Last updated: 2023-03-16.

Module: tf_quant_finance.math.random

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Ops related to random or quasi random sampling.

Modules

halton module: Halton sampling.

sobol module: Sobol sampling.

Classes

class RandomType: Types of random number sequences.

Functions

mv_normal_sample(...): Generates draws from a multivariate Normal distribution.

stateless_random_shuffle(...): Produces stateless random shuffle of the 1st dimension of an input Tensor.

uniform(...): Generates draws from a uniform distribution on [0, 1).