Comments (3)
Hi @mkcinu,
Thanks for the nice suggestions.
But Eigen::Rand::binomial
uses different calculation methods depending on n
and p
values actually. Thus the vectorization over distribution parameters is quite difficult to implement.
It seems hard to implement it in the near future, but I will leave it as a far future plan!
Thank you again for your suggestion.
from eigenrand.
Since version 0.5.0, some distributions including Eigen::Rand::binomial
support Vectorization over Parameters(VoP).
Please see the full list of distributions supporting VoP at here.
A simple usage is:
#include <iostream>
#include <Eigen/Dense>
#include <EigenRand/EigenRand>
using namespace Eigen;
int main()
{
Rand::P8_mt19937_64 urng{ 42 };
ArrayXf a{ 10 }, b{ 10 }, c{ 10 };
a << 1, 2, 3, 4, 5, 6, 7, 8, 9, 10;
b << 10, 12, 14, 16, 18, 20, 22, 24, 26, 28;
// You can use two array parameters.
// The shape of two parameters should be equal in this case.
c = Rand::uniformReal(urng, a, b);
std::cout << c << std::endl;
// Or you can provide one parameter as a scalar
// In this case, a scalar parameter is broadcast to the shape of the array parameter.
c = Rand::uniformReal(urng, -5, b);
std::cout << c << std::endl;
c = Rand::uniformReal(urng, a, 11);
std::cout << c << std::endl;
return 0;
}
from eigenrand.
That's brilliant! Thanks so much, I'll give it a try soon!
from eigenrand.
Related Issues (20)
- How to generate different randomized matrices with min and max values? HOT 3
- Is it thread safe? HOT 2
- About the compilation warnings HOT 2
- Rand::normal does not finish HOT 6
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- Large (scale) samples with MvNormalGen HOT 10
- Support Eigen 3.4.0 HOT 1
- Please Report Performance in ARM64 NEON architectures
- "fatal error: 'Eigen/Dense' file not found" when using Eigen in header-only mode HOT 2
- Performance comparison with a written eigenmvn HOT 2
- generates real vectors on a LOG multivariate normal distribution HOT 3
- error C2466: cannot allocate an array of constant size 0 HOT 1
- Cannot compile with `-march=native` HOT 5
- merge this project to Eigen? HOT 1
- uniformIntLike creates values outside [min,max] HOT 2
- Compilation errors at MinGW64 + Eigen3.4.0 + AVX512
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from eigenrand.