atmosphere ~master (2022-03-09T12:01:05.4173038)

GeneralizedHyperbolicRNG.this

atmosphere random GeneralizedHyperbolicRNG

Constructor

class GeneralizedHyperbolicRNG(T, UniformRNG = Random)
this
(
ref UniformRNG rng
,
T lambda
,
T chi
,
T psi
,
T beta
)
if (
isFloatingPoint!T
)

Parameters

rng UniformRNG

uniform random number generator

lambda T

generalized inverse Gaussian parameter lambda

chi T

generalized inverse Gaussian chi parameter

psi T

generalized inverse Gaussian psi parameter

beta T

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

Meta

Source

See Implementation

atmosphere random GeneralizedHyperbolicRNG constructors

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