This package brings together CERN high performance scientific computing library named Colt and Oracle Essbase. Featuring the MersenneTwister64 pseudo-random number generator provides uniform random numbers along many distributions included.Get the Solution!
Example Essbase Calculation Manager Script:
FIX(@RELATIVE("Scenario",0)) "Binomial"( @CALCMODE (BLOCK); "Binomial" = @RandomVariablesRNGnextBinomial (1,0.5,@CURRMBR("State")); "Coin Flip" = @RandomVariablesRNGnextBinomial (1,0.5,@CURRMBR("State")); "Dice Roll" = @RandomVariablesRNGnextBinomial (12,(1/6),@CURRMBR("State")) ; "Integer" = @RandomVariablesRNGnextBinomial (1,0.5,@CURRMBR("State")); ) ENDFIX
The following is a list of available functions, which can be used from the Essbase Calculation Manager:
- Benchmark – Benchmarks random number generation from various distributions as well as PDF and CDF lookups.
- Beta – Beta distribution; math definition and animated definition.
- Binomial – Binomial distribution; See the math definition and animated definition.
- BreitWigner – BreitWigner (aka Lorentz) distribution; See the math definition.
- BreitWignerMeanSquare – Mean-square BreitWigner distribution; See the math definition.
- ChiSquare – ChiSquare distribution; See the math definition and animated definition.
- Distributions – Contains methods for conveniently generating pseudo-random numbers from special distributions such as the Burr, Cauchy, Erlang, Geometric, Lambda, Laplace, Logistic, Weibull, etc.
- Empirical – Empirical distribution.
- EmpiricalWalker – Discrete Empirical distribution (pdf’s can be specified).
- Exponential – Exponential Distribution (aka Negative Exponential Distribution); See the math definition animated definition.
- ExponentialPower – Exponential Power distribution.
- Gamma – Gamma distribution; math definition, definition of gamma function and animated definition.
- Hyperbolic – Hyperbolic distribution.
- HyperGeometric – HyperGeometric distribution; The hyper geometric distribution with parameters N, n and s is the probability distribution of the random variable X, whose value is the number of successes in a sample of n items from a population of size N that has s ‘success’ items and N – s ‘failure’ items.
- Logarithmic – Logarithmic distribution.
- NegativeBinomial – Negative Binomial distribution; See the math definition.
- Normal – Normal (aka Gaussian) distribution; See the math definition and animated definition.
- Poisson – Poisson distribution (quick); See the math definition and animated definition.
- PoissonSlow – Poisson distribution; See the math definition and animated definition.
- StudentT – StudentT distribution (aka T-distribution); See the math definition and animated definition.
- Uniform – Uniform distribution; Math definition and animated definition.
- VonMises – Von Mises distribution.
- Zeta – Zeta distribution.
MersenneTwister (MT19937) is one of the strongest uniform pseudo-random number generators known so far;
at the same time it is quick. Produces uniformly distributed int’s and long’s in the closed intervals
[Integer.MIN_VALUE,Integer.MAX_VALUE] and [Long.MIN_VALUE,Long.MAX_VALUE], respectively,
as well as float’s and double’s in the open unit intervals (0.0f,1.0f) and (0.0,1.0), respectively.
The seed can be any 32-bit integer except 0. Shawn J. Cokus commented that perhaps the seed should preferably be odd.
Quality: MersenneTwister is designed to pass the k-distribution test.
It has an astronomically large period of 219937-1 (=106001) and 623-dimensional
equidistribution up to 32-bit accuracy. It passes many stringent statistical tests,
including the diehard test of G. Marsaglia and the load test of P. Hellekalek and S. Wegenkittl.
Open Source Libraries for High Performance Scientific and Technical Computing
License: Packages cern.colt* , cern.jet*, cern.clhep
Copyright (c) 1999 CERN – European Organization for Nuclear Research.
Permission to use, copy, modify, distribute and sell this software and its documentation
for any purpose is hereby granted without fee, provided that the above copyright notice appear
in all copies and that both that copyright notice and this permission notice appear in supporting
documentation. CERN makes no representations about the suitability of this software for any purpose.
It is provided “as is” without expressed or implied warranty.