vSMC
vSMC: Scalable Monte Carlo
Functions

Functions

template<typename T >
void vsmc::cdfnorm (std::size_t n, const T *a, T *y)
 For \(i=1,\ldots,n\), compute \(y_i = 1 - \mathrm{Erfc}(a_i / \sqrt{2}) / 2\), the standard Normal CDF. More...
 
template<typename T >
void vsmc::erf (std::size_t n, const T *a, T *y)
 For \(i=1,\ldots,n\), compute \(y_i = \mathrm{Erf}(a_i)\). More...
 
template<typename T >
void vsmc::erfc (std::size_t n, const T *a, T *y)
 For \(i=1,\ldots,n\), compute \(y_i = \mathrm{Erfc}(a_i) = \mathrm{Erf}(1 - a_i)\). More...
 
template<typename T >
void vsmc::lgamma (std::size_t n, const T *a, T *y)
 For \(i=1,\ldots,n\), compute \(y_i = \ln\Gamma(a_i)\), logarithm of the Gamma function. More...
 
template<typename T >
void vsmc::tgamma (std::size_t n, const T *a, T *y)
 For \(i=1,\ldots,n\), compute \(y_i = \Gamma(a_i)\), the Gamma function. More...
 

Detailed Description

Function Documentation

template<typename T >
void vsmc::cdfnorm ( std::size_t  n,
const T *  a,
T *  y 
)
inline

For \(i=1,\ldots,n\), compute \(y_i = 1 - \mathrm{Erfc}(a_i / \sqrt{2}) / 2\), the standard Normal CDF.

Definition at line 547 of file vmath.hpp.

template<typename T >
void vsmc::erf ( std::size_t  n,
const T *  a,
T *  y 
)
inline

For \(i=1,\ldots,n\), compute \(y_i = \mathrm{Erf}(a_i)\).

Definition at line 538 of file vmath.hpp.

template<typename T >
void vsmc::erfc ( std::size_t  n,
const T *  a,
T *  y 
)
inline

For \(i=1,\ldots,n\), compute \(y_i = \mathrm{Erfc}(a_i) = \mathrm{Erf}(1 - a_i)\).

Definition at line 542 of file vmath.hpp.

template<typename T >
void vsmc::lgamma ( std::size_t  n,
const T *  a,
T *  y 
)
inline

For \(i=1,\ldots,n\), compute \(y_i = \ln\Gamma(a_i)\), logarithm of the Gamma function.

Definition at line 564 of file vmath.hpp.

template<typename T >
void vsmc::tgamma ( std::size_t  n,
const T *  a,
T *  y 
)
inline

For \(i=1,\ldots,n\), compute \(y_i = \Gamma(a_i)\), the Gamma function.

Definition at line 568 of file vmath.hpp.