Hi all,
I want to create a sample generator which I could later as a function for Monte Carlo, for example
let dist = new Distributions.Normal()
let f = dist.Sample()
List.map ( fun i > f ) [1 .. 1000]
Using such function I get 1000 exactly the same numbers. I also tried dist.Samples() > Seq.take 1
but result is the same. My example can be easly solved by dist.Samples() > Seq.take 1000 but in my situation it is not the case.
My question is whether distribution sampler is lazy and is there a way to sample different numbers as a function ?
Cheers,
kupczyk
