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std::normal_distribution< _RealType > Class Template Reference
Numerics » Random Number Generation » Random Number Distributions » Normal Distributions

#include <random.h>

Classes

struct  param_type
 

Public Types

typedef _RealType result_type
 

Public Member Functions

 normal_distribution (const param_type &__p)
 
 normal_distribution (result_type __mean, result_type __stddev=result_type(1))
 
template<typename _ForwardIterator , typename _UniformRandomNumberGenerator >
void __generate (_ForwardIterator __f, _ForwardIterator __t, _UniformRandomNumberGenerator &__urng)
 
template<typename _ForwardIterator , typename _UniformRandomNumberGenerator >
void __generate (_ForwardIterator __f, _ForwardIterator __t, _UniformRandomNumberGenerator &__urng, const param_type &__p)
 
template<typename _UniformRandomNumberGenerator >
void __generate (result_type *__f, result_type *__t, _UniformRandomNumberGenerator &__urng, const param_type &__p)
 
result_type max () const
 
_RealType mean () const
 
result_type min () const
 
template<typename _UniformRandomNumberGenerator >
result_type operator() (_UniformRandomNumberGenerator &__urng)
 
template<typename _UniformRandomNumberGenerator >
result_type operator() (_UniformRandomNumberGenerator &__urng, const param_type &__p)
 
param_type param () const
 
void param (const param_type &__param)
 
void reset ()
 
_RealType stddev () const
 

Friends

template<typename _RealType1 , typename _CharT , typename _Traits >
std::basic_ostream< _CharT, _Traits > & operator<< (std::basic_ostream< _CharT, _Traits > &__os, const std::normal_distribution< _RealType1 > &__x)
 
template<typename _RealType1 >
bool operator== (const std::normal_distribution< _RealType1 > &__d1, const std::normal_distribution< _RealType1 > &__d2)
 
template<typename _RealType1 , typename _CharT , typename _Traits >
std::basic_istream< _CharT, _Traits > & operator>> (std::basic_istream< _CharT, _Traits > &__is, std::normal_distribution< _RealType1 > &__x)
 

Detailed Description

template<typename _RealType = double>
class std::normal_distribution< _RealType >

A normal continuous distribution for random numbers.

The formula for the normal probability density function is

\[ p(x|\mu,\sigma) = \frac{1}{\sigma \sqrt{2 \pi}} e^{- \frac{{x - \mu}^ {2}}{2 \sigma ^ {2}} } \]

Definition at line 1972 of file random.h.

Member Typedef Documentation

◆ result_type

template<typename _RealType = double>
typedef _RealType std::normal_distribution< _RealType >::result_type

The type of the range of the distribution.

Definition at line 1979 of file random.h.

Constructor & Destructor Documentation

◆ normal_distribution() [1/3]

template<typename _RealType = double>
std::normal_distribution< _RealType >::normal_distribution ( )
inline

Definition at line 2018 of file random.h.

◆ normal_distribution() [2/3]

template<typename _RealType = double>
std::normal_distribution< _RealType >::normal_distribution ( result_type  __mean,
result_type  __stddev = result_type(1) 
)
inlineexplicit

Constructs a normal distribution with parameters $mean$ and standard deviation.

Definition at line 2025 of file random.h.

◆ normal_distribution() [3/3]

template<typename _RealType = double>
std::normal_distribution< _RealType >::normal_distribution ( const param_type &  __p)
inlineexplicit

Definition at line 2031 of file random.h.

Member Function Documentation

◆ __generate() [1/3]

template<typename _RealType = double>
template<typename _ForwardIterator , typename _UniformRandomNumberGenerator >
void std::normal_distribution< _RealType >::__generate ( _ForwardIterator  __f,
_ForwardIterator  __t,
_UniformRandomNumberGenerator &  __urng 
)
inline

Definition at line 2101 of file random.h.

◆ __generate() [2/3]

template<typename _RealType = double>
template<typename _ForwardIterator , typename _UniformRandomNumberGenerator >
void std::normal_distribution< _RealType >::__generate ( _ForwardIterator  __f,
_ForwardIterator  __t,
_UniformRandomNumberGenerator &  __urng,
const param_type &  __p 
)
inline

Definition at line 2108 of file random.h.

◆ __generate() [3/3]

template<typename _RealType = double>
template<typename _UniformRandomNumberGenerator >
void std::normal_distribution< _RealType >::__generate ( result_type *  __f,
result_type *  __t,
_UniformRandomNumberGenerator &  __urng,
const param_type &  __p 
)
inline

Definition at line 2115 of file random.h.

◆ max()

template<typename _RealType = double>
result_type std::normal_distribution< _RealType >::max ( ) const
inline

Returns the least upper bound value of the distribution.

Definition at line 2082 of file random.h.

References std::numeric_limits< _Tp >::max().

◆ mean()

template<typename _RealType = double>
_RealType std::normal_distribution< _RealType >::mean ( ) const
inline

Returns the mean of the distribution.

Definition at line 2046 of file random.h.

◆ min()

template<typename _RealType = double>
result_type std::normal_distribution< _RealType >::min ( ) const
inline

Returns the greatest lower bound value of the distribution.

Definition at line 2075 of file random.h.

References std::numeric_limits< _Tp >::lowest().

◆ operator()() [1/2]

template<typename _RealType = double>
template<typename _UniformRandomNumberGenerator >
result_type std::normal_distribution< _RealType >::operator() ( _UniformRandomNumberGenerator &  __urng)
inline

Generating functions.

Definition at line 2090 of file random.h.

References std::normal_distribution< _RealType >::operator()().

Referenced by std::normal_distribution< _RealType >::operator()().

◆ operator()() [2/2]

template<typename _RealType >
template<typename _UniformRandomNumberGenerator >
normal_distribution< _RealType >::result_type std::normal_distribution< _RealType >::operator() ( _UniformRandomNumberGenerator &  __urng,
const param_type &  __param 
)

Polar method due to Marsaglia.

Devroye, L. Non-Uniform Random Variates Generation. Springer-Verlag, New York, 1986, Ch. V, Sect. 4.4.

Definition at line 1803 of file bits/random.tcc.

References std::log(), and std::sqrt().

◆ param() [1/2]

template<typename _RealType = double>
param_type std::normal_distribution< _RealType >::param ( ) const
inline

Returns the parameter set of the distribution.

Definition at line 2060 of file random.h.

◆ param() [2/2]

template<typename _RealType = double>
void std::normal_distribution< _RealType >::param ( const param_type &  __param)
inline

Sets the parameter set of the distribution.

Parameters
__paramThe new parameter set of the distribution.

Definition at line 2068 of file random.h.

◆ reset()

template<typename _RealType = double>
void std::normal_distribution< _RealType >::reset ( )
inline

Resets the distribution state.

Definition at line 2039 of file random.h.

Referenced by std::lognormal_distribution< _RealType >::reset(), std::gamma_distribution< _RealType >::reset(), std::student_t_distribution< _RealType >::reset(), std::binomial_distribution< _IntType >::reset(), and std::poisson_distribution< _IntType >::reset().

◆ stddev()

template<typename _RealType = double>
_RealType std::normal_distribution< _RealType >::stddev ( ) const
inline

Returns the standard deviation of the distribution.

Definition at line 2053 of file random.h.

Friends And Related Symbol Documentation

◆ operator<<

template<typename _RealType = double>
template<typename _RealType1 , typename _CharT , typename _Traits >
std::basic_ostream< _CharT, _Traits > & operator<< ( std::basic_ostream< _CharT, _Traits > &  __os,
const std::normal_distribution< _RealType1 > &  __x 
)
friend

Inserts a normal_distribution random number distribution __x into the output stream __os.

Parameters
__osAn output stream.
__xA normal_distribution random number distribution.
Returns
The output stream with the state of __x inserted or in an error state.

◆ operator==

template<typename _RealType = double>
template<typename _RealType1 >
bool operator== ( const std::normal_distribution< _RealType1 > &  __d1,
const std::normal_distribution< _RealType1 > &  __d2 
)
friend

Return true if two normal distributions have the same parameters and the sequences that would be generated are equal.

◆ operator>>

template<typename _RealType = double>
template<typename _RealType1 , typename _CharT , typename _Traits >
std::basic_istream< _CharT, _Traits > & operator>> ( std::basic_istream< _CharT, _Traits > &  __is,
std::normal_distribution< _RealType1 > &  __x 
)
friend

Extracts a normal_distribution random number distribution __x from the input stream __is.

Parameters
__isAn input stream.
__xA normal_distribution random number generator engine.
Returns
The input stream with __x extracted or in an error state.
The documentation for this class was generated from the following files: