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oneapi::mkl::rng::multinomial

Generates multinomially distributed random numbers.

Description

The
oneapi::mkl::rng::multinomial
class object is used in the
oneapi::mkl::rng::generate
function to provide multinomially distributed random numbers with
ntrial
independent trials and
k
possible mutually exclusive outcomes, with corresponding probabilities
pi
, where
pi∈R; 0 ≤pi≤ 1, m∈N, k∈N
.
The probability distribution is given by:
LaTex Math image.
Product and Performance Information
Performance varies by use, configuration and other factors. Learn more at https://www.intel.com/PerformanceIndex. Notice revision #20201201

API

Syntax
template<typename IntType = std::int32_t, typename Method = multinomial_method::by_default> class multinomial { public: using method_type = Method; using result_type = IntType; explicit multinomial(double ntrial, std::vector<double> p); explicit multinomial(const param_type& pt); std::int32_t ntrial() const; std::vector<double> p() const; param_type param() const; void param(const param_type& pt); };
Devices supported: Host, CPU, and GPU
This distribution only supports input parameters (on GPU) which follow the condition LaTex Math image., where
k
is the probability vector length.
Include Files
  • oneapi/mkl/rng.hpp
Template Parameters
typename IntType = std::int32_t
Type of the produced values. The specific values are as follows:
std::int32_t
std::uint32_t
typename Method = oneapi::mkl::rng::multinomial_method:: by_default
Generation method. The specific values are as follows:
oneapi::mkl::rng::multinomial_method::poisson_icdf_based
See brief descriptions of the methods in Distributions Template Parameter Method.
Input Parameters
Name
Type
Description
ntrial
std::int32_t
Number of independent trials
m
.
p
std::vector<double>
Probability vector of possible outcomes (
k
length).

Product and Performance Information

1

Performance varies by use, configuration and other factors. Learn more at www.Intel.com/PerformanceIndex.