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std::gamma_distribution< _RealType > Class Template Reference
Numerics » Random Number Generation » Random Number Distributions » Poisson Distributions

#include <random>

Classes

struct  param_type
 

Public Types

typedef _RealType result_type
 

Public Member Functions

 gamma_distribution ()
 
 gamma_distribution (_RealType __alpha_val, _RealType __beta_val=_RealType(1))
 
 gamma_distribution (const param_type &__p)
 
template<typename _ForwardIterator, typename _UniformRandomNumberGenerator>
void __generate (_ForwardIterator __f, _ForwardIterator __t, _UniformRandomNumberGenerator &__urng)
 
template<typename _ForwardIterator, typename _UniformRandomNumberGenerator>
void __generate (_ForwardIterator __f, _ForwardIterator __t, _UniformRandomNumberGenerator &__urng, const param_type &__p)
 
template<typename _UniformRandomNumberGenerator>
void __generate (result_type *__f, result_type *__t, _UniformRandomNumberGenerator &__urng, const param_type &__p)
 
_RealType alpha () const
 
_RealType beta () const
 
result_type max () const
 
result_type min () const
 
template<typename _UniformRandomNumberGenerator>
result_type operator() (_UniformRandomNumberGenerator &__urng)
 
template<typename _UniformRandomNumberGenerator>
result_type operator() (_UniformRandomNumberGenerator &__urng, const param_type &__p)
 
param_type param () const
 
void param (const param_type &__param)
 
void reset ()
 

Friends

template<typename _RealType1, typename _CharT, typename _Traits>
std::basic_ostream< _CharT, _Traits > & operator<< (std::basic_ostream< _CharT, _Traits > &__os, const std::gamma_distribution< _RealType1 > &__x)
 
bool operator== (const gamma_distribution &__d1, const gamma_distribution &__d2)
 
template<typename _RealType1, typename _CharT, typename _Traits>
std::basic_istream< _CharT, _Traits > & operator>> (std::basic_istream< _CharT, _Traits > &__is, std::gamma_distribution< _RealType1 > &__x)
 

Detailed Description

template<typename _RealType = double>
class std::gamma_distribution< _RealType >

A gamma continuous distribution for random numbers.

The formula for the gamma probability density function is:

\[ p(x|\alpha,\beta) = \frac{1}{\beta\Gamma(\alpha)} (x/\beta)^{\alpha - 1} e^{-x/\beta} \]

Since
C++11

Definition at line 2570 of file random.h.

Member Typedef Documentation

◆ result_type

template<typename _RealType = double>
typedef _RealType std::gamma_distribution< _RealType >::result_type

The type of the range of the distribution.

Definition at line 2577 of file random.h.

Constructor & Destructor Documentation

◆ gamma_distribution() [1/3]

template<typename _RealType = double>
std::gamma_distribution< _RealType >::gamma_distribution ( )
inline

Constructs a gamma distribution with parameters 1 and 1.

Definition at line 2628 of file random.h.

◆ gamma_distribution() [2/3]

template<typename _RealType = double>
std::gamma_distribution< _RealType >::gamma_distribution ( _RealType __alpha_val,
_RealType __beta_val = _RealType(1) )
inlineexplicit

Constructs a gamma distribution with parameters $\alpha$ and $\beta$.

Definition at line 2635 of file random.h.

◆ gamma_distribution() [3/3]

template<typename _RealType = double>
std::gamma_distribution< _RealType >::gamma_distribution ( const param_type & __p)
inlineexplicit

Definition at line 2641 of file random.h.

Member Function Documentation

◆ __generate() [1/3]

template<typename _RealType = double>
template<typename _ForwardIterator, typename _UniformRandomNumberGenerator>
void std::gamma_distribution< _RealType >::__generate ( _ForwardIterator __f,
_ForwardIterator __t,
_UniformRandomNumberGenerator & __urng )
inline

Definition at line 2711 of file random.h.

◆ __generate() [2/3]

template<typename _RealType = double>
template<typename _ForwardIterator, typename _UniformRandomNumberGenerator>
void std::gamma_distribution< _RealType >::__generate ( _ForwardIterator __f,
_ForwardIterator __t,
_UniformRandomNumberGenerator & __urng,
const param_type & __p )
inline

Definition at line 2718 of file random.h.

◆ __generate() [3/3]

template<typename _RealType = double>
template<typename _UniformRandomNumberGenerator>
void std::gamma_distribution< _RealType >::__generate ( result_type * __f,
result_type * __t,
_UniformRandomNumberGenerator & __urng,
const param_type & __p )
inline

Definition at line 2725 of file random.h.

◆ alpha()

template<typename _RealType = double>
_RealType std::gamma_distribution< _RealType >::alpha ( ) const
inline

Returns the $\alpha$ of the distribution.

Definition at line 2656 of file random.h.

◆ beta()

template<typename _RealType = double>
_RealType std::gamma_distribution< _RealType >::beta ( ) const
inline

Returns the $\beta$ of the distribution.

Definition at line 2663 of file random.h.

◆ max()

template<typename _RealType = double>
result_type std::gamma_distribution< _RealType >::max ( ) const
inline

Returns the least upper bound value of the distribution.

Definition at line 2692 of file random.h.

◆ min()

template<typename _RealType = double>
result_type std::gamma_distribution< _RealType >::min ( ) const
inline

Returns the greatest lower bound value of the distribution.

Definition at line 2685 of file random.h.

◆ operator()() [1/2]

template<typename _RealType = double>
template<typename _UniformRandomNumberGenerator>
result_type std::gamma_distribution< _RealType >::operator() ( _UniformRandomNumberGenerator & __urng)
inline

Generating functions.

Definition at line 2700 of file random.h.

Referenced by operator()().

◆ operator()() [2/2]

template<typename _RealType>
template<typename _UniformRandomNumberGenerator>
gamma_distribution< _RealType >::result_type std::gamma_distribution< _RealType >::operator() ( _UniformRandomNumberGenerator & __urng,
const param_type & __param )

Marsaglia, G. and Tsang, W. W. "A Simple Method for Generating Gamma Variables" ACM Transactions on Mathematical Software, 26, 3, 363-372, 2000.

Definition at line 2358 of file bits/random.tcc.

References std::log(), and std::pow().

◆ param() [1/2]

template<typename _RealType = double>
param_type std::gamma_distribution< _RealType >::param ( ) const
inline

Returns the parameter set of the distribution.

Definition at line 2670 of file random.h.

◆ param() [2/2]

template<typename _RealType = double>
void std::gamma_distribution< _RealType >::param ( const param_type & __param)
inline

Sets the parameter set of the distribution.

Parameters
__paramThe new parameter set of the distribution.

Definition at line 2678 of file random.h.

◆ reset()

template<typename _RealType = double>
void std::gamma_distribution< _RealType >::reset ( )
inline

Resets the distribution state.

Definition at line 2649 of file random.h.

Friends And Related Symbol Documentation

◆ operator<<

template<typename _RealType = double>
template<typename _RealType1, typename _CharT, typename _Traits>
std::basic_ostream< _CharT, _Traits > & operator<< ( std::basic_ostream< _CharT, _Traits > & __os,
const std::gamma_distribution< _RealType1 > & __x )
friend

Inserts a gamma_distribution random number distribution __x into the output stream __os.

Parameters
__osAn output stream.
__xA gamma_distribution random number distribution.
Returns
The output stream with the state of __x inserted or in an error state.

◆ operator==

template<typename _RealType = double>
bool operator== ( const gamma_distribution< _RealType > & __d1,
const gamma_distribution< _RealType > & __d2 )
friend

Return true if two gamma distributions have the same parameters and the sequences that would be generated are equal.

Definition at line 2736 of file random.h.

◆ operator>>

template<typename _RealType = double>
template<typename _RealType1, typename _CharT, typename _Traits>
std::basic_istream< _CharT, _Traits > & operator>> ( std::basic_istream< _CharT, _Traits > & __is,
std::gamma_distribution< _RealType1 > & __x )
friend

Extracts a gamma_distribution random number distribution __x from the input stream __is.

Parameters
__isAn input stream.
__xA gamma_distribution random number generator engine.
Returns
The input stream with __x extracted or in an error state.
The documentation for this class was generated from the following files: