.. _oneapi-mkl-rng-negative_binomial: oneapi::mkl::rng::negative_binomial =================================== Generates random numbers with negative binomial distribution. .. contents:: :local: :depth: 1 Description *********** The ``oneapi::mkl::rng::negative_binomial`` class object is used in the ``oneapi::mkl::rng::generate`` function to provide random numbers with negative binomial distribution and distribution parameters ``a`` and ``p``, where ``p``, ``a``\ ∈\ ``R``; 0 < ``p`` < 1; ``a`` > 0. If the first distribution parameter ``a``\ ∈\ ``N``, this distribution is the same as Pascal distribution. If ``a``\ ∈\ ``N``, the distribution can be interpreted as the expected time of ``a``-th success in a sequence of Bernoulli trials, when the probability of success is ``p``. The probability distribution is given by: .. math:: P(X = k) = C_{a+k-1}^k p^a (1-p)^k, k \in \{0, 1, 2, \ldots\} The cumulative distribution function is as follows: .. math:: F_{a, p}(x) = \begin{cases} \sum_{k=0}^{\lfloor x \rfloor} C_{a + k - 1}^{k} p^a (1-p)^k, & x \geq 0 \\ 0, & x < 0 \end{cases}, x \in R .. list-table:: :header-rows: 1 * - 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 ------ .. code-block:: cpp template class negative_binomial { public: using method_type = Method; using result_type = IntType; negative_binomial(): negative_binomial(0.1, 0.5){} explicit negative_binomial(double a, double p); explicit negative_binomial(const param_type& pt); double a() const; double p() const; param_type param() const; void param(const param_type& pt); }; Devices supported: Host, CPU, and GPU Include Files ------------- - ``oneapi/mkl/rng.hpp`` Template Parameters ------------------- .. list-table:: :header-rows: 0 * - ``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::negative_binomial_method::by_default`` - Generation method. The specific values are as follows: ``oneapi::mkl::rng::negative_binomial_method::nbar`` See brief descriptions of the methods in :ref:`distributions-template-parameter-method`. Input Parameters ---------------- .. list-table:: :header-rows: 1 * - Name - Type - Description * - a - ``double`` - The first distribution parameter ``a``. * - p - ``double`` - The second distribution parameter ``p``.