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 the oneapi::mkl::rng::generate function to provide random numbers with beta distribution that has shape parameters p and q, displacement a, and scale parameter (b, β), where p, q, a, and β∈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.