vSMC
vSMC: Scalable Monte Carlo
Classes | Namespaces | Functions
extreme_value_distribution.hpp File Reference
#include <vsmc/rng/internal/common.hpp>
#include <vsmc/rng/u01_distribution.hpp>

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Classes

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

Namespaces

 vsmc
 
 vsmc::internal
 

Functions

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 >
bool vsmc::internal::extreme_value_distribution_check_param (RealType, RealType b)
 
template<typename RealType , typename RNGType >
void vsmc::internal::extreme_value_distribution_impl (RNGType &rng, std::size_t n, RealType *r, RealType a, RealType b)
 
template<typename RealType , typename RNGType >
void vsmc::rng_rand (RNGType &rng, ExtremeValueDistribution< RealType > &dist, std::size_t n, RealType *r)