RandomLib::ExponentialDistribution< RealType > Class Template Reference

The exponential distribution. More...

#include <RandomLib/ExponentialDistribution.hpp>

Public Types
typedef RealType	result_type

Public Member Functions
template<class Random >
RealType	operator() (Random &r, RealType mu=RealType(1)) const throw ()

Detailed Description

template<typename RealType = double>
class RandomLib::ExponentialDistribution< RealType >

The exponential distribution.

Sample from the distribution exp(−x/μ) for x ≥ 0. This uses the logarithm method, see Knuth, TAOCP, Vol 2, Sec 3.4.1.D. Example

#include <RandomLib/ExponentialDistribution.hpp>

  RandomLib::Random r;
  std::cout << "Seed set to " << r.SeedString() << "\n";
  RandomLib::ExponentialDistribution<double> expdist;
  std::cout << "Select from exponential distribution:";
  for (size_t i = 0; i < 10; ++i)
      std::cout << " " << expdist(r);
  std::cout << "\n";

Template Parameters

RealType

the real type of the results (default double).

Definition at line 37 of file ExponentialDistribution.hpp.

Member Typedef Documentation

template<typename RealType = double>

typedef RealType RandomLib::ExponentialDistribution< RealType >::result_type

The type returned by ExponentialDistribution::operator()(Random&)

Definition at line 42 of file ExponentialDistribution.hpp.

Member Function Documentation

template<typename RealType >

template<class Random >

RealType RandomLib::ExponentialDistribution< RealType >::operator() ( Random &  r, RealType  mu = RealType(1)  ) const throw ( )

inline

Return a sample of type RealType from the exponential distribution and mean μ. This uses Random::FloatU() which avoids taking log(0) and allows rare large values to be returned. If μ = 1, minimum returned value = 0 with prob 1/2^p; maximum returned value = log(2)(p + e) with prob 1/2^{p + e}. Here p is the precision of real type RealType and e is the exponent range.

Template Parameters

Random

the type of RandomCanonical generator.

Parameters

[in,out]	r	the RandomCanonical generator.
[in]	mu	the mean value of the exponential distribution (default 1).

Returns

the random sample.

Definition at line 62 of file ExponentialDistribution.hpp.

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

• ExponentialDistribution.hpp