easy ways to sample from various probability distributions More...

Functions
void	vnl_sample_reseed ()
	re-seed the random number generator.
void	vnl_sample_reseed (int seed)
	re-seed the random number generator given a seed.
double	vnl_sample_uniform (double a, double b)
	return a random number uniformly drawn on [a, b).
void	vnl_sample_normal_2 (double x, double y)
	two independent samples from a standard normal distribution.
double	vnl_sample_normal (double mean, double sigma)
	Normal distribution with given mean and standard deviation.
int	vnl_sample_binomial (int n, double q)
	Return random k, where P(X = k) = [kth term in binomial expansion of (q + (1-q))^n].
int	vnl_sample_bernoulli (double q)
	Bernoulli distribution ("coin toss").
template<class I >
void	vnl_sample_uniform (I begin, I end, double a, double b)
	handy function to fill a range of values.
template<class I >
void	vnl_sample_normal (I begin, I end, double mean, double sigma)
	handy function to fill a range of values.
template<class I >
void	vnl_sample_binomial (I begin, I end, int n, double q)
	handy function to fill a range of values.
template<class I >
void	vnl_sample_bernoulli (I begin, I end, double q)
	handy function to fill a range of values.
template<class I , class T >
void	vnl_sample_uniform (I begin, I end, double a, double b, T)
	handy function to fill a range of values.
template<class I , class T >
void	vnl_sample_normal (I begin, I end, double mean, double sigma, T)
	handy function to fill a range of values.

Detailed Description

easy ways to sample from various probability distributions

Author:

fsm

    Modifications
     2005-01-01 Peter Vanroose - use simple (but robust) rng when no DRAND48
     2007-03-26 Peter Vanroose - avoid returning log(0.0) by switching params
     2010-09-12 Peter Vanroose - added implementation for binomial sampling
     2010-09-12 Peter Vanroose - added Bernoulli (unfair coin toss) sampling

Definition in file vnl_sample.h.

Function Documentation

int vnl_sample_bernoulli ( double q )

Bernoulli distribution ("coin toss").

The returned value will be 0 (with probability q) or 1 (with probability 1-q). For a "fair" coin toss, use q=0.5. When q does not lie between 0 and 1, the value -1 is returned.

Definition at line 72 of file vnl_sample.cxx.

template<class I >

void vnl_sample_bernoulli	(	I	begin,
		I	end,
		double	q
	)		`[inline]`

handy function to fill a range of values.

Definition at line 72 of file vnl_sample.h.

int vnl_sample_binomial	(	int	n,
		double	q
	)

Return random k, where P(X = k) = [kth term in binomial expansion of (q + (1-q))^n].

The returned value will lie between 0 and n (but will be -1 when input is nonsense).

Definition at line 83 of file vnl_sample.cxx.

template<class I >

void vnl_sample_binomial	(	I	begin,
		I	end,
		int	n,
		double	q
	)		`[inline]`

handy function to fill a range of values.

Definition at line 64 of file vnl_sample.h.

double vnl_sample_normal	(	double	mean,
		double	sigma
	)

Normal distribution with given mean and standard deviation.

Definition at line 64 of file vnl_sample.cxx.

template<class I >

void vnl_sample_normal	(	I	begin,
		I	end,
		double	mean,
		double	sigma
	)		`[inline]`

handy function to fill a range of values.

Definition at line 56 of file vnl_sample.h.

template<class I , class T >

void vnl_sample_normal	(	I	begin,
		I	end,
		double	mean,
		double	sigma,
		T
	)		`[inline]`

handy function to fill a range of values.

Definition at line 88 of file vnl_sample.h.

void vnl_sample_normal_2	(	double *	x,
		double *	y
	)

two independent samples from a standard normal distribution.

Definition at line 53 of file vnl_sample.cxx.

void vnl_sample_reseed ( )

re-seed the random number generator.

Definition at line 22 of file vnl_sample.cxx.

void vnl_sample_reseed ( int seed )

re-seed the random number generator given a seed.

Definition at line 31 of file vnl_sample.cxx.

double vnl_sample_uniform	(	double	a,
		double	b
	)

return a random number uniformly drawn on [a, b).

Definition at line 40 of file vnl_sample.cxx.

template<class I >

void vnl_sample_uniform	(	I	begin,
		I	end,
		double	a,
		double	b
	)		`[inline]`

handy function to fill a range of values.

Definition at line 48 of file vnl_sample.h.

template<class I , class T >

void vnl_sample_uniform	(	I	begin,
		I	end,
		double	a,
		double	b,
		T
	)		`[inline]`

handy function to fill a range of values.

Definition at line 80 of file vnl_sample.h.

Functions

Detailed Description

Function Documentation