GeneralizedVarianceGammaRNG.this

Constructor

class GeneralizedVarianceGammaRNG(T, UniformRNG = Random)
this
(
ref UniformRNG rng
,,,,)
if (
isFloatingPoint!T
)

Parameters

rng UniformRNG

uniform random number generator

shape T

generalized gamma shape parameter

power T

generalized gamma power parameter

scale T

generalized gamma scale parameter

beta T

mixture scale parameter: Y*U^(1/2)+beta*U

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