ProperGeneralizedHyperbolicRNG

Class to generate random observations from a proper generalized hyperbolic distribution using normal variance-mean mixture of proper generalized inverse Gaussian distribution.

final

class ProperGeneralizedHyperbolicRNG : NormalVarianceMeanMixtureRNG!T(

UniformRNG = Random

) if (

isFloatingPoint!T

) {

this(UniformRNG rng, T lambda, T eta, T omega, T beta);

}

Constructors

this this(UniformRNG rng, T lambda, T eta, T omega, T beta): Constructor

Examples

import std.algorithm : map;
import std.range;
auto rng = new ProperGeneralizedHyperbolicRNG!double(rndGen, 1.1, 1.1, 1.1, 1.1);
auto sample = rng.map!(x => x + 4).take(9).array;

ProperGeneralizedHyperbolicRNG

Constructors

Examples

See Also

Meta

Source