OUGenerator.h

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#ifndef OUGENERATOR_H_
#define OUGENERATOR_H_

#include "ThreadSpecificRandomDistribution.h"
#include "RandomDistribution.h"
#include "RandomEngine.h"


class OUGenerator
{
public:
        double g0;
    double sig;
    double tau;
    
    double dt;
        
protected:
    
    double A, C, D;

    double value;
public:
    // default params for exc. Noise
    OUGenerator(double g0=0.012e-6, double sig=0.003e-6, double tau=2.7e-3, double dt=1e-4);                    

    virtual ~OUGenerator();

    virtual int reset(double dt);

    virtual int adjust(double dt);

    virtual void advance();

    inline double getValue()
    {
        return value;
    }

    inline double operator()()
    {
        advance();
        return value;
    }

protected:
   static ThreadSpecificRandomDistribution< NormalDistribution > white_noise;
   
};

#endif //OUGENERATOR_H_

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