pf
|
A class that performs sampling from a univariate Inverse Gamma distribution. More...
#include <rv_samp.h>
Public Member Functions | |
UnivInvGammaSampler () | |
Default-constructor ... | |
UnivInvGammaSampler (float_t alpha, float_t beta) | |
float_t | sample () |
draws a random number. More... | |
![]() | |
rvsamp_base () | |
The default constructor. This is the only option available. Sets the seed with the clock. | |
Private Attributes | |
std::gamma_distribution< float_t > | m_gamma_gen |
makes gamma random variates that we take the reciprocal of | |
float_t | m_alpha |
mu | |
float_t | m_beta |
sigma | |
Additional Inherited Members | |
![]() | |
std::mt19937 | m_rng |
prng | |
A class that performs sampling from a univariate Inverse Gamma distribution.
pf::rvsamp::UnivInvGammaSampler< float_t >::UnivInvGammaSampler | ( | float_t | alpha, |
float_t | beta | ||
) |
alpha | a positive shape parameter. |
beta | a positive scale parameter. |
float_t pf::rvsamp::UnivInvGammaSampler< float_t >::sample |
draws a random number.