Distributions

Detailed Description

This module provides a list of classes that provide methods to transform uniformly distributed numbers into different types of random distributions, and evaluate their density. Each such class provides the following basic interface:

struct Distribution
{
    // map a uniformly-distributed number 'U into the desired distribution
    float map(float U) const;

    // evaluate the density of the distribution at the point 'x
    float density(float x) const;
}

The module further provides an adaptor for random number generators, that can be used to adapt a generator to the desired distribution. e.g.

Random              random_generator;
Cosine_distribution cos_distribution;
Transform_generator<Random,Cosine_distribution> cos_generator(random_generator,cos_distribution);

// approximate the average of the cosine distribution
float avg = 0.0f;
for (uint32 i = 0; i < 8; ++)
   avg += cos_distribution.next();
avg /= 8;

Classes
struct	cugar::Base_distribution< Derived_type >
struct	cugar::Uniform_distribution
struct	cugar::Cosine_distribution
struct	cugar::Pareto_distribution
struct	cugar::Bounded_pareto_distribution
struct	cugar::Bounded_exponential
struct	cugar::Cauchy_distribution
struct	cugar::Exponential_distribution
struct	cugar::Gaussian_distribution_symm_2d
struct	cugar::Gaussian_distribution_2d
struct	cugar::Transform_generator< Generator, Distribution >
struct	cugar::Gaussian_generator
struct	cugar::Mixture< TDistribution, NCOMP >