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Class template normal_distribution

boost::random::normal_distribution

Synopsis

// In header: <boost/random/normal_distribution.hpp>

template<typename RealType = double> 
class normal_distribution {
public:
  // types
  typedef RealType input_type; 
  typedef RealType result_type;

  // member classes/structs/unions

  class param_type {
  public:
    // types
    typedef normal_distribution distribution_type;

    // construct/copy/destruct
    explicit param_type(RealType = 0.0, RealType = 1.0);

    // public member functions
    RealType mean() const;
    RealType sigma() const;

    // friend functions
    template<typename CharT, typename Traits> 
      friend std::basic_ostream< CharT, Traits > & 
      operator<<(std::basic_ostream< CharT, Traits > &, const param_type &);
    template<typename CharT, typename Traits> 
      friend std::basic_istream< CharT, Traits > & 
      operator>>(std::basic_istream< CharT, Traits > &, const param_type &);
    friend bool operator==(const param_type &, const param_type &);
    friend bool operator!=(const param_type &, const param_type &);
  };

  // construct/copy/destruct
  explicit normal_distribution(const RealType & = 0.0, const RealType & = 1.0);
  explicit normal_distribution(const param_type &);

  // public member functions
  RealType mean() const;
  RealType sigma() const;
  RealType min() const;
  RealType max() const;
  param_type param() const;
  void param(const param_type &);
  void reset();
  template<typename Engine> result_type operator()(Engine &);
  template<typename URNG> result_type operator()(URNG &, const param_type &);

  // friend functions
  template<typename CharT, typename Traits> 
    friend std::basic_ostream< CharT, Traits > & 
    operator<<(std::basic_ostream< CharT, Traits > &, 
               const normal_distribution &);
  template<typename CharT, typename Traits> 
    friend std::basic_istream< CharT, Traits > & 
    operator>>(std::basic_istream< CharT, Traits > &, 
               const normal_distribution &);
  friend bool operator==(const normal_distribution &, 
                         const normal_distribution &);
  friend bool operator!=(const normal_distribution &, 
                         const normal_distribution &);
};

Description

Instantiations of class template normal_distribution model a random distribution . Such a distribution produces random numbers x distributed with probability density function , where mean and sigma are the parameters of the distribution.

The implementation uses the "ziggurat" algorithm, as described in

"The Ziggurat Method for Generating Random Variables", George Marsaglia and Wai Wan Tsang, Journal of Statistical Software, Volume 5, Number 8 (2000), 1-7.

normal_distribution public construct/copy/destruct

  1. explicit normal_distribution(const RealType & mean = 0.0, 
                                 const RealType & sigma = 1.0);

    Constructs a normal_distribution object. mean and sigma are the parameters for the distribution.

    Requires: sigma >= 0

  2. explicit normal_distribution(const param_type & param);

    Constructs a normal_distribution object from its parameters.

normal_distribution public member functions

  1. RealType mean() const;

    Returns the mean of the distribution.

  2. RealType sigma() const;

    Returns the standard deviation of the distribution.

  3. RealType min() const;

    Returns the smallest value that the distribution can produce.

  4. RealType max() const;

    Returns the largest value that the distribution can produce.

  5. param_type param() const;

    Returns the parameters of the distribution.

  6. void param(const param_type & param);

    Sets the parameters of the distribution.

  7. void reset();

    Effects: Subsequent uses of the distribution do not depend on values produced by any engine prior to invoking reset.

  8. template<typename Engine> result_type operator()(Engine & eng);

    Returns a normal variate.

  9. template<typename URNG> 
      result_type operator()(URNG & urng, const param_type & param);

    Returns a normal variate with parameters specified by param.

normal_distribution friend functions

  1. template<typename CharT, typename Traits> 
      friend std::basic_ostream< CharT, Traits > & 
      operator<<(std::basic_ostream< CharT, Traits > & os, 
                 const normal_distribution & nd);

    Writes a normal_distribution to a std::ostream.

  2. template<typename CharT, typename Traits> 
      friend std::basic_istream< CharT, Traits > & 
      operator>>(std::basic_istream< CharT, Traits > & is, 
                 const normal_distribution & nd);

    Reads a normal_distribution from a std::istream.

  3. friend bool operator==(const normal_distribution & lhs, 
                           const normal_distribution & rhs);

    Returns true if the two instances of normal_distribution will return identical sequences of values given equal generators.

  4. friend bool operator!=(const normal_distribution & lhs, 
                           const normal_distribution & rhs);

    Returns true if the two instances of normal_distribution will return different sequences of values given equal generators.


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