Distribution

Distribution random varaites. More...

Classes
class	vsmc::BetaDistribution< RealType >
	beta distribution More...
class	vsmc::BetaDistribution< RealType >::param_type
class	vsmc::CauchyDistribution< RealType >
	Cauchy distribution. More...
class	vsmc::CauchyDistribution< RealType >::param_type
class	vsmc::ChiSquaredDistribution< RealType >
	The \(\chi^2\) distribution. More...
class	vsmc::ChiSquaredDistribution< RealType >::param_type
class	vsmc::DiscreteDistribution< IntType >
	Draw a single sample given weights. More...
class	vsmc::DiscreteDistribution< IntType >::param_type
class	vsmc::ExponentialDistribution< RealType >
	Exponential distribution. More...
class	vsmc::ExponentialDistribution< RealType >::param_type
class	vsmc::ExtremeValueDistribution< RealType >
	ExtremeValue distribution. More...
class	vsmc::ExtremeValueDistribution< RealType >::param_type
class	vsmc::FisherFDistribution< RealType >
	Fisher-F distribution. More...
class	vsmc::FisherFDistribution< RealType >::param_type
class	vsmc::GammaDistribution< RealType >
	Gamma distribution. More...
class	vsmc::GammaDistribution< RealType >::param_type
class	vsmc::LaplaceDistribution< RealType >
	Laplace distribution. More...
class	vsmc::LaplaceDistribution< RealType >::param_type
class	vsmc::LevyDistribution< RealType >
	Levy distribution. More...
class	vsmc::LevyDistribution< RealType >::param_type
class	vsmc::LogisticDistribution< RealType >
	Logistic distribution. More...
class	vsmc::LogisticDistribution< RealType >::param_type
class	vsmc::LognormalDistribution< RealType >
	Lognormal distribution. More...
class	vsmc::LognormalDistribution< RealType >::param_type
class	vsmc::NormalDistribution< RealType >
	Normal distribution. More...
class	vsmc::NormalDistribution< RealType >::param_type
class	vsmc::NormalMVDistribution< RealType, Dim >
	Multivariate Normal distribution. More...
class	vsmc::NormalMVDistribution< RealType, Dim >::param_type
class	vsmc::ParetoDistribution< RealType >
	Pareto distribution. More...
class	vsmc::ParetoDistribution< RealType >::param_type
class	vsmc::RayleighDistribution< RealType >
	Rayleigh distribution. More...
class	vsmc::RayleighDistribution< RealType >::param_type
class	vsmc::StudentTDistribution< RealType >
	Student-t distribution. More...
class	vsmc::StudentTDistribution< RealType >::param_type
class	vsmc::U01CCDistribution< RealType >
	Standard uniform distribution on [0, 1]. More...
class	vsmc::U01CCDistribution< RealType >::param_type
class	vsmc::U01CODistribution< RealType >
	Standard uniform distribution on [0, 1) More...
class	vsmc::U01CODistribution< RealType >::param_type
class	vsmc::U01Distribution< RealType >
	Standard uniform distribution. More...
class	vsmc::U01Distribution< RealType >::param_type
class	vsmc::U01OCDistribution< RealType >
	Standard uniform distribution on (0, 1]. More...
class	vsmc::U01OCDistribution< RealType >::param_type
class	vsmc::U01OODistribution< RealType >
	Standard uniform distribution on (0, 1) More...
class	vsmc::U01OODistribution< RealType >::param_type
class	vsmc::UniformBitsDistribution< UIntType >
	Uniform bits distribution. More...
class	vsmc::UniformBitsDistribution< UIntType >::param_type
class	vsmc::UniformRealDistribution< RealType >
	Uniform real distribution. More...
class	vsmc::UniformRealDistribution< RealType >::param_type
class	vsmc::WeibullDistribution< RealType >
	Weibull distribution. More...
class	vsmc::WeibullDistribution< RealType >::param_type

Functions
template<typename RealType , typename RNGType >
void	vsmc::beta_distribution (RNGType &rng, std::size_t n, RealType *r, RealType alpha, RealType beta)
	Generating beta random variates. More...
template<typename RealType , typename RNGType >
void	vsmc::cauchy_distribution (RNGType &rng, std::size_t n, RealType *r, RealType a, RealType b)
	Generating cauchy random variates. More...
template<typename RealType , typename RNGType >
void	vsmc::chi_squared_distribution (RNGType &rng, std::size_t n, RealType *r, RealType df)
	Generating \(\chi^2\) random variates. More...
template<typename RealType , typename RNGType >
void	vsmc::exponential_distribution (RNGType &rng, std::size_t n, RealType *r, RealType lambda)
	Generating exponential random variates. More...
template<typename RealType , typename RNGType >
void	vsmc::extreme_value_distribution (RNGType &rng, std::size_t n, RealType *r, RealType a, RealType b)
	Generating extreme_value random variates. More...
template<typename RealType , typename RNGType >
void	vsmc::fisher_f_distribution (RNGType &rng, std::size_t n, RealType *r, RealType df1, RealType df2)
	Generating Fisher-F random variates. More...
template<typename RealType , typename RNGType >
void	vsmc::gamma_distribution (RNGType &rng, std::size_t n, RealType *r, RealType alpha, RealType beta)
	Generating gamma random variates. More...
template<typename RealType , typename RNGType >
void	vsmc::laplace_distribution (RNGType &rng, std::size_t n, RealType *r, RealType a, RealType b)
	Generating laplace random variates. More...
template<typename RealType , typename RNGType >
void	vsmc::levy_distribution (RNGType &rng, std::size_t n, RealType *r, RealType a, RealType b)
	Generating levy random variates. More...
template<typename RealType , typename RNGType >
void	vsmc::logistic_distribution (RNGType &rng, std::size_t n, RealType *r, RealType a, RealType b)
	Generating logistic random variates. More...
template<typename RealType , typename RNGType >
void	vsmc::lognormal_distribution (RNGType &rng, std::size_t n, RealType *r, RealType logmean, RealType logstddev)
	Generating lognormal random variates. More...
template<typename RealType , typename RNGType >
void	vsmc::normal_distribution (RNGType &rng, std::size_t n, RealType *r, RealType mean, RealType stddev)
	Generating Normal random variates. More...
template<typename RealType , typename RNGType >
void	vsmc::normal_mv_distribution (RNGType &rng, std::size_t n, RealType *r, std::size_t dim, const RealType *mean, const RealType *chol)
	Generating multivariate Normal random varaites. More...
template<typename RealType , typename RNGType >
void	vsmc::pareto_distribution (RNGType &rng, std::size_t n, RealType *r, RealType a, RealType b)
	Generating pareto random variates. More...
template<typename RealType , typename RNGType >
void	vsmc::rayleigh_distribution (RNGType &rng, std::size_t n, RealType *r, RealType sigma)
	Generating rayleigh random variates. More...
template<typename RealType , typename RNGType >
void	vsmc::student_t_distribution (RNGType &rng, std::size_t n, RealType *r, RealType df)
	Generating student-t random variates. More...
template<typename RealType , typename RNGType >
void	vsmc::u01_cc_distribution (RNGType &rng, std::size_t n, RealType *r)
	Generate standard uniform random variates on [0, 1]. More...
template<typename RealType , typename RNGType >
void	vsmc::u01_co_distribution (RNGType &rng, std::size_t n, RealType *r)
	Generate standard uniform random variates on [0, 1) More...
template<typename RealType , typename RNGType >
void	vsmc::u01_distribution (RNGType &rng, std::size_t n, RealType *r)
	Generate standard uniform random variates. More...
template<typename RealType , typename RNGType >
void	vsmc::u01_oc_distribution (RNGType &rng, std::size_t n, RealType *r)
	Generate standard uniform random variates on (0, 1]. More...
template<typename RealType , typename RNGType >
void	vsmc::u01_oo_distribution (RNGType &rng, std::size_t n, RealType *r)
	Generate standard uniform random variates on (0, 1) More...
template<typename RealType , typename RNGType >
void	vsmc::uniform_real_distribution (RNGType &rng, std::size_t n, RealType *r, RealType a, RealType b)
	Generate uniform real random variates with open/closed variants. More...
template<typename RealType , typename RNGType >
void	vsmc::weibull_distribution (RNGType &rng, std::size_t n, RealType *r, RealType a, RealType b)
	Generating weibull random variates. More...

Detailed Description

Distribution random varaites.

Function Documentation

template<typename RealType , typename RNGType >

void vsmc::beta_distribution ( RNGType &  rng, std::size_t  n, RealType *  r, RealType  alpha, RealType  beta  )

inline

Generating beta random variates.

Definition at line 555 of file beta_distribution.hpp.

template<typename RealType , typename RNGType >

void vsmc::cauchy_distribution ( RNGType &  rng, std::size_t  n, RealType *  r, RealType  a, RealType  b  )

inline

Generating cauchy random variates.

Definition at line 100 of file cauchy_distribution.hpp.

template<typename RealType , typename RNGType >

void vsmc::chi_squared_distribution ( RNGType &  rng, std::size_t  n, RealType *  r, RealType  df  )

inline

Generating \(\chi^2\) random variates.

Definition at line 84 of file chi_squared_distribution.hpp.

template<typename RealType , typename RNGType >

void vsmc::exponential_distribution ( RNGType &  rng, std::size_t  n, RealType *  r, RealType  lambda  )

inline

Generating exponential random variates.

Definition at line 94 of file exponential_distribution.hpp.

template<typename RealType , typename RNGType >

void vsmc::extreme_value_distribution ( RNGType &  rng, std::size_t  n, RealType *  r, RealType  a, RealType  b  )

inline

Generating extreme_value random variates.

Definition at line 98 of file extreme_value_distribution.hpp.

template<typename RealType , typename RNGType >

void vsmc::fisher_f_distribution ( RNGType &  rng, std::size_t  n, RealType *  r, RealType  df1, RealType  df2  )

inline

Generating Fisher-F random variates.

Definition at line 108 of file fisher_f_distribution.hpp.

template<typename RealType , typename RNGType >

void vsmc::gamma_distribution ( RNGType &  rng, std::size_t  n, RealType *  r, RealType  alpha, RealType  beta  )

inline

Generating gamma random variates.

Definition at line 384 of file gamma_distribution.hpp.

template<typename RealType , typename RNGType >

void vsmc::laplace_distribution ( RNGType &  rng, std::size_t  n, RealType *  r, RealType  a, RealType  b  )

inline

Generating laplace random variates.

Definition at line 113 of file laplace_distribution.hpp.

template<typename RealType , typename RNGType >

void vsmc::levy_distribution ( RNGType &  rng, std::size_t  n, RealType *  r, RealType  a, RealType  b  )

inline

Generating levy random variates.

Definition at line 97 of file levy_distribution.hpp.

template<typename RealType , typename RNGType >

void vsmc::logistic_distribution ( RNGType &  rng, std::size_t  n, RealType *  r, RealType  a, RealType  b  )

inline

Generating logistic random variates.

Definition at line 100 of file logistic_distribution.hpp.

template<typename RealType , typename RNGType >

void vsmc::lognormal_distribution ( RNGType &  rng, std::size_t  n, RealType *  r, RealType  logmean, RealType  logstddev  )

inline

Generating lognormal random variates.

Definition at line 92 of file lognormal_distribution.hpp.

template<typename RealType , typename RNGType >

void vsmc::normal_distribution ( RNGType &  rng, std::size_t  n, RealType *  r, RealType  mean, RealType  stddev  )

inline

Generating Normal random variates.

Definition at line 246 of file normal_distribution.hpp.

template<typename RealType , typename RNGType >

void vsmc::normal_mv_distribution ( RNGType &  rng, std::size_t  n, RealType *  r, std::size_t  dim, const RealType *  mean, const RealType *  chol  )

inline

Generating multivariate Normal random varaites.

Definition at line 387 of file normal_mv_distribution.hpp.

template<typename RealType , typename RNGType >

void vsmc::pareto_distribution ( RNGType &  rng, std::size_t  n, RealType *  r, RealType  a, RealType  b  )

inline

Generating pareto random variates.

Definition at line 93 of file pareto_distribution.hpp.

template<typename RealType , typename RNGType >

void vsmc::rayleigh_distribution ( RNGType &  rng, std::size_t  n, RealType *  r, RealType  sigma  )

inline

Generating rayleigh random variates.

Definition at line 94 of file rayleigh_distribution.hpp.

template<typename RealType , typename RNGType >

void vsmc::student_t_distribution ( RNGType &  rng, std::size_t  n, RealType *  r, RealType  df  )

inline

Generating student-t random variates.

Definition at line 115 of file student_t_distribution.hpp.

template<typename RealType , typename RNGType >

void vsmc::u01_cc_distribution ( RNGType &  rng, std::size_t  n, RealType *  r  )

inline

Generate standard uniform random variates on [0, 1].

Definition at line 238 of file u01_distribution.hpp.

template<typename RealType , typename RNGType >

void vsmc::u01_co_distribution ( RNGType &  rng, std::size_t  n, RealType *  r  )

inline

Generate standard uniform random variates on [0, 1)

Definition at line 255 of file u01_distribution.hpp.

template<typename RealType , typename RNGType >

void vsmc::u01_distribution ( RNGType &  rng, std::size_t  n, RealType *  r  )

inline

Generate standard uniform random variates.

Definition at line 221 of file u01_distribution.hpp.

template<typename RealType , typename RNGType >

void vsmc::u01_oc_distribution ( RNGType &  rng, std::size_t  n, RealType *  r  )

inline

Generate standard uniform random variates on (0, 1].

Definition at line 272 of file u01_distribution.hpp.

template<typename RealType , typename RNGType >

void vsmc::u01_oo_distribution ( RNGType &  rng, std::size_t  n, RealType *  r  )

inline

Generate standard uniform random variates on (0, 1)

Definition at line 289 of file u01_distribution.hpp.

template<typename RealType , typename RNGType >

void vsmc::uniform_real_distribution ( RNGType &  rng, std::size_t  n, RealType *  r, RealType  a, RealType  b  )

inline

Generate uniform real random variates with open/closed variants.

Definition at line 92 of file uniform_real_distribution.hpp.

template<typename RealType , typename RNGType >

void vsmc::weibull_distribution ( RNGType &  rng, std::size_t  n, RealType *  r, RealType  a, RealType  b  )

inline

Generating weibull random variates.

Definition at line 104 of file weibull_distribution.hpp.