oneapi::mkl::rng::beta
¶
Generates beta distributed random values.
Syntax
template<typename RealType = float, typename Method = beta_method::by_default> class beta { public: using method_type = Method; using result_type = RealType; beta(): beta((RealType)1.0, (RealType)1.0, (RealType)(0.0), (RealType)(1.0)){} explicit beta(RealType p, RealType q, RealType a, RealType b); explicit beta(const param_type& pt); RealType p() const; RealType q() const; RealType a() const; RealType b() const; param_type param() const; void param(const param_type& pt); };
Devices supported: Host and CPU
Include Files
oneapi/mkl/rng.hpp
Description
The
oneapi::mkl::rng::beta
class object is used in theoneapi::mkl::rng::generate
function to provide random numbers with beta distribution that has shape parameters p andq
, displacementa
, and scale parameter (b
, β), wherep
,q
,a
, andβ∈R ; p > 0, q > 0, β > 0
.The probability density function is given by:
f_{p, q, a, \beta} (x) = \begin{cases} \frac{1}{B(p, q) \beta^{p+q-1}} (x-a)^{p-1} (\beta + a - x)^{q-1}, & a \leq x < a + \beta \\ 0, & x < a, x \geq a + \beta \end{cases}, - \infty < x < \infty
where
B
(p
,q
) is the complete beta function.The cumulative distribution function is as follows:
f_{p, q, a, \beta} (x) = \begin{cases} 0, & x < a \\ \int_a^x \frac{1}{B(p, q) \beta^{p+q-1}} (y-a)^{p-1} (\beta + a - y)^{q-1}dy, & a \leq x < a + \beta \\ 1, & x \geq a + \beta \end{cases}, - \infty < x < \infty
Product and Performance Information
Performance varies by use, configuration and other factors. Learn more at https://www.intel.com/PerformanceIndex. Notice revision #20201201
Template Parameters
typename RealType = float
Type of the produced values. The specific values are as follows:
float
double
typename Method = oneapi::mkl::rng::beta_method::by_default
Generation method. The specific values are as follows:
oneapi::mkl::rng::beta_method::cja
oneapi::mkl::rng::beta_method::cja_accurate
See brief descriptions of the methods in Distributions Template Parameter Method.
Input Parameters
Name
Type
Description
p
RealType (float, double)
Shape
p
q
RealType (float, double)
Shape
q
a
RealType (float, double)
Displacement
a
.b
RealType (float, double)
Scalefactor
b
.