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:
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 
, where
, 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). |