VarianceGammaRNG

Class to generate random observations from a variance-gamma distribution using normal variance-mean mixture of gamma distribution.

final
class VarianceGammaRNG : NormalVarianceMeanMixtureRNG!T(
T
UniformRNG = Random
) if (
isFloatingPoint!T
) {}

Constructors

this
this(ref UniformRNG rng, T shape, T scale, T beta)

Constructor

Examples

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

Meta