.. _oneapi-mkl-rng-beta: oneapi::mkl::rng::beta ====================== Generates beta distributed random values. .. contents:: :local: :depth: 1 Description *********** The ``oneapi::mkl::rng::beta`` class object is used in the ``oneapi::mkl::rng::generate`` function to provide random numbers with beta distribution that has shape parameters p and ``q``, displacement ``a``, and scale parameter (``b``, ``β``), where ``p``, ``q``, ``a``, and :math:`\beta \in R ; p > 0, q > 0, \beta > 0`. The probability density function is given by: .. math:: f_{p, q, a, \beta} (x) = \begin{cases} \frac{1}{B(p, q) \beta^{p+q-1}} (x-a)^{p-1} (\beta + a - x)^{q-1}, & a \leq x < a + \beta \\ 0, & x < a, x \geq a + \beta \end{cases}, - \infty < x < \infty where ``B``\ (``p``, ``q``) is the complete beta function. The cumulative distribution function is as follows: .. math:: f_{p, q, a, \beta} (x) = \begin{cases} 0, & x < a \\ \int_a^x \frac{1}{B(p, q) \beta^{p+q-1}} (y-a)^{p-1} (\beta + a - y)^{q-1}dy, & a \leq x < a + \beta \\ 1, & x \geq a + \beta \end{cases}, - \infty < x < \infty .. list-table:: :header-rows: 1 * - Product and Performance Information * - Performance varies by use, configuration and other factors. Learn more at `https://www.intel.com/PerformanceIndex `__. Notice revision #20201201 API *** Syntax ------ .. code-block:: cpp template class beta { public: using method_type = Method; using result_type = RealType; beta(): beta((RealType)1.0, (RealType)1.0, (RealType)(0.0), (RealType)(1.0)){} explicit beta(RealType p, RealType q, RealType a, RealType b); explicit beta(const param_type& pt); RealType p() const; RealType q() const; RealType a() const; RealType b() const; param_type param() const; void param(const param_type& pt); }; Devices supported: Host, CPU, and GPU. Include Files ------------- - ``oneapi/mkl/rng.hpp`` Template Parameters ------------------- .. list-table:: :header-rows: 0 * - ``typename RealType = float`` - Type of the produced values. The specific values are as follows: ``float`` ``double`` * - ``typename Method = oneapi::mkl::rng::beta_method::by_default`` - Generation method. The specific values are as follows: ``oneapi::mkl::rng::beta_method::cja`` ``oneapi::mkl::rng::beta_method::cja_accurate`` See brief descriptions of the methods in :ref:`distributions-template-parameter-method`. Input Parameters ---------------- .. list-table:: :header-rows: 1 * - Name - Type - Description * - p - ``RealType (float, double)`` - Shape ``p`` * - q - ``RealType (float, double)`` - Shape ``q`` * - a - ``RealType (float, double)`` - Displacement ``a``. * - b - \ ``RealType (float, double)`` - Scalefactor ``b``.