root/bdm/itpp_ext.h @ 32

//
// C++ Interface: itpp_ext
//
// Description: 
//
//
// Author: smidl <smidl@utia.cas.cz>, (C) 2008
//
// Copyright: See COPYING file that comes with this distribution
//
//
#include <itpp/itbase.h>

using std::cout;
using std::endl;

namespace itpp {
        Array<int> to_Arr(const ivec &indices);
        
  /*!
    \brief Gamma distribution
    \ingroup randgen
  */
  class Gamma_RNG {
  public:
    //! constructor. Set lambda.
    Gamma_RNG(double a=1.0, double b=1.0);
    //! Set lambda
    void setup(double a0, double b0) { alpha=a0; beta=b0;}
    //! get lambda
    double get_setup() const;
    //! Get one sample.
    double operator()() { return sample(); }
    //! Get a sample vector.
    vec operator()(int n);
    //! Get a sample matrix.
    mat operator()(int h, int w);
  protected:
  private:
    //!
    double sample();
    //!
    double alpha;
    //!
    double beta;
    //!
    Random_Generator RNG;
    Normal_RNG NRNG;
    //! compatibility with R
    inline double exp_rand(){return -std::log(RNG.random_01());}
    inline double unif_rand(){return RNG.random_01();}
    inline double norm_rand(){return NRNG.sample();}

  };
}