lbann::beta_distribution< RealType > Class Template Reference

#include <beta.hpp>

Collaboration diagram for lbann::beta_distribution< RealType >:

Classes
class	param_type

Public Types
using	result_type = RealType

Public Member Functions
	beta_distribution (RealType a, RealType b)
	beta_distribution (const param_type &p)
result_type	a () const
result_type	b () const
void	reset ()
param_type	param () const
void	param (const param_type &p)
template<typename Generator >
result_type	operator() (Generator &g)
template<typename Generator >
result_type	operator() (Generator &g, const param_type &p)
result_type	min () const
result_type	max () const
bool	operator== (const beta_distribution< result_type > &other) const
bool	operator!= (const beta_distribution< result_type > &other) const

Private Types
using	gamma_dist = std::gamma_distribution< RealType >

Private Member Functions
template<typename Generator >
result_type	generate (Generator &g)
template<typename Generator >
result_type	generate (Generator &g, const param_type &p)
template<typename Generator >
result_type	generate_johnk (Generator &g, result_type a, result_type b)
template<typename Generator >
result_type	generate_gamma (Generator &g, gamma_dist &gamma_a, gamma_dist &gamma_b)

Private Attributes
param_type	m_params
gamma_dist	m_gamma_a
gamma_dist	m_gamma_b

Detailed Description

template<typename RealType = double>
class lbann::beta_distribution< RealType >

Produces random floating point values drawn from a Beta distribution with parameters a > 0 and b > 0.

See:

https://en.wikipedia.org/wiki/Beta_distribution

for more details.

Definition at line 51 of file beta.hpp.

Member Typedef Documentation

gamma_dist

template<typename RealType = double>

using lbann::beta_distribution< RealType >::gamma_dist = std::gamma_distribution<RealType>

private

Definition at line 131 of file beta.hpp.

result_type

template<typename RealType = double>

using lbann::beta_distribution< RealType >::result_type = RealType

Definition at line 54 of file beta.hpp.

Constructor & Destructor Documentation

beta_distribution() [1/2]

template<typename RealType = double>

lbann::beta_distribution< RealType >::beta_distribution ( RealType  a, RealType  b  )

inlineexplicit

Definition at line 85 of file beta.hpp.

beta_distribution() [2/2]

template<typename RealType = double>

lbann::beta_distribution< RealType >::beta_distribution ( const param_type &  p )

inlineexplicit

Definition at line 88 of file beta.hpp.

Member Function Documentation

a()

template<typename RealType = double>

result_type lbann::beta_distribution< RealType >::a ( ) const

inline

Definition at line 92 of file beta.hpp.

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b()

template<typename RealType = double>

result_type lbann::beta_distribution< RealType >::b ( ) const

inline

Definition at line 93 of file beta.hpp.

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generate() [1/2]

template<typename RealType = double>

template<typename Generator >

result_type lbann::beta_distribution< RealType >::generate ( Generator &  g )

inlineprivate

Definition at line 136 of file beta.hpp.

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generate() [2/2]

template<typename RealType = double>

template<typename Generator >

result_type lbann::beta_distribution< RealType >::generate ( Generator &  g, const param_type &  p  )

inlineprivate

Definition at line 147 of file beta.hpp.

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generate_gamma()

template<typename RealType = double>

template<typename Generator >

result_type lbann::beta_distribution< RealType >::generate_gamma ( Generator &  g, gamma_dist &  gamma_a, gamma_dist &  gamma_b  )

inlineprivate

Generate Beta-distributed values based on Gamma distributions. See: https://en.wikipedia.org/wiki/Beta_distribution#Generating_beta-distributed_random_variates for details.

Definition at line 219 of file beta.hpp.

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generate_johnk()

template<typename RealType = double>

template<typename Generator >

result_type lbann::beta_distribution< RealType >::generate_johnk ( Generator &  g, result_type  a, result_type  b  )

inlineprivate

Generate Beta-distributed values using Johnk's algorithm. This is a rejection-sampling algorithm that only needs a few uniformly random values.

See:

Johnk, H. D. "Erzeugung von betaverteilten und gammaverteilten
Zufallszahlen." Metrika 8, no. 1 (1964).

For an English-language presentation, see:

Atkinson, A. C. and M. C. Pearce. "The computer generation of beta,
gamma and normal random variables." Journal of the Royal Statistical
Society: Series A (General) 139, no. 4 (1976).

This includes fixes for numerical stability when the parameters are small, see:

https://github.com/numpy/numpy/issues/5851

for discussion there; and a catch for the (extremely rare) case of the RNG giving us U and V both exactly 0.

Note: There should be an umlaut on the "o" in "Johnk", but blame poor unicode support.

Definition at line 186 of file beta.hpp.

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max()

template<typename RealType = double>

result_type lbann::beta_distribution< RealType >::max ( ) const

inline

Definition at line 117 of file beta.hpp.

min()

template<typename RealType = double>

result_type lbann::beta_distribution< RealType >::min ( ) const

inline

Definition at line 116 of file beta.hpp.

operator!=()

template<typename RealType = double>

bool lbann::beta_distribution< RealType >::operator!= ( const beta_distribution< result_type > &  other ) const

inline

Definition at line 123 of file beta.hpp.

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operator()() [1/2]

template<typename RealType = double>

template<typename Generator >

result_type lbann::beta_distribution< RealType >::operator() ( Generator &  g )

inline

Definition at line 106 of file beta.hpp.

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operator()() [2/2]

template<typename RealType = double>

template<typename Generator >

result_type lbann::beta_distribution< RealType >::operator() ( Generator &  g, const param_type &  p  )

inline

Definition at line 111 of file beta.hpp.

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operator==()

template<typename RealType = double>

bool lbann::beta_distribution< RealType >::operator== ( const beta_distribution< result_type > &  other ) const

inline

Definition at line 119 of file beta.hpp.

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param() [1/2]

template<typename RealType = double>

param_type lbann::beta_distribution< RealType >::param ( ) const

inline

Definition at line 97 of file beta.hpp.

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param() [2/2]

template<typename RealType = double>

void lbann::beta_distribution< RealType >::param ( const param_type &  p )

inline

Definition at line 98 of file beta.hpp.

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reset()

template<typename RealType = double>

void lbann::beta_distribution< RealType >::reset ( )

inline

Definition at line 95 of file beta.hpp.

Member Data Documentation

m_gamma_a

template<typename RealType = double>

gamma_dist lbann::beta_distribution< RealType >::m_gamma_a

private

Definition at line 132 of file beta.hpp.

m_gamma_b

template<typename RealType = double>

gamma_dist lbann::beta_distribution< RealType >::m_gamma_b

private

Definition at line 132 of file beta.hpp.

m_params

template<typename RealType = double>

param_type lbann::beta_distribution< RealType >::m_params

private

Definition at line 129 of file beta.hpp.

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

• beta.hpp