VarianceGammaRNG.this

Constructor

class VarianceGammaRNG(T, UniformRNG = Random)

this

(

ref UniformRNG rng

,

,

,

)

if (

isFloatingPoint!T

)

Parameters

rng UniformRNG: uniform random number generator
shape T: gamma shape parameter
scale T: gamma scale parameter
beta T: mixture scale parameter: Y*U^(1/2)+beta*U

Meta

Source

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atmosphere random VarianceGammaRNG constructors

this