Distributions Template Parameter Method

Distributions Template Parameter Method#

Method Type	Distributions	Math Description
`uniform_method::standard` `uniform_method::accurate`	`uniform`	Standard method. `uniform_method::accurate` checks for additional `float` and `double` data types. For `integer` data types, it uses `double` as a `BRNG` data type (`float` `BRNG` data type is used in `uniform_method::standard` method on GPU).
`gaussian_method::box_muller2`	`gaussian`	Generates normally distributed random numbers x1 and x2 through the pair of uniformly distributed numbers u1 and u2 according to the formulas: $x_{1} = \sqrt{- 2 \ln u_{1}} \sin 2 π u_{2}$ $x_{2} = \sqrt{- 2 \ln u_{1}} \cos 2 π u_{2}$
`exponential_method::icdf` `exponential_method::icdf_accurate`	`exponential`	Inverse cumulative distribution function (ICDF) method.
`lognormal_method::box_muller2`	`lognormal`	Normally distributed random numbers x1 and x2 are produced through the pair of uniformly distributed numbers u1 and u2 according to the formulas: $x_{1} = - 2 \ln u_{1} \sin 2 π u_{2}$ $x_{2} = - 2 \ln u_{1} \cos 2 π u_{2}$ Then x1 and x2 are converted to lognormal distribution.
`bernoulli_method::icdf`	`bernoulli`	Inverse cumulative distribution function (ICDF) method.
`poisson_method::devroye`	`poisson`	Acceptance/rejection method for $λ \geq 27$ with decomposition into four regions: Two parallelograms Triangle Left exponential tail Right exponential tail

NOTE: Methods provided for exposition purposes.