vSMC
vSMC: Scalable Monte Carlo
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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... | |
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 | ||
) |
vsmc::BetaDistribution<double>
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 | ||
) |
vsmc::ChiSquaredDistribution<double>
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 | ||
) |
vsmc::ExponentialDistribution<double>
void vsmc_rng_extreme_value | ( | vsmc_rng * | rng_ptr, |
int | n, | ||
double * | r, | ||
double | a, | ||
double | b | ||
) |
vsmc::ExtremeValueDistribution<double>
void vsmc_rng_fisher_f | ( | vsmc_rng * | rng_ptr, |
int | n, | ||
double * | r, | ||
double | df1, | ||
double | df2 | ||
) |
vsmc::FisherFDistribution<double>
void vsmc_rng_gamma | ( | vsmc_rng * | rng_ptr, |
int | n, | ||
double * | r, | ||
double | alpha, | ||
double | beta | ||
) |
vsmc::GammaDistribution<double>
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_laplace | ( | vsmc_rng * | rng_ptr, |
int | n, | ||
double * | r, | ||
double | a, | ||
double | b | ||
) |
vsmc::LaplaceDistribution<double>
void vsmc_rng_levy | ( | vsmc_rng * | rng_ptr, |
int | n, | ||
double * | r, | ||
double | a, | ||
double | b | ||
) |
vsmc::LevyDistribution<double>
void vsmc_rng_logistic | ( | vsmc_rng * | rng_ptr, |
int | n, | ||
double * | r, | ||
double | a, | ||
double | b | ||
) |
vsmc::LogisticDistribution<double>
void vsmc_rng_lognormal | ( | vsmc_rng * | rng_ptr, |
int | n, | ||
double * | r, | ||
double | m, | ||
double | s | ||
) |
vsmc::LognormalDistribution<double>
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 | ||
) |
vsmc::NormalDistribution<double>
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>
void vsmc_rng_pareto | ( | vsmc_rng * | rng_ptr, |
int | n, | ||
double * | r, | ||
double | a, | ||
double | b | ||
) |
vsmc::ParetoDistribution<double>
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 | ||
) |
vsmc::RayleighDistribution<double>
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 | ||
) |
vsmc::StudentTDistribution<double>
void vsmc_rng_u01 | ( | vsmc_rng * | rng_ptr, |
int | n, | ||
double * | r | ||
) |
vsmc::U01Distribution<double>
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 | ||
) |
vsmc::UniformRealDistribution<double>
void vsmc_rng_weibull | ( | vsmc_rng * | rng_ptr, |
int | n, | ||
double * | r, | ||
double | a, | ||
double | b | ||
) |
vsmc::WeibullDistribution<double>