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Extreme Optimization Statistics Library for .NET

RandomSequence Class

Represents a pseudo-_random Sequence.

For a list of all members of this type, see RandomSequence Members.

System.Object
   RandomSequence

[Visual Basic]
MustInherit Public Class RandomSequence
Implements IEnumerator
[C#]
public abstract class RandomSequence : IEnumerator

Remarks

Use the RandomSequence class as the base class for classes that implement pseudo-_random sequences. Quasi-_random sequences, also called low discrepancy sequences, are sequences of vectors that progressively cover a multi-dimensional space with points that are uniformly distributed. They are used in quasi-Monte Carlo simulations, in the evaluation of multi-dimensional integrals, and in global optimimization.

RandomSequence and its derived classes implement IEnumerable. This means instances can be used in for...each loops. The Current property returns a GeneralVector that contains the current point. Depending on the value of the ReturnNewInstance property, a new GeneralVector instance is created for each point, or the new elements are copied into an existing instance.

The RandomSequence class is an abstract base class and cannot be instantiated directly. Instead, use one of the derived classes:

<_list type="table">ClassDescriptionFaureSequenceRepresents a Fauré Sequence.HaltonSequenceRepresents a Halton sequence.

Note to inheritors: When you inherit from RandomSequence, you must override CreateNextVector. You should also override Initialize.

Requirements

Namespace: Extreme.Statistics.Random

Assembly: Extreme.Statistics (in Extreme.Statistics.dll)

See Also

RandomSequence Members | Extreme.Statistics.Random Namespace