theoretica::pdf_sampler Struct Reference

A probability density function sampler which generates pseudorandom numbers following asymptotically a given distribution \(f(x; \vec \theta)\). More...

#include <sampling.h>

Public Member Functions
	pdf_sampler (pdf_sampling_function pdf, const std::vector< real > &theta, PRNG &generator)
	Initialize the sampler with the given parameters.
real	next ()
	Generate the next number.
real	operator() ()
	Generate the next number.
template<typename Vector >
void	fill (Vector &x, size_t N)
	Fill a vector with sampled points.
template<typename Vector >
void	fill (Vector &x)
	Fill a vector with sampled points.
pdf_sampler &	operator>> (real &x)
	Stream the next generated number.

Static Public Member Functions
static pdf_sampler	uniform (real a, real b, PRNG &generator)
	Returns a uniform distribution sampler.
static pdf_sampler	gaussian (real mean, real sigma, PRNG &generator)
	Returns a Gaussian distribution sampler.
static pdf_sampler	exponential (real lambda, PRNG &generator)
	Returns an exponential distribution sampler.
static pdf_sampler	cauchy (real mu, real alpha, PRNG &generator)
	Returns a Cauchy distribution sampler.
static pdf_sampler	rayleigh (real sigma, PRNG &generator)
	Returns a Rayleigh distribution sampler.
static pdf_sampler	pareto (real x_m, real alpha, PRNG &generator)
	Returns a Pareto distribution sampler.
static pdf_sampler	laplace (real mu, real b, PRNG &generator)
	Returns a Laplace distribution sampler.

Public Attributes
pdf_sampling_function	pdf
	A p.d.f sampling function.
std::vector< real >	theta
	The parameters of the target distribution.
PRNG &	generator
	A pseudorandom number generator.

Detailed Description

A probability density function sampler which generates pseudorandom numbers following asymptotically a given distribution \(f(x; \vec \theta)\).

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The documentation for this struct was generated from the following file:

• pseudorandom/sampling.h