ~ObjectBase ()
 Virtual destructor.
 
void GetAttribute (std::string name, AttributeValue &value, bool permissive=false) const
 Get the value of an attribute, raising fatal errors if unsuccessful.
 
bool GetAttributeFailSafe (std::string name, AttributeValue &value) const
 Get the value of an attribute without raising errors.
 
void SetAttribute (std::string name, const AttributeValue &value)
 Set a single attribute, raising fatal errors if unsuccessful.
 
bool SetAttributeFailSafe (std::string name, const AttributeValue &value)
 Set a single attribute without raising errors.
 
bool TraceConnect (std::string name, std::string context, const CallbackBase &cb)
 Connect a TraceSource to a Callback with a context.
 
bool TraceConnectWithoutContext (std::string name, const CallbackBase &cb)
 Connect a TraceSource to a Callback without a context.
 
bool TraceDisconnect (std::string name, std::string context, const CallbackBase &cb)
 Disconnect from a TraceSource a Callback previously connected with a context.
 
bool TraceDisconnectWithoutContext (std::string name, const CallbackBase &cb)
 Disconnect from a TraceSource a Callback previously connected without a context.
 

Static Public Member Functions

static TypeId GetTypeId ()
 Register this type.
 
- Static Public Member Functions inherited from ns3::RandomVariableStream
static TypeId GetTypeId ()
 Register this type.
 
- Static Public Member Functions inherited from ns3::Object
static TypeId GetTypeId ()
 Register this type.
 
- Static Public Member Functions inherited from ns3::ObjectBase
static TypeId GetTypeId ()
 Get the type ID.
 

Static Public Attributes

static const double INFINITE_VALUE = 1e307
 Large constant to bound the range.
 

Private Attributes

double m_bound
 The bound on values that can be returned by this RNG stream.
 
double m_mean
 The mean value for the normal distribution returned by this RNG stream.
 
bool m_nextValid
 True if the next value is valid.
 
double m_v2
 The algorithm produces two values at a time.
 
double m_variance
 The variance value for the normal distribution returned by this RNG stream.
 
double m_y
 The algorithm produces two values at a time.
 

Additional Inherited Members

- Protected Member Functions inherited from ns3::RandomVariableStream
RngStreamPeek () const
 Get the pointer to the underlying RngStream.
 
- Protected Member Functions inherited from ns3::Object
 Object (const Object &o)
 Copy an Object.
 
virtual void DoDispose ()
 Destructor implementation.
 
virtual void DoInitialize ()
 Initialize() implementation.
 
virtual void NotifyNewAggregate ()
 Notify all Objects aggregated to this one of a new Object being aggregated.
 
- Protected Member Functions inherited from ns3::ObjectBase
void ConstructSelf (const AttributeConstructionList &attributes)
 Complete construction of ObjectBase; invoked by derived classes.
 
virtual void NotifyConstructionCompleted ()
 Notifier called once the ObjectBase is fully constructed.
 

Detailed Description

The normal (Gaussian) distribution Random Number Generator (RNG) that allows stream numbers to be set deterministically.

This class supports the creation of objects that return random numbers from a fixed normal distribution. It also supports the generation of single random numbers from various normal distributions.

The probability density function is:

\[
     P(x; \mu, \sigma) dx = \frac{1}{\sqrt{2\pi\sigma^2}}
         e^{-\frac{(x-\mu)^2}{2\sigma^2}} dx, \\
         \quad x \in (-\infty, +\infty)
  \]

where the Mean is given by $\mu$ and the Variance is $\sigma^2$

If $u_1$, $u_2$ are uniform variables over [0,1] then the Gaussian RNG values, $x_1$ and $x_2$, are calculated as follows:

\begin{eqnarray*}
     v_1 & = & 2 u_1 - 1     \\
     v_2 & = & 2 u_2 - 1     \\
     r^2 & = & v_1^2 + v_2^2     \\
     y & = & \sqrt{\frac{-2 \log(r^2)}{r^2}}     \\
     x_1 & = & \mu + v_1 y \sqrt{\sigma^2}     \\
     x_2 & = & \mu + v_2 y \sqrt{\sigma^2}  .
  \end{eqnarray*}

Note this algorithm consumes two uniform random values and produces two normally distributed values. The implementation used here caches $y$ and $v_2$ to generate $x_2$ on the next call.

Bounded Distribution

Since normal distributions can theoretically return unbounded values, it is sometimes useful to specify a fixed bound. The NormalRandomVariable is bounded symmetrically about the mean by the Bound parameter, $b$, i.e. its values are confined to the interval $[\mu - b, \mu + b]$. This preserves the mean but decreases the variance.

Example

Here is an example of how to use this class:

double mean = 5.0;
double variance = 2.0;
x->SetAttribute ("Mean", DoubleValue (mean));
x->SetAttribute ("Variance", DoubleValue (variance));
// The expected value for the mean of the values returned by a
// normally distributed random variable is equal to mean.
double value = x->GetValue ();
This class can be used to hold variables of floating point type such as 'double' or 'float'.
Definition double.h:31
Smart pointer class similar to boost::intrusive_ptr.
Ptr< T > CreateObject(Args &&... args)
Create an object by type, with varying number of constructor parameters.
Definition object.h:619
Antithetic Values.

If an instance of this RNG is configured to return antithetic values, the actual values returned, $x_1^{\prime}$ and $x_2^{\prime}$, are calculated as follows:

\begin{eqnarray*}
     v_1^{\prime} & = & 2 (1 - u_1) - 1     \\
     v_2^{\prime} & = & 2 (1 - u_2) - 1     \\
     r^{\prime 2} & = & v_1^{\prime 2}  + v_2^{\prime 2}     \\
     y^{\prime} & = & \sqrt{\frac{-2 \log(r^{\prime 2})}{r^{\prime 2}}}     \\
     x_1^{\prime} & = & \mu + v_1^{\prime} y^{\prime} \sqrt{\sigma^2}     \\
     x_2^{\prime} & = & \mu + v_2^{\prime} y^{\prime} \sqrt{\sigma^2}  ,
  \end{eqnarray*}

which now involves the distances $u_1$ and $u_2$ are from 1.

Definition at line 971 of file random-variable-stream.h.

Constructor & Destructor Documentation

◆ NormalRandomVariable()

ns3::NormalRandomVariable::NormalRandomVariable ( )

Creates a normal distribution RNG with the default values for the mean, variance, and bound.

Definition at line 684 of file random-variable-stream.cc.

References NS_LOG_FUNCTION.

Member Function Documentation

◆ GetBound()

double ns3::NormalRandomVariable::GetBound ( ) const

Returns the bound on values that can be returned by this RNG stream.

Returns
The bound on values that can be returned by this RNG stream.

Definition at line 705 of file random-variable-stream.cc.

References m_bound.

◆ GetInteger() [1/2]

uint32_t ns3::RandomVariableStream::GetInteger ( )
virtual

Get the next random value drawn from the distribution.

Returns
A random value.

Reimplemented from ns3::RandomVariableStream.

Definition at line 144 of file random-variable-stream.cc.

◆ GetInteger() [2/2]

uint32_t ns3::NormalRandomVariable::GetInteger ( uint32_t mean,
uint32_t variance,
uint32_t bound )

Get the next random value drawn from the distribution.

Returns
A random value.
Parameters
[in]meanMean value for the normal distribution.
[in]varianceVariance value for the normal distribution.
[in]boundBound on values returned.

Definition at line 767 of file random-variable-stream.cc.

References ns3::RandomVariableStream::GetStream(), GetValue(), and NS_LOG_DEBUG.

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◆ GetMean()

double ns3::NormalRandomVariable::GetMean ( ) const

Returns the mean value for the normal distribution returned by this RNG stream.

Returns
The mean value for the normal distribution returned by this RNG stream.

Definition at line 693 of file random-variable-stream.cc.

References m_mean.

◆ GetTypeId()

TypeId ns3::NormalRandomVariable::GetTypeId ( )
static

Register this type.

Returns
The object TypeId.

Definition at line 658 of file random-variable-stream.cc.

References INFINITE_VALUE, m_bound, m_mean, m_variance, ns3::MakeDoubleAccessor(), ns3::MakeDoubleChecker(), and ns3::TypeId::SetParent().

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◆ GetValue() [1/2]

double ns3::NormalRandomVariable::GetValue ( )
overridevirtual

Get the next random value drawn from the distribution.

Returns
A random value.

Implements ns3::RandomVariableStream.

Definition at line 776 of file random-variable-stream.cc.

References GetValue(), m_bound, m_mean, and m_variance.

Referenced by GetInteger(), and GetValue().

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◆ GetValue() [2/2]

double ns3::NormalRandomVariable::GetValue ( double mean,
double variance,
double bound = NormalRandomVariable::INFINITE_VALUE )

Get the next random value drawn from the distribution.

Returns
A random value.
Parameters
[in]meanMean value for the normal distribution.
[in]varianceVariance value for the normal distribution.
[in]boundBound on values returned.

Definition at line 711 of file random-variable-stream.cc.

References ns3::RandomVariableStream::GetStream(), ns3::RandomVariableStream::IsAntithetic(), m_nextValid, m_v2, m_y, NS_LOG_DEBUG, ns3::RandomVariableStream::Peek(), and ns3::RngStream::RandU01().

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◆ GetVariance()

double ns3::NormalRandomVariable::GetVariance ( ) const

Returns the variance value for the normal distribution returned by this RNG stream.

Returns
The variance value for the normal distribution returned by this RNG stream.

Definition at line 699 of file random-variable-stream.cc.

References m_variance.

Member Data Documentation

◆ INFINITE_VALUE

const double ns3::NormalRandomVariable::INFINITE_VALUE = 1e307
static

Large constant to bound the range.

Definition at line 975 of file random-variable-stream.h.

Referenced by GetTypeId(), and ns3::GammaRandomVariable::GetValue().

◆ m_bound

double ns3::NormalRandomVariable::m_bound
private

The bound on values that can be returned by this RNG stream.

Definition at line 1032 of file random-variable-stream.h.

Referenced by GetBound(), GetTypeId(), and GetValue().

◆ m_mean

double ns3::NormalRandomVariable::m_mean
private

The mean value for the normal distribution returned by this RNG stream.

Definition at line 1026 of file random-variable-stream.h.

Referenced by GetMean(), GetTypeId(), and GetValue().

◆ m_nextValid

bool ns3::NormalRandomVariable::m_nextValid
private

True if the next value is valid.

Definition at line 1035 of file random-variable-stream.h.

Referenced by GetValue().

◆ m_v2

double ns3::NormalRandomVariable::m_v2
private

The algorithm produces two values at a time.

Cache parameters for possible reuse.

Definition at line 1038 of file random-variable-stream.h.

Referenced by GetValue().

◆ m_variance

double ns3::NormalRandomVariable::m_variance
private

The variance value for the normal distribution returned by this RNG stream.

Definition at line 1029 of file random-variable-stream.h.

Referenced by GetTypeId(), GetValue(), and GetVariance().

◆ m_y

double ns3::NormalRandomVariable::m_y
private

The algorithm produces two values at a time.

Cache parameters for possible reuse.

Definition at line 1040 of file random-variable-stream.h.

Referenced by GetValue().


The documentation for this class was generated from the following files: