Scientific Computing with Scala

Statistical computing with Breeze

Generating vectors and matrices of random values from a specified distribution is a very common task in most kinds of simulation software. The statistics-related stuff in Breeze is kept in the breeze.stats.distributions package. Before doing anything, we will need to import it:

scala> import breeze.stats.distributions._
import breeze.stats.distributions._

Now, to fill a vector with uniformly distributed values in the interval [0, 1], you can use the Uniform distribution:

scala> val u = Uniform(0.0, 1.0)
u: breeze.stats.distributions.Uniform = Uniform(0.0,1.0)

To draw a sample from a distribution, you use the sample method. You can specify the number of samples to draw. In which case, a vector will be returned: ...