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vSMC
vSMC: Scalable Monte Carlo
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#include <stddef.h>Go to the source code of this file.
Classes | |
| struct | vsmc_rng |
vsmc::RNG More... | |
Functions | |
| void | vsmc_free (void *ptr) |
| void * | vsmc_malloc (size_t n, int alignment) |
| int | vsmc_mkl_brng_aes128_1x32 (void) |
| int | vsmc_mkl_brng_aes128_1x64 (void) |
| int | vsmc_mkl_brng_aes128_2x32 (void) |
| int | vsmc_mkl_brng_aes128_2x64 (void) |
| int | vsmc_mkl_brng_aes128_4x32 (void) |
| int | vsmc_mkl_brng_aes128_4x64 (void) |
| int | vsmc_mkl_brng_aes128_8x32 (void) |
| int | vsmc_mkl_brng_aes128_8x64 (void) |
| int | vsmc_mkl_brng_aes192_1x32 (void) |
| int | vsmc_mkl_brng_aes192_1x64 (void) |
| int | vsmc_mkl_brng_aes192_2x32 (void) |
| int | vsmc_mkl_brng_aes192_2x64 (void) |
| int | vsmc_mkl_brng_aes192_4x32 (void) |
| int | vsmc_mkl_brng_aes192_4x64 (void) |
| int | vsmc_mkl_brng_aes192_8x32 (void) |
| int | vsmc_mkl_brng_aes192_8x64 (void) |
| int | vsmc_mkl_brng_aes256_1x32 (void) |
| int | vsmc_mkl_brng_aes256_1x64 (void) |
| int | vsmc_mkl_brng_aes256_2x32 (void) |
| int | vsmc_mkl_brng_aes256_2x64 (void) |
| int | vsmc_mkl_brng_aes256_4x32 (void) |
| int | vsmc_mkl_brng_aes256_4x64 (void) |
| int | vsmc_mkl_brng_aes256_8x32 (void) |
| int | vsmc_mkl_brng_aes256_8x64 (void) |
| int | vsmc_mkl_brng_ars_1x32 (void) |
| int | vsmc_mkl_brng_ars_1x64 (void) |
| int | vsmc_mkl_brng_ars_2x32 (void) |
| int | vsmc_mkl_brng_ars_2x64 (void) |
| int | vsmc_mkl_brng_ars_4x32 (void) |
| int | vsmc_mkl_brng_ars_4x64 (void) |
| int | vsmc_mkl_brng_ars_8x32 (void) |
| int | vsmc_mkl_brng_ars_8x64 (void) |
| int | vsmc_mkl_brng_knuth_b (void) |
| int | vsmc_mkl_brng_minstd_rand (void) |
| int | vsmc_mkl_brng_minstd_rand0 (void) |
| int | vsmc_mkl_brng_mt19937 (void) |
| int | vsmc_mkl_brng_mt19937_64 (void) |
| int | vsmc_mkl_brng_philox2x32 (void) |
| int | vsmc_mkl_brng_philox2x64 (void) |
| int | vsmc_mkl_brng_philox4x32 (void) |
| int | vsmc_mkl_brng_philox4x64 (void) |
| int | vsmc_mkl_brng_ranlux24 (void) |
| int | vsmc_mkl_brng_ranlux24_base (void) |
| int | vsmc_mkl_brng_ranlux48 (void) |
| int | vsmc_mkl_brng_ranlux48_base (void) |
| int | vsmc_mkl_brng_rdrand16 (void) |
| int | vsmc_mkl_brng_rdrand32 (void) |
| int | vsmc_mkl_brng_rdrand64 (void) |
| int | vsmc_mkl_brng_threefry2x32 (void) |
| int | vsmc_mkl_brng_threefry2x32avx2 (void) |
| int | vsmc_mkl_brng_threefry2x32sse2 (void) |
| int | vsmc_mkl_brng_threefry2x64 (void) |
| int | vsmc_mkl_brng_threefry2x64avx2 (void) |
| int | vsmc_mkl_brng_threefry2x64sse2 (void) |
| int | vsmc_mkl_brng_threefry4x32 (void) |
| int | vsmc_mkl_brng_threefry4x32avx2 (void) |
| int | vsmc_mkl_brng_threefry4x32sse2 (void) |
| int | vsmc_mkl_brng_threefry4x64 (void) |
| int | vsmc_mkl_brng_threefry4x64avx2 (void) |
| int | vsmc_mkl_brng_threefry4x64sse2 (void) |
| double | vsmc_normal_mv_proposal (vsmc_rng *rng_ptr, int dim, const double *x, double *y, const double *chol, const double *a, const double *b) |
vsmc::NormalMVProposal<double, vsmc::Dynamic> More... | |
| double | vsmc_normal_proposal (vsmc_rng *rng_ptr, int, const double *x, double *y, double stddev, double a, double b) |
vsmc::NormalProposal<double> More... | |
| int | vsmc_random_walk (vsmc_rng *rng_ptr, int dim, double *x, double *ltx, double(*log_target)(int, const double *), double(*proposal)(vsmc_rng *, int, const double *, double *)) |
vsmc::RandomWalk<double, vsmc::Dynamic> More... | |
| int | vsmc_random_walk_g (vsmc_rng *rng_ptr, int dim_x, int dim_g, double *x, double *ltx, double *g, double(*log_target)(int, int, const double *, double *), double(*proposal)(vsmc_rng *, int, const double *, double *)) |
vsmc::RandomWalkG<double, vsmc::Dynamic, vsmc::Dynamic> More... | |
| void | vsmc_resample (int m, int n, vsmc_rng *rng_ptr, const double *weight, int *replication, vsmc_resample_scheme scheme) |
| void | vsmc_resample_multinomial (int m, int n, vsmc_rng *rng_ptr, const double *weight, int *replication) |
| void | vsmc_resample_residual (int m, int n, vsmc_rng *rng_ptr, const double *weight, int *replication) |
| void | vsmc_resample_residual_stratified (int m, int n, vsmc_rng *rng_ptr, const double *weight, int *replication) |
| void | vsmc_resample_residual_systematic (int m, int n, vsmc_rng *rng_ptr, const double *weight, int *replication) |
| void | vsmc_resample_stratified (int m, int n, vsmc_rng *rng_ptr, const double *weight, int *replication) |
| void | vsmc_resample_systematic (int m, int n, vsmc_rng *rng_ptr, const double *weight, int *replication) |
| void | vsmc_resample_trans_index_rep (int m, int n, const int *index, int *replication) |
| void | vsmc_resample_trans_rep_index (int m, int n, const int *replication, int *index) |
| int | vsmc_resample_trans_residual (int m, int n, const double *weight, double *resid, int *integ) |
| void | vsmc_resample_trans_u01_index (int m, int n, const double *weight, const double *u01, int *index) |
| void | vsmc_resample_trans_u01_rep (int m, int n, const double *weight, const double *u01, int *replication) |
| 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... | |
1.8.11