Distribution random varaites. More...

Classes
class	vsmc::BernoulliDistribution< IntType >
	Bernoulli distribution. More...

class	vsmc::BetaDistribution< RealType >
	beta distribution More...

class	vsmc::CauchyDistribution< RealType >
	Cauchy distribution. More...

class	vsmc::ChiSquaredDistribution< RealType >
	The \(\chi^2\) distribution. More...

class	vsmc::DiscreteDistribution< IntType >
	Draw a single sample given weights. More...

class	vsmc::ExponentialDistribution< RealType >
	Exponential distribution. More...

class	vsmc::ExtremeValueDistribution< RealType >
	ExtremeValue distribution. More...

class	vsmc::FisherFDistribution< RealType >
	Fisher-F distribution. More...

class	vsmc::GammaDistribution< RealType >
	Gamma distribution. More...

class	vsmc::LaplaceDistribution< RealType >
	Laplace distribution. More...

class	vsmc::LevyDistribution< RealType >
	Levy distribution. More...

class	vsmc::LogisticDistribution< RealType >
	Logistic distribution. More...

class	vsmc::LognormalDistribution< RealType >
	Lognormal distribution. More...

class	vsmc::NormalDistribution< RealType >
	Normal distribution. More...

class	vsmc::ParetoDistribution< RealType >
	Pareto distribution. More...

class	vsmc::RayleighDistribution< RealType >
	Rayleigh distribution. More...

class	vsmc::StudentTDistribution< RealType >
	Student-t distribution. More...

class	vsmc::U01LRDistribution< RealType, Left, Right >
	Standard uniform distribution with open/closed variants. More...

class	vsmc::UniformBitsDistribution< UIntType >
	Uniform bits distribution. More...

class	vsmc::UniformRealLRDistribution< RealType, Left, Right >
	Uniform real distribution with open/closed variants. More...

class	vsmc::WeibullDistribution< RealType >
	Weibull distribution. More...

Typedefs
template<typename RealType = double>
using	vsmc::U01CCDistribution = U01LRDistribution< RealType, Closed, Closed >
	Standard uniform distribution on cloed-closed interval. More...

template<typename RealType = double>
using	vsmc::U01CODistribution = U01LRDistribution< RealType, Closed, Open >
	Standard uniform distribution on open-closed interval. More...

template<typename RealType = double>
using	vsmc::U01Distribution = U01CODistribution< RealType >
	Standard uniform distribution. More...

template<typename RealType = double>
using	vsmc::U01OCDistribution = U01LRDistribution< RealType, Open, Closed >
	Standard uniform distribution on open-open interval. More...

template<typename RealType = double>
using	vsmc::U01OODistribution = U01LRDistribution< RealType, Open, Open >
	Standard uniform distribution on cloed-open interval. More...

template<typename RealType = double>
using	vsmc::UniformRealCCDistribution = UniformRealLRDistribution< RealType, Closed, Closed >
	Uniform real distribution on cloed-closed interval. More...

template<typename RealType = double>
using	vsmc::UniformRealCODistribution = UniformRealLRDistribution< RealType, Closed, Open >
	Uniform real distribution on open-closed interval. More...

template<typename RealType = double>
using	vsmc::UniformRealOCDistribution = UniformRealLRDistribution< RealType, Open, Closed >
	Uniform real distribution on open-open interval. More...

template<typename RealType = double>
using	vsmc::UniformRealOODistribution = UniformRealLRDistribution< RealType, Open, Open >
	Uniform real distribution on cloed-open interval. More...

Functions
template<typename IntType , typename RNGType >
void	vsmc::bernoulli_distribution (RNGType &rng, std::size_t n, IntType *r, IntType p)
	Generating bernoulli random variates. More...

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::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 closed-closed interval. 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 closed-open interval. 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 Left , typename Right , typename RNGType >
void	vsmc::u01_lr_distribution (RNGType &rng, std::size_t n, RealType *r)
	Generate standard uniform random variates with open/closed variants. 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 open-closed interval. 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 open-open interval. More...

template<typename RealType , typename RNGType >
void	vsmc::uniform_real_cc_distribution (RNGType &rng, std::size_t n, RealType *r, RealType a, RealType b)
	Generate uniform real random variates on closed-closed interval. More...

template<typename RealType , typename RNGType >
void	vsmc::uniform_real_co_distribution (RNGType &rng, std::size_t n, RealType *r, RealType a, RealType b)
	Generate uniform real random variates on closed-open interval. 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. More...

template<typename RealType , typename Left , typename Right , typename RNGType >
void	vsmc::uniform_real_lr_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::uniform_real_oc_distribution (RNGType &rng, std::size_t n, RealType *r, RealType a, RealType b)
	Generate uniform real random variates on open-closed interval. More...

template<typename RealType , typename RNGType >
void	vsmc::uniform_real_oo_distribution (RNGType &rng, std::size_t n, RealType *r, RealType a, RealType b)
	Generate uniform real random variates on open-open interval. 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.

Typedef Documentation

template<typename RealType = double>

using vsmc::U01CCDistribution = typedef U01LRDistribution<RealType, Closed, Closed>

Standard uniform distribution on cloed-closed interval.

Definition at line 161 of file u01_distribution.hpp.

template<typename RealType = double>

using vsmc::U01CODistribution = typedef U01LRDistribution<RealType, Closed, Open>

Standard uniform distribution on open-closed interval.

Definition at line 171 of file u01_distribution.hpp.

template<typename RealType = double>

using vsmc::U01Distribution = typedef U01CODistribution<RealType>

Standard uniform distribution.

Definition at line 181 of file u01_distribution.hpp.

template<typename RealType = double>

using vsmc::U01OCDistribution = typedef U01LRDistribution<RealType, Open, Closed>

Standard uniform distribution on open-open interval.

Definition at line 176 of file u01_distribution.hpp.

template<typename RealType = double>

using vsmc::U01OODistribution = typedef U01LRDistribution<RealType, Open, Open>

Standard uniform distribution on cloed-open interval.

Definition at line 166 of file u01_distribution.hpp.

template<typename RealType = double>

using vsmc::UniformRealCCDistribution = typedef UniformRealLRDistribution<RealType, Closed, Closed>

Uniform real distribution on cloed-closed interval.

Definition at line 195 of file uniform_real_distribution.hpp.

template<typename RealType = double>

using vsmc::UniformRealCODistribution = typedef UniformRealLRDistribution<RealType, Closed, Open>

Uniform real distribution on open-closed interval.

Definition at line 207 of file uniform_real_distribution.hpp.

template<typename RealType = double>

using vsmc::UniformRealOCDistribution = typedef UniformRealLRDistribution<RealType, Open, Closed>

Uniform real distribution on open-open interval.

Definition at line 213 of file uniform_real_distribution.hpp.

template<typename RealType = double>

using vsmc::UniformRealOODistribution = typedef UniformRealLRDistribution<RealType, Open, Open>

Uniform real distribution on cloed-open interval.

Definition at line 201 of file uniform_real_distribution.hpp.

Function Documentation

template<typename IntType , typename RNGType >

void vsmc::bernoulli_distribution	(	RNGType &	rng,
		std::size_t	n,
		IntType *	r,
		IntType	p
	)

inline

Generating bernoulli random variates.

Definition at line 104 of file bernoulli_distribution.hpp.

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 554 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 104 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 89 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 98 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 103 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 113 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 389 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 118 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 102 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 105 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 97 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 179 of file normal_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 98 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 99 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 120 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 closed-closed interval.

Definition at line 216 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 closed-open interval.

Definition at line 224 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 248 of file u01_distribution.hpp.

template<typename RealType , typename Left , typename Right , typename RNGType >

void vsmc::u01_lr_distribution	(	RNGType &	rng,
		std::size_t	n,
		RealType *	r
	)

inline

Generate standard uniform random variates with open/closed variants.

Definition at line 201 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 open-closed interval.

Definition at line 232 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 open-open interval.

Definition at line 240 of file u01_distribution.hpp.

template<typename RealType , typename RNGType >

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

inline

Generate uniform real random variates on closed-closed interval.

Definition at line 252 of file uniform_real_distribution.hpp.

template<typename RealType , typename RNGType >

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

inline

Generate uniform real random variates on closed-open interval.

Definition at line 261 of file uniform_real_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.

Definition at line 288 of file uniform_real_distribution.hpp.

template<typename RealType , typename Left , typename Right , typename RNGType >

void vsmc::uniform_real_lr_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 235 of file uniform_real_distribution.hpp.

template<typename RealType , typename RNGType >

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

inline

Generate uniform real random variates on open-closed interval.

Definition at line 270 of file uniform_real_distribution.hpp.

template<typename RealType , typename RNGType >

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

inline

Generate uniform real random variates on open-open interval.

Definition at line 279 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 108 of file weibull_distribution.hpp.

Classes

Typedefs

Functions

Detailed Description

Typedef Documentation

Function Documentation