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poisson_v

Class is used for generation of Poisson distributed integer types random numbers with varying mean.

Description

The class object is used in the oneapi::mkl::rng::generate() function to provide n random numbers Poisson distributed, with distribution parameter ${\lambda }_i$, where ${\lambda }_i\in R;{\lambda }_i>0;i=1,...,n$.

The probability distribution is given by:

$$P(X_i=k)=\frac{{\lambda }_i^k{e}^{-{\lambda }_i}}{k!},k\in \{0,1,2,...\}.$$

The cumulative distribution function is as follows:

$$\begin{array}{r}{F}_{{\lambda }_i}(x)=\{\begin{array}{r}\sum _{k=0}^{\lfloor x\rfloor }\frac{{\lambda }_i^k{e}^{-{\lambda }_i}}{k!},x\ge 0\\ 0,x<0\end{array}\end{array}$$

class poisson_v

Syntax

namespace oneapi::mkl::rng {
template<typename IntType = std::int32_t, typename Method = poisson_v_method::by_default>
class poisson_v {
public:
    using method_type = Method;
    using result_type = IntType;
    explicit poisson_v(std::vector<double> lambda);
    std::vector<double> lambda() const;
};
}

Template parameters

typename IntType

Type of the produced values. Supported types:

• std::int32_t

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

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

• oneapi::mkl::rng::poisson_v_method::by_default

• oneapi::mkl::rng::poisson_v_method::gaussian_icdf_based

See description of the methods in Distributions methods template parameter.

Class Members

Routine	Description
explicit poisson_v(std::vector<double> lambda)	Constructor with parameters
std::vector<double> lambda() const	Method to obtain distribution parameter

Member types

poisson_v::method_type = Method

Description

The type which defines transformation method for generation.

poisson_v::result_type = IntType

Description

The type which defines type of generated random numbers.

Constructors

explicit poisson_v::poisson_v(std::vector<double> lambda)

Description

Constructor with parameters. lambda is a distribution parameter.

Throws

oneapi::mkl::invalid_argument

Exception is thrown when $lambda.size()\le 1$

Characteristics

double poisson_v::lambda() const

Return Value

Returns the distribution parameter lambda.

Parent topic: Distributions

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