| int __stdcall NDK_GAUSS_RNG | ( | double | mean, |
| double | sigma, | ||
| UINT | seed, | ||
| double * | retArray, | ||
| UINT | nArraySize | ||
| ) |
Returns a sequence of random numbers drawn from Normal distribution.
- Returns
- status code of the operation
- Return values
-
NDK_SUCCESS Operation successful NDK_FAILED Operation unsuccessful. See Macros for full list.
- Parameters
-
[in] mean is the mean of the Gaussian distribution. [in] sigma is the standard deviation of the Gaussian distribution. [in] seed is a number to initialize the psuedorandom number generator. [out] retArray are the generated random values. [in] nArraySize is the number of elements in retArray
- Remarks
-
- Requirements
-
Header SFSDK.H Library SFSDK.LIB DLL SFSDK.DLL
| Namespace: | NumXLAPI |
| Class: | SFSDK |
| Scope: | Public |
| Lifetime: | Static |
| int NDK_GAUSS_RNG | ( | double | mean, |
| double | stdev, | ||
| UIntPtr | seed, | ||
| double[] | pData, | ||
| UIntPtr | nSize | ||
| ) |
Returns a sequence of random numbers drawn from Normal distribution.
- Return Value
-
a value from NDK_RETCODE enumeration for the status of the call.
NDK_SUCCESS operation successful Error Error Code
- Parameters
-
[in] mean is the mean of the Gaussian distribution. [in] stdev is the standard deviation of the Gaussian distribution. [in] seed is a number to initialize the psuedorandom number generator. [out] pData are the generated random values. [in] nSize is the number of elements in retArray - 6. Special cases: By definition, \(\hat{\rho}(0) \equiv 1.0\)
- Exceptions
-
Exception Type Condition None N/A
- Requirements
-
Namespace NumXLAPI Class SFSDK Scope Public Lifetime Static Package NumXLAPI.DLL
- Examples
-
- References
- * Hamilton, J .D.; Time Series Analysis , Princeton University Press (1994), ISBN 0-691-04289-6
- * Tsay, Ruey S.; Analysis of Financial Time Series John Wiley & SONS. (2005), ISBN 0-471-690740
- * D. S.G. Pollock; Handbook of Time Series Analysis, Signal Processing, and Dynamics; Academic Press; Har/Cdr edition(Nov 17, 1999), ISBN: 125609906
- * Box, Jenkins and Reisel; Time Series Analysis: Forecasting and Control; John Wiley & SONS.; 4th edition(Jun 30, 2008), ISBN: 470272848
