Decision Optimization

Decision Optimization

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random values from distributions (e.g. beta, gamma)

  • 1.  random values from distributions (e.g. beta, gamma)

    Posted 06/10/08 07:56 PM

    Originally posted by: SystemAdmin


    [Max said:]

    Hey,

    I'm working with ILOG POL development Studio for a few weeks. I want to solve a modell that uses a data-vector that needs to random values of a distribution-function (e.g. beta-distribution). My problem is that I do not have a idea how to generate such a vector. I searched for several OPL-introductions, but could not find a helpfull advice.

    Has anyone ever done this? Can anyone give me little advice? Or knows a link where I can find it?

    Thank you very much!

    Greets,

    Max
    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 2.  Re: random values from distributions (e.g. beta, gamma)

    Posted 06/10/08 09:58 PM

    Originally posted by: SystemAdmin


    [oussedik said:]

    Hi,

    There is no such functions in OPL, you can however define an OPL function (OPL keyword "function") to generate beta/gamma-distributed random variables and use use rand() and srand() within your procedure.

    Sofiane
    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 3.  Re: random values from distributions (e.g. beta, gamma)

    Posted 06/23/14 03:00 PM

    Originally posted by: izna


    HELLO,

     

    IF I  want to fit my data to a Gamma distribution how do i proceed? i am very new to SPSS ,i need help..

     

    thanks in advance

    IZna


    #DecisionOptimization
    #OPLusingCPLEXOptimizer