Package space.kscience.kmath.samplers

Types

AhrensDieterExponentialSampler
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class AhrensDieterExponentialSampler(mean: Double) : Sampler<Double>
Sampling from an exponential distribution.
AhrensDieterMarsagliaTsangGammaSampler
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class AhrensDieterMarsagliaTsangGammaSampler : Sampler<Double>
Sampling from the gamma distribution.
AliasMethodDiscreteSampler
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open class AliasMethodDiscreteSampler : Sampler<Int>
Distribution sampler that uses the Alias method.
BlockingDoubleSampler
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interface BlockingDoubleSampler : Sampler<Double>
BoxMullerSampler
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object BoxMullerSampler : NormalizedGaussianSampler
Box-Muller algorithm for sampling from a Gaussian distribution.
GaussianSampler
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class GaussianSampler(mean: Double, standardDeviation: Double, normalized: NormalizedGaussianSampler) : BlockingDoubleSampler
Sampling from a Gaussian distribution with given mean and standard deviation.
KempSmallMeanPoissonSampler
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class KempSmallMeanPoissonSampler : Sampler<Int>
Sampler for the Poisson distribution.
LargeMeanPoissonSampler
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class LargeMeanPoissonSampler(mean: Double) : Sampler<Int>
Sampler for the Poisson distribution.
MarsagliaNormalizedGaussianSampler
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Marsaglia polar method for sampling from a Gaussian distribution with mean 0 and standard deviation 1.
NormalizedGaussianSampler
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fun fun interface NormalizedGaussianSampler : BlockingDoubleSampler
Marker interface for a sampler that generates values from an N(0,1) Gaussian distribution.
SmallMeanPoissonSampler
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class SmallMeanPoissonSampler(mean: Double) : Sampler<Int>
Sampler for the Poisson distribution.
ZigguratNormalizedGaussianSampler
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Marsaglia and Tsang "Ziggurat" method for sampling from a Gaussian distribution with mean 0 and standard deviation 1.

Functions

KempSmallMeanPoissonSampler
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fun KempSmallMeanPoissonSampler(mean: Double): KempSmallMeanPoissonSampler
PoissonSampler
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fun PoissonSampler(mean: Double): Sampler<Int>
Sampler for the Poisson distribution.