chi_square¶

Class is used for generation of chi-square distributed real types random numbers.

Description

The class object is used in the oneapi::mkl::rng::generate() function to provide random numbers chi-square distributed with $$n$$ degrees of freedom, $$n \in N; n > 0$$.

The probability distribution is given by:

$\begin{split}f_{n}(x) = \left\{ \begin{array}{rcl} \frac{x^{\frac{n - 2}{2}}e^{-\frac{x}{2}}}{2^{n/2}\Gamma(n/2)}, x \ge 0 \\ 0, x < 0 \end{array}\right.\end{split}$

The cumulative distribution function is as follows:

$\begin{split}F_{n}(x) = \left\{ \begin{array}{rcl} \int^{x}_{0}\frac{y^{\frac{n - 2}{2}}e^{-\frac{x}{2}}}{2^{n/2}\Gamma(n/2)}dy, x \ge 0 \\ 0, x < 0 \end{array}\right.\end{split}$

class chi_square¶

Syntax

namespace oneapi::mkl::rng {
template<typename RealType = float, typename Method = chi_square_method::by_default>
class chi_square {
public:
using method_type = Method;
using result_type = RealType;
chi_square();
explicit chi_square(std::int32_t n);
std::int32_t n() const;
};
}


Template parameters

typename RealType
Type of the produced values. Supported types:
• float

• double

typename Method = oneapi::mkl::rng::chi_square_method::by_default

Transformation method, which will be used for generation. Supported types:

• oneapi::mkl::rng::chi_square_method::by_default

• oneapi::mkl::rng::chi_square_method::gamma_based

See description of the methods in Distributions methods template parameter.

Class Members

Routine

Description

chi_square()

Default constructor

explicit chi_square(std::int32_t n)

Constructor with parameters

std::int32_t n() const

Method to obtain number of degrees of freedom n

Member types

chi_square::method_type = Method


Description

The type which defines transformation method for generation.

chi_square::result_type = RealType


Description

The type which defines type of generated random numbers.

Constructors

chi_square::chi_square()


Description

Default constructor for distribution, parameters set as n = 5.

explicit chi_square::chi_square(std::int32_t n)


Description

Constructor with parameters. n is the number of degrees of freedom.

Throws

oneapi::mkl::invalid_argument

Exception is thrown when $$n < 1$$

Characteristics

std::int32_t chi_square::n() const


Return Value

Returns the distribution parameter n - number of degrees of freedom.

Parent topic: Distributions