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Functions |
double | runif () |
| generate a random number uniformly in [0,1].
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double | rnorm () |
| generate a random number following a standard gaussian distribution.
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void | rnorm (uint n, vector< double > &result) |
| generate a random vector of n IID gaussian variables.
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void | rnorm (vector< double > const &mu, vector< double > const &sigma, vector< double > &result) |
| generate a random vector of a d-dimensional N( mu_d , sigma_d).
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void | rnorm_diag (vector< double > const &mu, vector< double > const &sigma, vector< double > &result) |
uint | Sample (vector< double > const &probs) |
| Sampling from a distribution (p1, ...., pn).
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double | weighted_median (vector< double > const &X, vector< double > const &W) |
| Weighetd median.
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uint | argmax (vector< double > const &X) |
| argmax
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void | Maximum (vector< double > const &X, uint D, vector< double > &m) |
| Maximum.
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void | Minimum (vector< double > const &X, uint D, vector< double > &m) |
| Minimum.
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void | Mean_SD (vector< double > const &X, uint D, vector< double > &m, vector< double > &s) |
| Mean and Standard deviation.
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void | Summary (vector< double > const &X, uint D) |
| statistical summary
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void | choose (uint N, uint K, vector< uint > &indexes) |
| choose k elements out of {0,1,....,N-1}
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double | Exp (double x) |
| Exponential function.
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double | Log (double x) |
| Logarithm function.
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