mir-random ~master (2021-09-01T06:24:04Z)

flex

mir random flex

The Transformed Density Rejection with Inflection Points (Flex) algorithm can sample from arbitrary distributions given its density function f, its first two derivatives and a partitioning into intervals with at most one inflection point. The partitioning needs to be mutually exclusive and sorted.

  1. auto flex(F0 f0, F1 f1, F2 f2, S c, S[] points, S rho, int maxApproxPoints)
  2. auto flex(Pdf pdf, F0 f0, F1 f1, F2 f2, S c, S[] points, S rho, int maxApproxPoints)
  3. auto flex(F0 f0, F1 f1, F2 f2, S[] cs, S[] points, S rho, int maxApproxPoints)
  4. auto flex(Pdf pdf, F0 f0, F1 f1, F2 f2, S[] cs, S[] points, S rho, int maxApproxPoints)
  5. auto flex(Pdf pdf, FlexInterval!S[] intervals)
    static if(is(typeof( )))
    auto
    flex
    (
    S
    Pdf
    )
    (
    in Pdf pdf
    ,
    in FlexInterval!S[] intervals
    )
    if (
    isFloatingPoint!S
    )

Parameters

pdf Pdf

probability density function of the distribution

Return Value

Type: auto

Flex Generator.

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Source

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