nk 1.0.0
C++ Numerical Computing Runtime
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#include <cstddef>
#include <memory_resource>
#include <nk/value/value.hpp>

Go to the source code of this file.

Functions

Value nk::stats::mvnrnd (::nk::ops::RngContext &rng, const Value &mu, const Value &Sigma, std::size_t n=0, std::pmr::memory_resource *mr=nullptr)
 Multivariate normal random samples (R = mvnrnd(mu, Sigma [, n])).
Value nk::stats::mvncdf (const Value &X, const Value &mu, const Value &Sigma, std::pmr::memory_resource *mr=nullptr)
 Multivariate normal CDF (p = mvncdf(X, mu, Sigma)).
Value nk::stats::mvtrnd (::nk::ops::RngContext &rng, const Value &C, double df, std::size_t n, std::pmr::memory_resource *mr=nullptr)
 Multivariate Student's-t random samples (R = mvtrnd(C, df, n)).
Value nk::stats::mnrnd (::nk::ops::RngContext &rng, std::size_t N, const Value &P, std::size_t m=1, std::pmr::memory_resource *mr=nullptr)
 Multinomial random samples (R = mnrnd(N, P, m)).
Value nk::stats::wishrnd (::nk::ops::RngContext &rng, const Value &Sigma, double df, std::pmr::memory_resource *mr=nullptr)
 Wishart random matrix (W = wishrnd(Sigma, df)).
Value nk::stats::iwishrnd (::nk::ops::RngContext &rng, const Value &Tau, double df, std::pmr::memory_resource *mr=nullptr)
 Inverse-Wishart random matrix (W = iwishrnd(Tau, df)).
std::tuple< Value, Value > nk::stats::wishrnd_factor (::nk::ops::RngContext &rng, const Value &Sigma, double df, const Value &D, std::pmr::memory_resource *mr=nullptr)
 Wishart sample with pre-computed Cholesky factor (W = wishrnd(Sigma, df, D)).
std::tuple< Value, Value > nk::stats::iwishrnd_factor (::nk::ops::RngContext &rng, const Value &Tau, double df, const Value &DI, std::pmr::memory_resource *mr=nullptr)
 Inverse-Wishart sample with pre-computed Cholesky factor (W = iwishrnd(Tau, df, DI)).
Value nk::stats::mvtcdf (const Value &X, const Value &C, double df, double tol=0.01, std::pmr::memory_resource *mr=nullptr)
 Multivariate t cdf upper-tail (p = mvtcdf(X, C, df)).
Value nk::stats::mvtcdf_box (const Value &L, const Value &U, const Value &C, double df, double tol=0.01, std::pmr::memory_resource *mr=nullptr)
 Multivariate t box cdf (p = mvtcdf(L, U, C, df)).