Package space.kscience.kmath.samplers

Types

AhrensDieterExponentialSampler

common

class AhrensDieterExponentialSampler(mean: Double) : Sampler<Double>

Sampling from an exponential distribution.

AhrensDieterMarsagliaTsangGammaSampler

common

class AhrensDieterMarsagliaTsangGammaSampler : Sampler<Double>

Sampling from the gamma distribution.

AliasMethodDiscreteSampler

common

open class AliasMethodDiscreteSampler : Sampler<Int>

Distribution sampler that uses the Alias method.

BlockingDoubleSampler

common

interface BlockingDoubleSampler : Sampler<Double>

BoxMullerSampler

common

object BoxMullerSampler : NormalizedGaussianSampler

Box-Muller algorithm for sampling from a Gaussian distribution.

GaussianSampler

common

class GaussianSampler(mean: Double, standardDeviation: Double, normalized: NormalizedGaussianSampler) : BlockingDoubleSampler

Sampling from a Gaussian distribution with given mean and standard deviation.

KempSmallMeanPoissonSampler

common

class KempSmallMeanPoissonSampler : Sampler<Int>

Sampler for the Poisson distribution.

LargeMeanPoissonSampler

common

class LargeMeanPoissonSampler(mean: Double) : Sampler<Int>

Sampler for the Poisson distribution.

MarsagliaNormalizedGaussianSampler

common

object MarsagliaNormalizedGaussianSampler : NormalizedGaussianSampler

Marsaglia polar method for sampling from a Gaussian distribution with mean 0 and standard deviation 1.

NormalizedGaussianSampler

common

fun fun interface NormalizedGaussianSampler : BlockingDoubleSampler

Marker interface for a sampler that generates values from an N(0,1) Gaussian distribution.

SmallMeanPoissonSampler

common

class SmallMeanPoissonSampler(mean: Double) : Sampler<Int>

Sampler for the Poisson distribution.

ZigguratNormalizedGaussianSampler

common

object ZigguratNormalizedGaussianSampler : NormalizedGaussianSampler

Marsaglia and Tsang "Ziggurat" method for sampling from a Gaussian distribution with mean 0 and standard deviation 1.

Functions

KempSmallMeanPoissonSampler

common

fun KempSmallMeanPoissonSampler(mean: Double): KempSmallMeanPoissonSampler

PoissonSampler

common

fun PoissonSampler(mean: Double): Sampler<Int>

Sampler for the Poisson distribution.