vSMC
vSMC: Scalable Monte Carlo
Classes | Functions
Random number generating

Classes

struct  vsmc_rng
 vsmc::RNG More...
 

Functions

void vsmc_rng_bernoulli (vsmc_rng *rng_ptr, int n, int *r, double p)
 std::bernoulli_distribution More...
 
void vsmc_rng_beta (vsmc_rng *rng_ptr, int n, double *r, double alpha, double beta)
 vsmc::BetaDistribution<double> More...
 
void vsmc_rng_binomial (vsmc_rng *rng_ptr, int n, int *r, int t, double p)
 std::binomial_distribution<int> More...
 
void vsmc_rng_cauchy (vsmc_rng *rng_ptr, int n, double *r, double a, double b)
 vsmc::CachyDistribution<double> More...
 
void vsmc_rng_chi_squared (vsmc_rng *rng_ptr, int n, double *r, double df)
 vsmc::ChiSquaredDistribution<double> More...
 
void vsmc_rng_discrete (vsmc_rng *rng_ptr, int n, int *r, int m, const double *weight, int normalized)
 vsmc::DiscreteDistribution<int> More...
 
void vsmc_rng_exponential (vsmc_rng *rng_ptr, int n, double *r, double lambda)
 vsmc::ExponentialDistribution<double> More...
 
void vsmc_rng_extreme_value (vsmc_rng *rng_ptr, int n, double *r, double a, double b)
 vsmc::ExtremeValueDistribution<double> More...
 
void vsmc_rng_fisher_f (vsmc_rng *rng_ptr, int n, double *r, double df1, double df2)
 vsmc::FisherFDistribution<double> More...
 
void vsmc_rng_gamma (vsmc_rng *rng_ptr, int n, double *r, double alpha, double beta)
 vsmc::GammaDistribution<double> More...
 
void vsmc_rng_geometric (vsmc_rng *rng_ptr, int n, int *r, double p)
 std::geometri_distribution<int> More...
 
void vsmc_rng_get_ctr (const vsmc_rng *rng_ptr, int n, int *ctr)
 vsmc::RNG::ctr More...
 
void vsmc_rng_get_key (const vsmc_rng *rng_ptr, int n, int *key)
 vsmc::RNG::key More...
 
void vsmc_rng_init (vsmc_rng *rng_ptr, int seed)
 vsmc::RNG constructor More...
 
void vsmc_rng_laplace (vsmc_rng *rng_ptr, int n, double *r, double a, double b)
 vsmc::LaplaceDistribution<double> More...
 
void vsmc_rng_levy (vsmc_rng *rng_ptr, int n, double *r, double a, double b)
 vsmc::LevyDistribution<double> More...
 
void vsmc_rng_logistic (vsmc_rng *rng_ptr, int n, double *r, double a, double b)
 vsmc::LogisticDistribution<double> More...
 
void vsmc_rng_lognormal (vsmc_rng *rng_ptr, int n, double *r, double m, double s)
 vsmc::LognormalDistribution<double> More...
 
void vsmc_rng_negative_binomial (vsmc_rng *rng_ptr, int n, int *r, int k, double p)
 std::negative_binomial_distribution<int> More...
 
void vsmc_rng_normal (vsmc_rng *rng_ptr, int n, double *r, double mean, double stddev)
 vsmc::NormalDistribution<double> More...
 
void vsmc_rng_normal_mv (vsmc_rng *rng_ptr, int n, double *r, int dim, const double *mean, const double *chol)
 vsmc::NormalMVDistribution<double, vsmc::Dynamic> More...
 
void vsmc_rng_pareto (vsmc_rng *rng_ptr, int n, double *r, double a, double b)
 vsmc::ParetoDistribution<double> More...
 
void vsmc_rng_poisson (vsmc_rng *rng_ptr, int n, int *r, double mean)
 std::poisson_distribution<int> More...
 
void vsmc_rng_rand (vsmc_rng *rng_ptr, int n, int *r)
 vsmc::RNG::operator() More...
 
void vsmc_rng_rayleigh (vsmc_rng *rng_ptr, int n, double *r, double b)
 vsmc::RayleighDistribution<double> More...
 
void vsmc_rng_seed (vsmc_rng *rng_ptr, int seed)
 vsmc::RNG::seed More...
 
void vsmc_rng_set_ctr (vsmc_rng *rng_ptr, int n, const int *ctr)
 vsmc::RNG::ctr More...
 
void vsmc_rng_set_key (vsmc_rng *rng_ptr, int n, const int *key)
 vsmc::RNG::key More...
 
int vsmc_rng_size ()
 sizeof(vsmc::RNG) + 4 More...
 
void vsmc_rng_student_t (vsmc_rng *rng_ptr, int n, double *r, double df)
 vsmc::StudentTDistribution<double> More...
 
void vsmc_rng_u01 (vsmc_rng *rng_ptr, int n, double *r)
 vsmc::U01Distribution<double> More...
 
void vsmc_rng_u01_sorted (int n, const double *u01, double *u01seq)
 vsmc::u01_sorted More...
 
void vsmc_rng_u01_stratified (int n, const double *u01, double *u01seq)
 vsmc::u01_stratifed More...
 
void vsmc_rng_u01_systematic (int n, double u01, double *u01seq)
 vsmc::u01_systematic More...
 
void vsmc_rng_uniform_int (vsmc_rng *rng_ptr, int n, int *r, int a, int b)
 std::uniform_int_distribution<int> More...
 
void vsmc_rng_uniform_real (vsmc_rng *rng_ptr, int n, double *r, double a, double b)
 vsmc::UniformRealDistribution<double> More...
 
void vsmc_rng_weibull (vsmc_rng *rng_ptr, int n, double *r, double a, double b)
 vsmc::WeibullDistribution<double> More...
 

Detailed Description

Function Documentation

void vsmc_rng_bernoulli ( vsmc_rng rng_ptr,
int  n,
int *  r,
double  p 
)

std::bernoulli_distribution

void vsmc_rng_beta ( vsmc_rng rng_ptr,
int  n,
double *  r,
double  alpha,
double  beta 
)
void vsmc_rng_binomial ( vsmc_rng rng_ptr,
int  n,
int *  r,
int  t,
double  p 
)

std::binomial_distribution<int>

void vsmc_rng_cauchy ( vsmc_rng rng_ptr,
int  n,
double *  r,
double  a,
double  b 
)

vsmc::CachyDistribution<double>

void vsmc_rng_chi_squared ( vsmc_rng rng_ptr,
int  n,
double *  r,
double  df 
)
void vsmc_rng_discrete ( vsmc_rng rng_ptr,
int  n,
int *  r,
int  m,
const double *  weight,
int  normalized 
)
void vsmc_rng_exponential ( vsmc_rng rng_ptr,
int  n,
double *  r,
double  lambda 
)
void vsmc_rng_extreme_value ( vsmc_rng rng_ptr,
int  n,
double *  r,
double  a,
double  b 
)
void vsmc_rng_fisher_f ( vsmc_rng rng_ptr,
int  n,
double *  r,
double  df1,
double  df2 
)
void vsmc_rng_gamma ( vsmc_rng rng_ptr,
int  n,
double *  r,
double  alpha,
double  beta 
)
void vsmc_rng_geometric ( vsmc_rng rng_ptr,
int  n,
int *  r,
double  p 
)

std::geometri_distribution<int>

void vsmc_rng_get_ctr ( const vsmc_rng rng_ptr,
int  n,
int *  ctr 
)
void vsmc_rng_get_key ( const vsmc_rng rng_ptr,
int  n,
int *  key 
)
void vsmc_rng_init ( vsmc_rng rng_ptr,
int  seed 
)

vsmc::RNG constructor

void vsmc_rng_laplace ( vsmc_rng rng_ptr,
int  n,
double *  r,
double  a,
double  b 
)
void vsmc_rng_levy ( vsmc_rng rng_ptr,
int  n,
double *  r,
double  a,
double  b 
)
void vsmc_rng_logistic ( vsmc_rng rng_ptr,
int  n,
double *  r,
double  a,
double  b 
)
void vsmc_rng_lognormal ( vsmc_rng rng_ptr,
int  n,
double *  r,
double  m,
double  s 
)
void vsmc_rng_negative_binomial ( vsmc_rng rng_ptr,
int  n,
int *  r,
int  k,
double  p 
)

std::negative_binomial_distribution<int>

void vsmc_rng_normal ( vsmc_rng rng_ptr,
int  n,
double *  r,
double  mean,
double  stddev 
)
void vsmc_rng_normal_mv ( vsmc_rng rng_ptr,
int  n,
double *  r,
int  dim,
const double *  mean,
const double *  chol 
)
void vsmc_rng_pareto ( vsmc_rng rng_ptr,
int  n,
double *  r,
double  a,
double  b 
)
void vsmc_rng_poisson ( vsmc_rng rng_ptr,
int  n,
int *  r,
double  mean 
)

std::poisson_distribution<int>

void vsmc_rng_rand ( vsmc_rng rng_ptr,
int  n,
int *  r 
)

vsmc::RNG::operator()

void vsmc_rng_rayleigh ( vsmc_rng rng_ptr,
int  n,
double *  r,
double  b 
)
void vsmc_rng_seed ( vsmc_rng rng_ptr,
int  seed 
)
void vsmc_rng_set_ctr ( vsmc_rng rng_ptr,
int  n,
const int *  ctr 
)
void vsmc_rng_set_key ( vsmc_rng rng_ptr,
int  n,
const int *  key 
)
int vsmc_rng_size ( )

sizeof(vsmc::RNG) + 4

void vsmc_rng_student_t ( vsmc_rng rng_ptr,
int  n,
double *  r,
double  df 
)
void vsmc_rng_u01 ( vsmc_rng rng_ptr,
int  n,
double *  r 
)
void vsmc_rng_u01_sorted ( int  n,
const double *  u01,
double *  u01seq 
)
void vsmc_rng_u01_stratified ( int  n,
const double *  u01,
double *  u01seq 
)

vsmc::u01_stratifed

void vsmc_rng_u01_systematic ( int  n,
double  u01,
double *  u01seq 
)
void vsmc_rng_uniform_int ( vsmc_rng rng_ptr,
int  n,
int *  r,
int  a,
int  b 
)

std::uniform_int_distribution<int>

void vsmc_rng_uniform_real ( vsmc_rng rng_ptr,
int  n,
double *  r,
double  a,
double  b 
)
void vsmc_rng_weibull ( vsmc_rng rng_ptr,
int  n,
double *  r,
double  a,
double  b 
)