TRngStream::RandomGumbel Method

void RandomGumbel(TMtxVec *Dst, const double a, const double beta);

Generates an array of samples distributed by Gumbel distribution.

#NameTypeDescription
1DstTMtxVec *
2aconst double
3betaconst double
Remarks:

Returns random numbers distributed according to the Gumbel probability density function (PDF). The number of samples generated is defined with the Dst.Length parameter. The result is an array which can be accessed via Dst.Values property.

Declared in Dew::Math::TRngStream · Dew.Math/RndGenerators.h · Cross-compiler