Re: [Boost-users] students_t distribution with mt19937

Am 20.07.2010 um 17:01 Steven Watanabe:

AMDG

Kraus Philipp wrote:

...

I use some distributions with this code: boost::normal_distribution<> l_range(p_mean, p_sd); static boost::mt19937 l_random(static_caststd::size_t(time(0))); boost::variate_generator > l_noise( l_random, l_range );

I get my value with l_noise() and it works without any problem.

I would like to create now a student_t distribution with boost::math::students_t_distribution<T> l_range(p_v); static boost::mt19937 l_random(static_caststd::size_t(time(0))); boost::variate_generator > l_noise( l_random, l_range );

If I run my l_noise() I got a compiler error: error: no match for call to '(boost ::variate_generator&, boost::math::students_t_distribution > >) ()'

Can anyone help me please to understand my mistake while using the students_t distribution? I think I need the mt19937 for creating random values and the variate_generator to create a "distribution value"

Boost.Math and Boost.Random have different concepts for distributions. The easiest way to use boost::math::students_t_distribution, with Boost.Random is to pass uniform variates to quantile.

boost::math::students_t_distribution<T> l_range(p_v); static boost::mt19937 l_random(static_caststd::size_t(time(0))); boost::variate_generator l_uniform( l_random, boost::uniform_01<T>() );

T val = quantile(l_rangle, l_uniform());

Thanks Steven, I had thought that the two are compatible. Phil