Generates multinomially distributed random numbers.
template<typename IntType = std::int32_t, typename Method = mkl::rng::multinomial_method::by_default>
class multinomial {
public:
using method_type = Method;
using result_type = IntType;
explicit multinomial(double ntrial, std::vector<double> p);
explicit multinomial(const multinomial<IntType, Method>& other);
std::int32_t ntrial() const;
std::vector<double> p() const;
multinomial<IntType, Method>& operator=(const multinomial<IntType, Method>& other);
};
Devices supported: Host and CPU
The mkl::rng::multinomial class object is used in the mkl::rng::generate function to provide multinomially distributed random numbers with ntrial independent trials and k possible mutually exclusive outcomes, with corresponding probabilities pi, where pi∈R; 0 ≤pi≤ 1, m∈N, k∈N.
The probability distribution is given by:
Optimization Notice |
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Intel's compilers may or may not optimize to the same degree for non-Intel microprocessors for optimizations that are not unique to Intel microprocessors. These optimizations include SSE2, SSE3, and SSSE3 instruction sets and other optimizations. Intel does not guarantee the availability, functionality, or effectiveness of any optimization on microprocessors not manufactured by Intel. Microprocessor-dependent optimizations in this product are intended for use with Intel microprocessors. Certain optimizations not specific to Intel microarchitecture are reserved for Intel microprocessors. Please refer to the applicable product User and Reference Guides for more information regarding the specific instruction sets covered by this notice. Notice revision #20110804 |
typenameIntType = std::int32_t |
Type of the produced values. The specific values are as follows: std::int32_t std::uint32_t |
typename Method = mkl::rng::multinomial_method:: by_default |
Generation method. The specific values are as follows: mkl::rng::multinomial_method::poisson_icdf_based See brief descriptions of the methods in Distributions Template Parameter Method Values |
Name |
Type |
Description |
---|---|---|
ntrial |
std::int32_t |
Number of independent trials m. |
p |
std::vector<double> |
Probability vector of possible outcomes (k length). |