ProperGeneralizedHyperbolicRNG.this

Constructor

class ProperGeneralizedHyperbolicRNG(T, UniformRNG = Random)

this

(

ref UniformRNG rng

,

,

,

,

)

if (

isFloatingPoint!T

)

Parameters

rng UniformRNG: uniform random number generator
lambda T: proper generalized inverse Gaussian parameter lambda
eta T: proper generalized inverse Gaussian scale parameter
omega T: proper generalized inverse Gaussian concetration parameter
beta T: mixture scale parameter: Y*U^(1/2)+beta*U

Meta

Source

See Implementation

atmosphere random ProperGeneralizedHyperbolicRNG constructors

this