tango.math.random.ExpSource

License:
BSD style:

Version:
Initial release: July 2008

author:
Fawzi Mohamed

class ExpSource(RandG, T);
class that returns exponential distributed numbers (f=exp(-x) for x>0, 0 otherwise)

real probDensityF(real x);
probability distribution

real invProbDensityF(real x);
inverse probability distribution

real cumProbDensityFCompl(real x);
complement of the cumulative density distribution (integral x..infinity probDensityF)

T tailGenerator(RandG r, T dMin);
tail for exponential distribution

SourceT source;
internal source of exp distribued numbers

this(RandG r);
initializes the probability distribution

ExpSource opCall(U, S...)(ref U a, S args);
chainable call style initialization of variables (thorugh a call to randomize)

T getRandom();
returns a exp distribued number

T getRandom(T beta);
returns a exp distribued number with the given beta (survival rate, average) f=1/beta*exp(-x/beta)

U randomize(U)(ref U x);
initializes the given variable with an exponentially distribued number

U randomize(U, V)(ref U x, V beta);
initializes the given variable with an exponentially distribued number with scale parameter beta

U randomizeOp(U, S)(scope S delegate(T) op, ref U a);
initializes the given variable with an exponentially distribued number and maps op on it

struct ExpDistribution;
exp distribution with different default scale parameter beta f=1/beta*exp(-x/beta) for x>0, 0 otherwise

ExpDistribution create()(ExpSource source, T beta);
constructor

ExpDistribution opCall(U, S...)(ref U a, S args);
chainable call style initialization of variables (thorugh a call to randomize)

T getRandom();
returns a single number

U randomize(U)(ref U a);
initialize a

U randomize(U, V)(ref U a, V b);
initialize a

ExpDistribution expD(T beta);
returns an exp distribution with a different beta


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