gsl::ran Namespace Reference

Namespace for random number distributions. More...

Classes
class	discrete_t
	Class for walker algorithm. More...

Functions
unsigned int	bernoulli (rng const &r, double p)
	C++ version of gsl_ran_bernoulli(). More...
double	bernoulli_pdf (unsigned int const k, double p)
	C++ version of gsl_ran_bernoulli_pdf(). More...
double	beta (rng const &r, double const a, double const b)
	C++ version of gsl_ran_beta(). More...
double	beta_pdf (double const x, double const a, double const b)
	C++ version of gsl_ran_beta_pdf(). More...
unsigned int	binomial (rng const &r, double p, unsigned int n)
	C++ version of gsl_ran_binomial(). More...
unsigned int	binomial_knuth (rng const &r, double p, unsigned int n)
	C++ version of gsl_ran_binomial_knuth(). More...
unsigned int	binomial_tpe (rng const &r, double p, unsigned int n)
	C++ version of gsl_ran_binomial_tpe(). More...
double	binomial_pdf (unsigned int const k, double const p, unsigned int const n)
	C++ version of gsl_ran_binomial_pdf(). More...
double	exponential (rng const &r, double const mu)
	C++ version of gsl_ran_exponential(). More...
double	exponential_pdf (double const x, double const mu)
	C++ version of gsl_ran_exponential_pdf(). More...
double	exppow (rng const &r, double const a, double const b)
	C++ version of gsl_ran_exppow(). More...
double	exppow_pdf (double const x, double const a, double const b)
	C++ version of gsl_ran_exppow_pdf(). More...
double	cauchy (rng const &r, double const a)
	C++ version of gsl_ran_cauchy(). More...
double	cauchy_pdf (double const x, double const a)
	C++ version of gsl_ran_cauchy_pdf(). More...
double	chisq (rng const &r, double const nu)
	C++ version of gsl_ran_chisq(). More...
double	chisq_pdf (double const x, double const nu)
	C++ version of gsl_ran_chisq_pdf(). More...
void	dirichlet (rng const &r, size_t const K, double const alpha[], double theta[])
	C++ version of gsl_ran_dirichlet(). More...
double	dirichlet_pdf (size_t const K, double const alpha[], double const theta[])
	C++ version of gsl_ran_dirichlet_pdf(). More...
double	dirichlet_lnpdf (size_t const K, double const alpha[], double const theta[])
	C++ version of gsl_ran_dirichlet_lnpdf(). More...
double	erlang (rng const &r, double const a, double const n)
	C++ version of gsl_ran_erlang(). More...
double	erlang_pdf (double const x, double const a, double const n)
	C++ version of gsl_ran_erlang_pdf(). More...
double	fdist (rng const &r, double const nu1, double const nu2)
	C++ version of gsl_ran_fdist(). More...
double	fdist_pdf (double const x, double const nu1, double const nu2)
	C++ version of gsl_ran_fdist_pdf(). More...
double	flat (rng const &r, double const a, double const b)
	C++ version of gsl_ran_flat(). More...
double	flat_pdf (double x, double const a, double const b)
	C++ version of gsl_ran_flat_pdf(). More...
double	gamma (rng const &r, double const a, double const b)
	C++ version of gsl_ran_gamma(). More...
double	gamma_int (rng const &r, unsigned int const a)
	C++ version of gsl_ran_gamma_int(). More...
double	gamma_pdf (double const x, double const a, double const b)
	C++ version of gsl_ran_gamma_pdf(). More...
double	gamma_mt (rng const &r, double const a, double const b)
	C++ version of gsl_ran_gamma_mt(). More...
double	gamma_knuth (rng const &r, double const a, double const b)
	C++ version of gsl_ran_gamma_knuth(). More...
double	gaussian (rng const &r, double const sigma)
	C++ version of gsl_ran_gaussian(). More...
double	gaussian_ratio_method (rng const &r, double const sigma)
	C++ version of gsl_ran_gaussian_ratio_method(). More...
double	gaussian_ziggurat (rng const &r, double const sigma)
	C++ version of gsl_ran_gaussian_ziggurat(). More...
double	gaussian_pdf (double const x, double const sigma)
	C++ version of gsl_ran_gaussian_pdf(). More...
double	ugaussian (rng const &r)
	C++ version of gsl_ran_ugaussian(). More...
double	ugaussian_ratio_method (rng const &r)
	C++ version of gsl_ran_ugaussian_ratio_method(). More...
double	ugaussian_pdf (double const x)
	C++ version of gsl_ran_ugaussian_pdf(). More...
double	gaussian_tail (rng const &r, double const a, double const sigma)
	C++ version of gsl_ran_gaussian_tail(). More...
double	gaussian_tail_pdf (double const x, double const a, double const sigma)
	C++ version of gsl_ran_gaussian_tail_pdf(). More...
double	ugaussian_tail (rng const &r, double const a)
	C++ version of gsl_ran_ugaussian_tail(). More...
double	ugaussian_tail_pdf (double const x, double const a)
	C++ version of gsl_ran_ugaussian_tail_pdf(). More...
void	bivariate_gaussian (rng const &r, double sigma_x, double sigma_y, double rho, double &x, double &y)
	C++ version of gsl_ran_bivariate_gaussian(). More...
double	bivariate_gaussian_pdf (double const x, double const y, double const sigma_x, double const sigma_y, double const rho)
	C++ version of gsl_ran_bivariate_gaussian_pdf(). More...
double	landau (rng const &r)
	C++ version of gsl_ran_landau(). More...
double	landau_pdf (double const x)
	C++ version of gsl_ran_landau_pdf(). More...
unsigned int	geometric (rng const &r, double const p)
	C++ version of gsl_ran_geometric(). More...
double	geometric_pdf (unsigned int const k, double const p)
	C++ version of gsl_ran_geometric_pdf(). More...
unsigned int	hypergeometric (rng const &r, unsigned int n1, unsigned int n2, unsigned int t)
	C++ version of gsl_ran_hypergeometric(). More...
double	hypergeometric_pdf (unsigned int const k, unsigned int const n1, unsigned int const n2, unsigned int t)
	C++ version of gsl_ran_hypergeometric_pdf(). More...
double	gumbel1 (rng const &r, double const a, double const b)
	C++ version of gsl_ran_gumbel1(). More...
double	gumbel1_pdf (double const x, double const a, double const b)
	C++ version of gsl_ran_gumbel1_pdf(). More...
double	gumbel2 (rng const &r, double const a, double const b)
	C++ version of gsl_ran_gumbel2(). More...
double	gumbel2_pdf (double const x, double const a, double const b)
	C++ version of gsl_ran_gumbel2_pdf(). More...
double	logistic (rng const &r, double const a)
	C++ version of gsl_ran_logistic(). More...
double	logistic_pdf (double const x, double const a)
	C++ version of gsl_ran_logistic_pdf(). More...
double	lognormal (rng const &r, double const zeta, double const sigma)
	C++ version of gsl_ran_lognormal(). More...
double	lognormal_pdf (double const x, double const zeta, double const sigma)
	C++ version of gsl_ran_lognormal_pdf(). More...
unsigned int	logarithmic (rng const &r, double const p)
	C++ version of gsl_ran_logarithmic(). More...
double	logarithmic_pdf (unsigned int const k, double const p)
	C++ version of gsl_ran_logarithmic_pdf(). More...
void	multinomial (rng const &r, size_t const K, unsigned int const N, double const p[], unsigned int n[])
	C++ version of gsl_ran_multinomial(). More...
double	multinomial_pdf (size_t const K, double const p[], unsigned int const n[])
	C++ version of gsl_ran_multinomial_pdf(). More...
double	multinomial_lnpdf (size_t const K, double const p[], unsigned int const n[])
	C++ version of gsl_ran_multinomial_lnpdf(). More...
unsigned int	negative_binomial (rng const &r, double p, double n)
	C++ version of gsl_ran_negative_binomial(). More...
double	negative_binomial_pdf (unsigned int const k, double const p, double n)
	C++ version of gsl_ran_negative_binomial_pdf(). More...
unsigned int	pascal (rng const &r, double p, unsigned int n)
	C++ version of gsl_ran_pascal(). More...
double	pascal_pdf (unsigned int const k, double const p, unsigned int n)
	C++ version of gsl_ran_pascal_pdf(). More...
double	pareto (rng const &r, double a, double const b)
	C++ version of gsl_ran_pareto(). More...
double	pareto_pdf (double const x, double const a, double const b)
	C++ version of gsl_ran_pareto_pdf(). More...
unsigned int	poisson (rng const &r, double mu)
	C++ version of gsl_ran_poisson(). More...
void	poisson_array (rng const &r, size_t n, unsigned int array[], double mu)
	C++ version of gsl_ran_poisson_array(). More...
double	poisson_pdf (unsigned int const k, double const mu)
	C++ version of gsl_ran_poisson_pdf(). More...
double	rayleigh (rng const &r, double const sigma)
	C++ version of gsl_ran_rayleigh(). More...
double	rayleigh_pdf (double const x, double const sigma)
	C++ version of gsl_ran_rayleigh_pdf(). More...
double	rayleigh_tail (rng const &r, double const a, double const sigma)
	C++ version of gsl_ran_rayleigh_tail(). More...
double	rayleigh_tail_pdf (double const x, double const a, double const sigma)
	C++ version of gsl_ran_rayleigh_tail_pdf(). More...
double	tdist (rng const &r, double const nu)
	C++ version of gsl_ran_tdist(). More...
double	tdist_pdf (double const x, double const nu)
	C++ version of gsl_ran_tdist_pdf(). More...
double	laplace (rng const &r, double const a)
	C++ version of gsl_ran_laplace(). More...
double	laplace_pdf (double const x, double const a)
	C++ version of gsl_ran_laplace_pdf(). More...
double	levy (rng const &r, double const c, double const alpha)
	C++ version of gsl_ran_levy(). More...
double	levy_skew (rng const &r, double const c, double const alpha, double const beta)
	C++ version of gsl_ran_levy_skew(). More...
double	weibull (rng const &r, double const a, double const b)
	C++ version of gsl_ran_weibull(). More...
double	weibull_pdf (double const x, double const a, double const b)
	C++ version of gsl_ran_weibull_pdf(). More...
void	dir_2d (rng const &r, double &x, double &y)
	C++ version of gsl_ran_dir_2d(). More...
void	dir_2d_trig_method (rng const &r, double &x, double &y)
	C++ version of gsl_ran_dir_2d_trig_method(). More...
void	dir_3d (rng const &r, double &x, double &y, double &z)
	C++ version of gsl_ran_dir_3d(). More...
template<typename DATA >
void	dir_nd (rng const &r, DATA &x)
	C++ version of gsl_ran_dir_nd(). More...
template<typename ARRAY >
void	shuffle (rng const &r, ARRAY &base)
	C++ version of gsl_ran_shuffle(). More...
template<typename ARRAY1 , typename ARRAY2 >
int	choose (rng const &r, ARRAY1 &dest, ARRAY2 &src)
	C++ version of gsl_ran_choose(). More...
template<typename ARRAY1 , typename ARRAY2 >
void	sample (rng const &r, ARRAY1 &dest, ARRAY2 &src)
	C++ version of gsl_ran_sample(). More...
size_t	discrete (rng const &r, discrete_t const &g)
	C++ version of gsl_ran_discrete(). More...
double	discrete_pdf (size_t k, discrete_t const &g)
	C++ version of gsl_ran_discrete_pdf(). More...

Detailed Description

Namespace for random number distributions.

See also cdf.

Function Documentation

bernoulli()

unsigned int gsl::ran::bernoulli ( rng const &  r, double  p  )

inline

C++ version of gsl_ran_bernoulli().

Parameters

r	A random number generator
p	Probability of success (1)

Returns

0 or 1 (success)

Definition at line 245 of file randist.hpp.

References gsl::rng::get().

bernoulli_pdf()

double gsl::ran::bernoulli_pdf ( unsigned int const  k, double  p  )

inline

C++ version of gsl_ran_bernoulli_pdf().

Parameters

k	An integer (0 or 1)
p	The probability of success

Returns

The probability of obtaining k

Definition at line 253 of file randist.hpp.

beta()

double gsl::ran::beta ( rng const &  r, double const  a, double const  b  )

inline

C++ version of gsl_ran_beta().

Parameters

r	A random number generator
a	First parameter
b	Second parameter

Returns

A beta variate

Definition at line 262 of file randist.hpp.

References gsl::sf::mathieu::a(), gsl::sf::mathieu::b(), and gsl::rng::get().

Referenced by gsl::vector_char::axpby(), gsl::vector_complex::axpby(), gsl::vector_complex_float::axpby(), gsl::vector_complex_long_double::axpby(), gsl::vector::axpby(), gsl::vector_float::axpby(), gsl::vector_int::axpby(), gsl::vector_long::axpby(), gsl::vector_long_double::axpby(), gsl::vector_short::axpby(), gsl::vector_uchar::axpby(), gsl::vector_uint::axpby(), gsl::vector_ulong::axpby(), gsl::vector_ushort::axpby(), gsl::blas::cgemm(), gsl::blas::cgemv(), gsl::blas::chemm(), gsl::blas::chemv(), gsl::blas::cher2k(), gsl::blas::cherk(), gsl::blas::csymm(), gsl::blas::csyr2k(), gsl::blas::csyrk(), gsl::blas::dgemm(), gsl::spblas::dgemv(), gsl::blas::dgemv(), gsl::blas::dsymm(), gsl::blas::dsymv(), gsl::blas::dsyr2k(), gsl::blas::dsyrk(), gsl::integration::fixed_workspace::fixed_workspace(), gsl::eigen::gen(), gsl::eigen::gen_QZ(), gsl::eigen::genv(), gsl::eigen::genv_QZ(), gsl::eigen::genv_sort(), levy_skew(), gsl::integration::qaws_table::qaws_table(), gsl::integration::qaws_table_set(), gsl::blas::sgemm(), gsl::blas::sgemv(), gsl::blas::ssymm(), gsl::blas::ssymv(), gsl::blas::ssyr2k(), gsl::blas::ssyrk(), gsl::blas::zgemm(), gsl::blas::zgemv(), gsl::blas::zhemm(), gsl::blas::zhemv(), gsl::blas::zher2k(), gsl::blas::zherk(), gsl::blas::zsymm(), gsl::blas::zsyr2k(), and gsl::blas::zsyrk().

beta_pdf()

double gsl::ran::beta_pdf ( double const  x, double const  a, double const  b  )

inline

C++ version of gsl_ran_beta_pdf().

Parameters

x	A real value
a	First parameter
b	Second parameter

Returns

The density function evaluated at x

Definition at line 271 of file randist.hpp.

References gsl::sf::mathieu::a(), and gsl::sf::mathieu::b().

binomial()

unsigned int gsl::ran::binomial ( rng const &  r, double  p, unsigned int  n  )

inline

C++ version of gsl_ran_binomial().

Parameters

r	A random number generator
p	The probability of getting success in a trial
n	The number of trials

Returns

A random variate giving the number of successes

Definition at line 280 of file randist.hpp.

References gsl::rng::get(), and gsl::rstat::n().

binomial_knuth()

unsigned int gsl::ran::binomial_knuth ( rng const &  r, double  p, unsigned int  n  )

inline

C++ version of gsl_ran_binomial_knuth().

Parameters

r	A random number generator
p	The probability of getting success in a trial
n	The number of trials

Returns

A random variate giving the number of successes

Definition at line 289 of file randist.hpp.

References gsl::rng::get(), and gsl::rstat::n().

binomial_pdf()

double gsl::ran::binomial_pdf ( unsigned int const  k, double const  p, unsigned int const  n  )

inline

C++ version of gsl_ran_binomial_pdf().

Parameters

k	The number of successes
p	The probability of success in one trial
n	The number of trials

Returns

The probability of k successes in n trials

Definition at line 307 of file randist.hpp.

References gsl::rstat::n().

binomial_tpe()

unsigned int gsl::ran::binomial_tpe ( rng const &  r, double  p, unsigned int  n  )

inline

C++ version of gsl_ran_binomial_tpe().

Parameters

r	A random number generator
p	The probability of getting success in a trial
n	The number of trials

Returns

A random variate giving the number of successes

Definition at line 298 of file randist.hpp.

References gsl::rng::get(), and gsl::rstat::n().

bivariate_gaussian()

void gsl::ran::bivariate_gaussian ( rng const &  r, double  sigma_x, double  sigma_y, double  rho, double &  x, double &  y  )

inline

C++ version of gsl_ran_bivariate_gaussian().

Parameters

r	A random number generator
sigma_x	The standard deviation (x parameter)
sigma_y	The standard deviation (y parameter)
rho	The correlation coefficient (parameter)
x	Sample (return value) from distribution
y	Sample (return value) from distribution

Definition at line 610 of file randist.hpp.

bivariate_gaussian_pdf()

double gsl::ran::bivariate_gaussian_pdf ( double const  x, double const  y, double const  sigma_x, double const  sigma_y, double const  rho  )

inline

C++ version of gsl_ran_bivariate_gaussian_pdf().

Parameters

x	A real value
y	Another real value
sigma_x	The standard deviation (x parameter)
sigma_y	The standard deviation (y parameter)
rho	The correlation coefficient (parameter)

Returns

The bivariate Gaussian density evaluated at x

Definition at line 622 of file randist.hpp.

cauchy()

double gsl::ran::cauchy ( rng const &  r, double const  a  )

inline

C++ version of gsl_ran_cauchy().

Parameters

r	A random number generator
a	The scale parameter

Returns

A value sampled from the Cauchy distribution

Definition at line 349 of file randist.hpp.

References gsl::sf::mathieu::a(), and gsl::rng::get().

cauchy_pdf()

double gsl::ran::cauchy_pdf ( double const  x, double const  a  )

inline

C++ version of gsl_ran_cauchy_pdf().

Parameters

x	A real value
a	The scale parameter

Returns

The Cauchy density evaluated at x

Definition at line 357 of file randist.hpp.

References gsl::sf::mathieu::a().

chisq()

double gsl::ran::chisq ( rng const &  r, double const  nu  )

inline

C++ version of gsl_ran_chisq().

Parameters

r	A random number generator
nu	The degrees of freedom

Returns

A value sampled from the \(\chi^2\) distribution with nu degrees of freedom

Definition at line 365 of file randist.hpp.

References gsl::rng::get().

Referenced by gsl::multifit::linear(), gsl::fit::wlinear(), gsl::multifit::wlinear(), gsl::multifit::wlinear_svd(), gsl::multifit::wlinear_tsvd(), gsl::multifit::wlinear_usvd(), and gsl::fit::wmul().

chisq_pdf()

double gsl::ran::chisq_pdf ( double const  x, double const  nu  )

inline

C++ version of gsl_ran_chisq_pdf().

Parameters

x	A real value
nu	The degrees of freedom

Returns

The \(\chi^2\) denstity evaluated at x

Definition at line 373 of file randist.hpp.

choose()

template<typename ARRAY1 , typename ARRAY2 >

int gsl::ran::choose ( rng const &  r, ARRAY1 &  dest, ARRAY2 &  src  )

inline

C++ version of gsl_ran_choose().

Parameters

r	A random number generator
dest	Destination array
src	Source array

Returns

Error code on failure

Definition at line 1088 of file randist.hpp.

References gsl::rng::get().

dir_2d()

void gsl::ran::dir_2d ( rng const &  r, double &  x, double &  y  )

inline

C++ version of gsl_ran_dir_2d().

Parameters

r	A random number generator
x	Sampled component of direction (return value)
y	Sampled component of direction (retun value)

Definition at line 988 of file randist.hpp.

dir_2d_trig_method()

void gsl::ran::dir_2d_trig_method ( rng const &  r, double &  x, double &  y  )

inline

C++ version of gsl_ran_dir_2d_trig_method().

Parameters

r	A random number generator
x	Sampled component of direction (return value)
y	Sampled component of direction (return value)

Definition at line 1006 of file randist.hpp.

dir_3d()

void gsl::ran::dir_3d ( rng const &  r, double &  x, double &  y, double &  z  )

inline

C++ version of gsl_ran_dir_3d().

Parameters

r	A random number generator
x	Sampled component of direction (return value)
y	Sampled component of direction (return value)
z	Sampled component of direction (return value)

Definition at line 1026 of file randist.hpp.

dir_nd()

template<typename DATA >

void gsl::ran::dir_nd ( rng const &  r, DATA &  x  )

inline

C++ version of gsl_ran_dir_nd().

Parameters

r	A random number generator
x	Array to store n sampled direction values

Definition at line 1044 of file randist.hpp.

References gsl::rng::get().

dirichlet()

void gsl::ran::dirichlet ( rng const &  r, size_t const  K, double const  alpha[], double  theta[]  )

inline

C++ version of gsl_ran_dirichlet().

Parameters

r	A random number generator
K	The number of parameters
alpha[]	Parameter array of size K
theta[]	K samples (return values)

Definition at line 382 of file randist.hpp.

References gsl::rng::get().

dirichlet_lnpdf()

double gsl::ran::dirichlet_lnpdf ( size_t const  K, double const  alpha[], double const  theta[]  )

inline

C++ version of gsl_ran_dirichlet_lnpdf().

Parameters

K	The number of parameters
alpha[]	Parameter array of size K
theta[]	K real values to evaluate denisty function a

Returns

The logarithm of the density function evaluated at theta

Definition at line 400 of file randist.hpp.

dirichlet_pdf()

double gsl::ran::dirichlet_pdf ( size_t const  K, double const  alpha[], double const  theta[]  )

inline

C++ version of gsl_ran_dirichlet_pdf().

Parameters

K	The number of parameters
alpha[]	Parameter array of size K
theta[]	K real values to evaluate denisty function at

Returns

The density function evaluated at theta

Definition at line 391 of file randist.hpp.

discrete()

size_t gsl::ran::discrete ( rng const &  r, discrete_t const &  g  )

inline

C++ version of gsl_ran_discrete().

Parameters

r	A random number generator
g	A gsl::ran::discrete_t object

Returns

Sample value from distribution given by g

Definition at line 1128 of file randist.hpp.

References gsl::ran::discrete_t::get(), and gsl::rng::get().

discrete_pdf()

double gsl::ran::discrete_pdf ( size_t  k, discrete_t const &  g  )

inline

C++ version of gsl_ran_discrete_pdf().

Parameters

k	A discrete value k
g	A gsl::ran::discrete_t object

Returns

Probability of outcome k value from distribution given by g

Definition at line 1136 of file randist.hpp.

References gsl::ran::discrete_t::get().

erlang()

double gsl::ran::erlang ( rng const &  r, double const  a, double const  n  )

inline

C++ version of gsl_ran_erlang().

Parameters

r	A random number generator
a	First parameter
n	second parameter

Returns

A value sampled from the Erlang distribution

Definition at line 409 of file randist.hpp.

References gsl::sf::mathieu::a(), gsl::rng::get(), and gsl::rstat::n().

erlang_pdf()

double gsl::ran::erlang_pdf ( double const  x, double const  a, double const  n  )

inline

C++ version of gsl_ran_erlang_pdf().

Parameters

x	A real value
a	First parameter
n	second parameter

Returns

The Erlang density evaluated at x

Definition at line 418 of file randist.hpp.

References gsl::sf::mathieu::a(), and gsl::rstat::n().

exponential()

double gsl::ran::exponential ( rng const &  r, double const  mu  )

inline

C++ version of gsl_ran_exponential().

Parameters

r	A random number generator
mu	The mean value (parameter)

Returns

A value sampled from the exponential distribution

Definition at line 315 of file randist.hpp.

References gsl::rng::get().

exponential_pdf()

double gsl::ran::exponential_pdf ( double const  x, double const  mu  )

inline

C++ version of gsl_ran_exponential_pdf().

Parameters

x	A real value
mu	The mean value (parameter)

Returns

The exponential density evaluated at x

Definition at line 323 of file randist.hpp.

exppow()

double gsl::ran::exppow ( rng const &  r, double const  a, double const  b  )

inline

C++ version of gsl_ran_exppow().

Parameters

r	A random number generator
a	The first parameter
b	The second parameter

Returns

A value sampled from the exponential power distribution

Definition at line 332 of file randist.hpp.

References gsl::sf::mathieu::a(), gsl::sf::mathieu::b(), and gsl::rng::get().

exppow_pdf()

double gsl::ran::exppow_pdf ( double const  x, double const  a, double const  b  )

inline

C++ version of gsl_ran_exppow_pdf().

Parameters

x	A real value
a	The first parameter
b	The second parameter

Returns

The exponential power density evaluated at x

Definition at line 341 of file randist.hpp.

References gsl::sf::mathieu::a(), and gsl::sf::mathieu::b().

fdist()

double gsl::ran::fdist ( rng const &  r, double const  nu1, double const  nu2  )

inline

C++ version of gsl_ran_fdist().

Parameters

r	A random number generator
nu1	First degrees of freedom
nu2	Second degrees of freedom

Returns

Sampled value from the F distribution

Definition at line 427 of file randist.hpp.

References gsl::rng::get().

fdist_pdf()

double gsl::ran::fdist_pdf ( double const  x, double const  nu1, double const  nu2  )

inline

C++ version of gsl_ran_fdist_pdf().

Parameters

x	A real value
nu1	First degrees of freedom
nu2	Second degrees of freedom

Returns

F distribution density evaluated at x

Definition at line 436 of file randist.hpp.

flat()

double gsl::ran::flat ( rng const &  r, double const  a, double const  b  )

inline

C++ version of gsl_ran_flat().

Parameters

r	A random number generator
a	Lower parameter value
b	Upper parameter value

Returns

Sample uniformly distributed in [a,b]

Definition at line 445 of file randist.hpp.

References gsl::sf::mathieu::a(), gsl::sf::mathieu::b(), and gsl::rng::get().

flat_pdf()

double gsl::ran::flat_pdf ( double  x, double const  a, double const  b  )

inline

C++ version of gsl_ran_flat_pdf().

Parameters

x	A real value
a	Lower parameter value
b	Upper parameter value

Returns

Uniform density evaluated at x

Definition at line 454 of file randist.hpp.

References gsl::sf::mathieu::a(), and gsl::sf::mathieu::b().

gamma()

double gsl::ran::gamma ( rng const &  r, double const  a, double const  b  )

inline

C++ version of gsl_ran_gamma().

Parameters

r	A random number generator
a	First parameter
b	Second parameter

Returns

Sample from the gamma distribution

Definition at line 463 of file randist.hpp.

References gsl::sf::mathieu::a(), gsl::sf::mathieu::b(), and gsl::rng::get().

gamma_int()

double gsl::ran::gamma_int ( rng const &  r, unsigned int const  a  )

inline

C++ version of gsl_ran_gamma_int().

Parameters

r	A random number generator
a	Integer value

Returns

Sample from the gamma distribution (integer value)

Definition at line 471 of file randist.hpp.

References gsl::sf::mathieu::a(), and gsl::rng::get().

gamma_knuth()

double gsl::ran::gamma_knuth ( rng const &  r, double const  a, double const  b  )

inline

C++ version of gsl_ran_gamma_knuth().

Parameters

r	A random number generator
a	First parameter
b	Second parameter

Returns

Sample from the gamma distribution

Definition at line 498 of file randist.hpp.

References gsl::sf::mathieu::a(), gsl::sf::mathieu::b(), and gsl::rng::get().

gamma_mt()

double gsl::ran::gamma_mt ( rng const &  r, double const  a, double const  b  )

inline

C++ version of gsl_ran_gamma_mt().

Parameters

r	A random number generator
a	First parameter
b	Second parameter

Returns

Sample from the gamma distribution

Definition at line 489 of file randist.hpp.

References gsl::sf::mathieu::a(), gsl::sf::mathieu::b(), and gsl::rng::get().

gamma_pdf()

double gsl::ran::gamma_pdf ( double const  x, double const  a, double const  b  )

inline

C++ version of gsl_ran_gamma_pdf().

Parameters

x	A real value
a	First parameter
b	Second parameter

Returns

Gamma density evaluated at x

Definition at line 480 of file randist.hpp.

References gsl::sf::mathieu::a(), and gsl::sf::mathieu::b().

gaussian()

double gsl::ran::gaussian ( rng const &  r, double const  sigma  )

inline

C++ version of gsl_ran_gaussian().

Parameters

r	A random number generator
sigma	The standard deviation (parameter)

Returns

Sample from the Gaussian (normal) distribution

Definition at line 506 of file randist.hpp.

References gsl::rng::get().

gaussian_pdf()

double gsl::ran::gaussian_pdf ( double const  x, double const  sigma  )

inline

C++ version of gsl_ran_gaussian_pdf().

Parameters

x	A real value
sigma	The standard deviation (parameter)

Returns

Gaussian density evaluated at x

Definition at line 530 of file randist.hpp.

gaussian_ratio_method()

double gsl::ran::gaussian_ratio_method ( rng const &  r, double const  sigma  )

inline

C++ version of gsl_ran_gaussian_ratio_method().

Parameters

r	A random number generator
sigma	The standard deviation (parameter)

Returns

Sample from the Gaussian (normal) distribution

Definition at line 514 of file randist.hpp.

References gsl::rng::get().

gaussian_tail()

double gsl::ran::gaussian_tail ( rng const &  r, double const  a, double const  sigma  )

inline

C++ version of gsl_ran_gaussian_tail().

Parameters

r	A random number generator
a	Lower limit parameter
sigma	Standard deviation (parameter)

Returns

Sample from the Gaussian tail distribution

Definition at line 560 of file randist.hpp.

References gsl::sf::mathieu::a(), and gsl::rng::get().

gaussian_tail_pdf()

double gsl::ran::gaussian_tail_pdf ( double const  x, double const  a, double const  sigma  )

inline

C++ version of gsl_ran_gaussian_tail_pdf().

Parameters

x	A real value
a	Lower limit parameter
sigma	Standard deviation (parameter)

Returns

Gaussian tail density evaluated at x

Definition at line 569 of file randist.hpp.

References gsl::sf::mathieu::a().

gaussian_ziggurat()

double gsl::ran::gaussian_ziggurat ( rng const &  r, double const  sigma  )

inline

C++ version of gsl_ran_gaussian_ziggurat().

Parameters

r	A random number generator
sigma	The standard deviation (parameter)

Returns

Sample from the Gaussian (normal) distribution

Definition at line 522 of file randist.hpp.

References gsl::rng::get().

geometric()

unsigned int gsl::ran::geometric ( rng const &  r, double const  p  )

inline

C++ version of gsl_ran_geometric().

Parameters

r	A random number generator
p	The probability of success

Returns

Sample value from the geometric distribution

Definition at line 644 of file randist.hpp.

References gsl::rng::get().

geometric_pdf()

double gsl::ran::geometric_pdf ( unsigned int const  k, double const  p  )

inline

C++ version of gsl_ran_geometric_pdf().

Parameters

k	The number of trials before first succcess
p	The probability of success

Returns

The probability of obtaining k from the distribution

Definition at line 652 of file randist.hpp.

gumbel1()

double gsl::ran::gumbel1 ( rng const &  r, double const  a, double const  b  )

inline

C++ version of gsl_ran_gumbel1().

Parameters

r	A random number generator
a	The first parameter
b	The second parameter

Returns

Sample from the gumbel1 distribution

Definition at line 682 of file randist.hpp.

References gsl::sf::mathieu::a(), gsl::sf::mathieu::b(), and gsl::rng::get().

gumbel1_pdf()

double gsl::ran::gumbel1_pdf ( double const  x, double const  a, double const  b  )

inline

C++ version of gsl_ran_gumbel1_pdf().

Parameters

x	A real value
a	The first parameter
b	The second parameter

Returns

Gumbel1 density evaluated at x

Definition at line 691 of file randist.hpp.

References gsl::sf::mathieu::a(), and gsl::sf::mathieu::b().

gumbel2()

double gsl::ran::gumbel2 ( rng const &  r, double const  a, double const  b  )

inline

C++ version of gsl_ran_gumbel2().

Parameters

r	A random number generator
a	The first parameter
b	The second parameter

Returns

Sample from the gumbel2 distribution

Definition at line 700 of file randist.hpp.

References gsl::sf::mathieu::a(), gsl::sf::mathieu::b(), and gsl::rng::get().

gumbel2_pdf()

double gsl::ran::gumbel2_pdf ( double const  x, double const  a, double const  b  )

inline

C++ version of gsl_ran_gumbel2_pdf().

Parameters

x	A real value
a	The first parameter
b	The second parameter

Returns

Gumbel2 density evaluated at x

Definition at line 709 of file randist.hpp.

References gsl::sf::mathieu::a(), and gsl::sf::mathieu::b().

hypergeometric()

unsigned int gsl::ran::hypergeometric ( rng const &  r, unsigned int  n1, unsigned int  n2, unsigned int  t  )

inline

C++ version of gsl_ran_hypergeometric().

Parameters

r	A random number generator
n1	The first parameter
n2	The second parameter
t	The number of samples

Returns

Sample value for number of elements of type 1 from hypergeometric distribution.

Definition at line 662 of file randist.hpp.

References gsl::rng::get().

hypergeometric_pdf()

double gsl::ran::hypergeometric_pdf ( unsigned int const  k, unsigned int const  n1, unsigned int const  n2, unsigned int  t  )

inline

C++ version of gsl_ran_hypergeometric_pdf().

Parameters

k	An integer
n1	The first parameter
n2	The second parameter
t	The number of samples

Returns

Probability of obtaining k elements of type 1

Definition at line 672 of file randist.hpp.

landau()

double gsl::ran::landau ( rng const &  r )

inline

C++ version of gsl_ran_landau().

Parameters

r	A random number generator

Returns

Sample from the Landau distribution

Definition at line 630 of file randist.hpp.

References gsl::rng::get().

landau_pdf()

double gsl::ran::landau_pdf ( double const  x )

inline

C++ version of gsl_ran_landau_pdf().

Parameters

x	A real value

Returns

The Landua density evaluated at x

Definition at line 637 of file randist.hpp.

laplace()

double gsl::ran::laplace ( rng const &  r, double const  a  )

inline

C++ version of gsl_ran_laplace().

Parameters

r	A random number generator
a	Width parameter

Returns

Sample from the Laplace distribution

Definition at line 925 of file randist.hpp.

References gsl::sf::mathieu::a(), and gsl::rng::get().

laplace_pdf()

double gsl::ran::laplace_pdf ( double const  x, double const  a  )

inline

C++ version of gsl_ran_laplace_pdf().

Parameters

x	A real value
a	Width parameter

Returns

Laplace density evaluated at x

Definition at line 933 of file randist.hpp.

References gsl::sf::mathieu::a().

levy()

double gsl::ran::levy ( rng const &  r, double const  c, double const  alpha  )

inline

C++ version of gsl_ran_levy().

Parameters

r	A random number generator
c	Scale parameter
alpha	Exponent (parameter)

Returns

Sample from the Levy distribution

Definition at line 942 of file randist.hpp.

References gsl::rng::get().

levy_skew()

double gsl::ran::levy_skew ( rng const &  r, double const  c, double const  alpha, double const  beta  )

inline

C++ version of gsl_ran_levy_skew().

Parameters

r	A random number generator
c	Scale parameter
alpha	Exponent (parameter)
beta	Skewness parameter

Returns

Sample from the Levy skew distribution

Definition at line 952 of file randist.hpp.

References beta(), and gsl::rng::get().

logarithmic()

unsigned int gsl::ran::logarithmic ( rng const &  r, double const  p  )

inline

C++ version of gsl_ran_logarithmic().

Parameters

r	A random number generator
p	A parameter

Returns

Sample (integer) from the logarithmic distribution

Definition at line 751 of file randist.hpp.

References gsl::rng::get().

logarithmic_pdf()

double gsl::ran::logarithmic_pdf ( unsigned int const  k, double const  p  )

inline

C++ version of gsl_ran_logarithmic_pdf().

Parameters

k	An integer value (distribution outcome)
p	A parameter

Returns

Probability of obtaining k

Definition at line 759 of file randist.hpp.

logistic()

double gsl::ran::logistic ( rng const &  r, double const  a  )

inline

C++ version of gsl_ran_logistic().

Parameters

r	A random number generator
a	The parameter

Returns

Sample from the logistic distribution

Definition at line 717 of file randist.hpp.

References gsl::sf::mathieu::a(), and gsl::rng::get().

logistic_pdf()

double gsl::ran::logistic_pdf ( double const  x, double const  a  )

inline

C++ version of gsl_ran_logistic_pdf().

Parameters

x	A real value
a	The parameter

Returns

Logistic density evaluated at x

Definition at line 725 of file randist.hpp.

References gsl::sf::mathieu::a().

lognormal()

double gsl::ran::lognormal ( rng const &  r, double const  zeta, double const  sigma  )

inline

C++ version of gsl_ran_lognormal().

Parameters

r	A random number generator
zeta	Parameter (mean of corresponding normal distribution)
sigma	Paramater (standard deviation of corresponding normal distribution)

Returns

Sample from lognormal distribution

Definition at line 734 of file randist.hpp.

References gsl::rng::get(), and gsl::sf::zeta().

lognormal_pdf()

double gsl::ran::lognormal_pdf ( double const  x, double const  zeta, double const  sigma  )

inline

C++ version of gsl_ran_lognormal_pdf().

Parameters

x	A real value
zeta	Parameter (mean of corresponding normal distribution)
sigma	Paramater (standard deviation of corresponding normal distribution)

Returns

Lognormal density evaluated at x

Definition at line 743 of file randist.hpp.

References gsl::sf::zeta().

multinomial()

void gsl::ran::multinomial ( rng const &  r, size_t const  K, unsigned int const  N, double const  p[], unsigned int  n[]  )

inline

C++ version of gsl_ran_multinomial().

Parameters

r	A random number generator
K	Number of outcomes
N	Number of trials
p[]	Array of size K of probabilities of outcomes
n[]	Array of sampled outcome values

Definition at line 769 of file randist.hpp.

References gsl::rng::get(), and gsl::rstat::n().

multinomial_lnpdf()

double gsl::ran::multinomial_lnpdf ( size_t const  K, double const  p[], unsigned int const  n[]  )

inline

C++ version of gsl_ran_multinomial_lnpdf().

Parameters

K	Number of outcomes
p[]	Array of size K of probabilities of outcomes
n[]	Array of numbers of outcomes

Returns

Logarithm of probability of observing n

Definition at line 788 of file randist.hpp.

References gsl::rstat::n().

multinomial_pdf()

double gsl::ran::multinomial_pdf ( size_t const  K, double const  p[], unsigned int const  n[]  )

inline

C++ version of gsl_ran_multinomial_pdf().

Parameters

K	Number of outcomes
p[]	Array of size K of probabilities of outcomes
n[]	Array of numbers of outcomes

Returns

Probability of observing n

Definition at line 779 of file randist.hpp.

References gsl::rstat::n().

negative_binomial()

unsigned int gsl::ran::negative_binomial ( rng const &  r, double  p, double  n  )

inline

C++ version of gsl_ran_negative_binomial().

Parameters

r	A random number generator
p	Probability of success in a trial
n	Number of trials

Returns

Sample of number of failures before n successes

Definition at line 797 of file randist.hpp.

References gsl::rng::get(), and gsl::rstat::n().

negative_binomial_pdf()

double gsl::ran::negative_binomial_pdf ( unsigned int const  k, double const  p, double  n  )

inline

C++ version of gsl_ran_negative_binomial_pdf().

Parameters

k	Number of failures before n successes
p	Probability of success in a trial
n	Number of successes

Returns

The probability of k failures before n successes

Definition at line 806 of file randist.hpp.

References gsl::rstat::n().

pareto()

double gsl::ran::pareto ( rng const &  r, double  a, double const  b  )

inline

C++ version of gsl_ran_pareto().

Parameters

r	A random number generator
a	The first parameter
b	The second parameter

Returns

Sample value from the Pareto distribution

Definition at line 833 of file randist.hpp.

References gsl::sf::mathieu::a(), gsl::sf::mathieu::b(), and gsl::rng::get().

pareto_pdf()

double gsl::ran::pareto_pdf ( double const  x, double const  a, double const  b  )

inline

C++ version of gsl_ran_pareto_pdf().

Parameters

x	A real value
a	The first parameter
b	The second parameter

Returns

The Pareto density evaluated at x

Definition at line 842 of file randist.hpp.

References gsl::sf::mathieu::a(), and gsl::sf::mathieu::b().

pascal()

unsigned int gsl::ran::pascal ( rng const &  r, double  p, unsigned int  n  )

inline

C++ version of gsl_ran_pascal().

Parameters

r	A random number generator
p	Probability of success in a trial
n	Number of successes

Returns

Sample number of failures before n successes

Definition at line 815 of file randist.hpp.

References gsl::rng::get(), and gsl::rstat::n().

pascal_pdf()

double gsl::ran::pascal_pdf ( unsigned int const  k, double const  p, unsigned int  n  )

inline

C++ version of gsl_ran_pascal_pdf().

Parameters

k	Number of failures before n successes
p	Probability of success in a trial
n	Number of successes

Returns

The probability of k failures before n successes

Definition at line 824 of file randist.hpp.

References gsl::rstat::n().

poisson()

unsigned int gsl::ran::poisson ( rng const &  r, double  mu  )

inline

C++ version of gsl_ran_poisson().

Parameters

r	A random number generator
mu	Mean value (parameter)

Returns

Sample from Poisson distribution

Definition at line 850 of file randist.hpp.

References gsl::rng::get().

poisson_array()

void gsl::ran::poisson_array ( rng const &  r, size_t  n, unsigned int  array[], double  mu  )

inline

C++ version of gsl_ran_poisson_array().

Parameters

r	A random number generator
n	An integer
array[]	An array of values (return)
mu	Mean value (parameter)

Definition at line 859 of file randist.hpp.

References gsl::sf::hermite::array(), gsl::rng::get(), and gsl::rstat::n().

poisson_pdf()

double gsl::ran::poisson_pdf ( unsigned int const  k, double const  mu  )

inline

C++ version of gsl_ran_poisson_pdf().

Parameters

k	Number observed
mu	Mean value (parameter)

Returns

Probability of obtaining k from the Poisson distribution

Definition at line 867 of file randist.hpp.

rayleigh()

double gsl::ran::rayleigh ( rng const &  r, double const  sigma  )

inline

C++ version of gsl_ran_rayleigh().

Parameters

r	A random number generator
sigma	The parameter

Returns

Sample from the Rayleigh distribution

Definition at line 875 of file randist.hpp.

References gsl::rng::get().

rayleigh_pdf()

double gsl::ran::rayleigh_pdf ( double const  x, double const  sigma  )

inline

C++ version of gsl_ran_rayleigh_pdf().

Parameters

x	A real value
sigma	The parameter

Returns

Rayleigh density sampled at x

Definition at line 883 of file randist.hpp.

rayleigh_tail()

double gsl::ran::rayleigh_tail ( rng const &  r, double const  a, double const  sigma  )

inline

C++ version of gsl_ran_rayleigh_tail().

Parameters

r	A random number generator
a	Lower limit parameter
sigma	Parameter

Returns

Sample from Rayleigh tail distribution

Definition at line 892 of file randist.hpp.

References gsl::sf::mathieu::a(), and gsl::rng::get().

rayleigh_tail_pdf()

double gsl::ran::rayleigh_tail_pdf ( double const  x, double const  a, double const  sigma  )

inline

C++ version of gsl_ran_rayleigh_tail_pdf().

Parameters

x	A real value
a	Lower limit parameter
sigma	Parameter

Returns

Rayleigh tail density evaluated at x

Definition at line 901 of file randist.hpp.

References gsl::sf::mathieu::a().

sample()

template<typename ARRAY1 , typename ARRAY2 >

void gsl::ran::sample ( rng const &  r, ARRAY1 &  dest, ARRAY2 &  src  )

inline

C++ version of gsl_ran_sample().

Parameters

r	A random number generator
dest	Destination array
src	Source array

Definition at line 1115 of file randist.hpp.

References gsl::rng::get().

shuffle()

template<typename ARRAY >

void gsl::ran::shuffle ( rng const &  r, ARRAY &  base  )

inline

C++ version of gsl_ran_shuffle().

Parameters

r	A random number generator
base	Array of objects of size size

Definition at line 1063 of file randist.hpp.

References gsl::rng::get().

tdist()

double gsl::ran::tdist ( rng const &  r, double const  nu  )

inline

C++ version of gsl_ran_tdist().

Parameters

r	A random number generator
nu	Degrees of freedom

Returns

Sample from Student \(t\) distribution

Definition at line 909 of file randist.hpp.

References gsl::rng::get().

tdist_pdf()

double gsl::ran::tdist_pdf ( double const  x, double const  nu  )

inline

C++ version of gsl_ran_tdist_pdf().

Parameters

x	A real value
nu	Degrees of freedom

Returns

Student \(t\) density sampled at x

Definition at line 917 of file randist.hpp.

ugaussian()

double gsl::ran::ugaussian ( rng const &  r )

inline

C++ version of gsl_ran_ugaussian().

Parameters

r	A random number generator

Returns

Sample value from a unit Gaussian (standard normal) distribution

Definition at line 537 of file randist.hpp.

References gsl::rng::get().

ugaussian_pdf()

double gsl::ran::ugaussian_pdf ( double const  x )

inline

C++ version of gsl_ran_ugaussian_pdf().

Parameters

x	A real value

Returns

Unit Gaussian (standard normal) density evaluated at x

Definition at line 551 of file randist.hpp.

ugaussian_ratio_method()

double gsl::ran::ugaussian_ratio_method ( rng const &  r )

inline

C++ version of gsl_ran_ugaussian_ratio_method().

Parameters

r	A random number generator

Returns

Sample value from a unit Gaussian (standard normal) distribution

Definition at line 544 of file randist.hpp.

References gsl::rng::get().

ugaussian_tail()

double gsl::ran::ugaussian_tail ( rng const &  r, double const  a  )

inline

C++ version of gsl_ran_ugaussian_tail().

Parameters

r	A random number generator
a	Lower limit parameter

Returns

Sample from the unit Gaussian tail distribution

Definition at line 577 of file randist.hpp.

References gsl::sf::mathieu::a(), and gsl::rng::get().

ugaussian_tail_pdf()

double gsl::ran::ugaussian_tail_pdf ( double const  x, double const  a  )

inline

C++ version of gsl_ran_ugaussian_tail_pdf().

Parameters

x	A real value
a	lower limit parameter

Returns

Unit Gaussian tail density evaluated at x

Definition at line 585 of file randist.hpp.

References gsl::sf::mathieu::a().

weibull()

double gsl::ran::weibull ( rng const &  r, double const  a, double const  b  )

inline

C++ version of gsl_ran_weibull().

Parameters

r	A random number generator
a	First parameter
b	Second parameter

Returns

Sample from the Weibull distribution

Definition at line 961 of file randist.hpp.

References gsl::sf::mathieu::a(), gsl::sf::mathieu::b(), and gsl::rng::get().

weibull_pdf()

double gsl::ran::weibull_pdf ( double const  x, double const  a, double const  b  )

inline

C++ version of gsl_ran_weibull_pdf().

Parameters

x	A real value
a	First parameter
b	Second parameter

Returns

Weibull density evaluated at x

Definition at line 970 of file randist.hpp.

References gsl::sf::mathieu::a(), and gsl::sf::mathieu::b().