Hello, I use some distributions with this code: boost::normal_distribution<> l_range(p_mean, p_sd); static boost::mt19937 l_random(static_cast<std::size_t>(time(0))); boost::variate_generator<boost::mt19937&, boost::normal_distribution<>
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_cast<std::size_t>(time(0))); boost::variate_generator<boost::mt19937&, boost::math::students_t_distribution<> > 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::random::mersenne_twister<uint32_t, 32, 624, 397, 31, 2567483615u, 11, 7, 2636928640u, 15, 4022730752u, 18, 3346425566u>&, boost::math::students_t_distribution<double, boost::math::policies::policy<boost::math::policies::default_policy, boost::math::policies::default_policy, boost::math::policies::default_policy, boost::math::policies::default_policy, boost::math::policies::default_policy, boost::math::policies::default_policy, boost::math::policies::default_policy, boost::math::policies::default_policy, boost::math::policies::default_policy, boost::math::policies::default_policy, boost::math::policies::default_policy, boost::math::policies::default_policy, boost::math::policies::default_policy> > >) ()' 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" Thanks Phil
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_cast<std::size_t>(time(0))); boost::variate_generator<boost::mt19937&, boost::normal_distribution<>
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_cast<std::size_t>(time(0))); boost::variate_generator<boost::mt19937&, boost::math::students_t_distribution<> > 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::random::mersenne_twister<uint32_t, 32, 624, 397, 31, 2567483615u, 11, 7, 2636928640u, 15, 4022730752u, 18, 3346425566u>&, boost::math::students_t_distribution<double, boost::math::policies::policy<boost::math::policies::default_policy, boost::math::policies::default_policy, boost::math::policies::default_policy, boost::math::policies::default_policy, boost::math::policies::default_policy, boost::math::policies::default_policy, boost::math::policies::default_policy, boost::math::policies::default_policy, boost::math::policies::default_policy, boost::math::policies::default_policy, boost::math::policies::default_policy, boost::math::policies::default_policy, boost::math::policies::default_policy> > >) ()'
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_cast<std::size_t>(time(0))); boost::variate_generator<boost::mt19937&, boost::uniform_01<T> > l_uniform( l_random, boost::uniform_01<T>() ); T val = quantile(l_rangle, l_uniform()); In Christ, Steven Watanabe
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_cast<std::size_t>(time(0))); boost::variate_generator<boost::mt19937&, boost::normal_distribution<> > 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_cast<std::size_t>(time(0))); boost::variate_generator<boost::mt19937&, boost::math::students_t_distribution<> > 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::random::mersenne_twister<uint32_t, 32, 624, 397, 31, 2567483615u, 11, 7, 2636928640u, 15, 4022730752u, 18, 3346425566u>&, boost::math::students_t_distribution<double, boost ::math::policies::policy<boost::math::policies::default_policy, boost::math::policies::default_policy, boost::math::policies::default_policy, boost::math::policies::default_policy, boost::math::policies::default_policy, boost::math::policies::default_policy, boost::math::policies::default_policy, boost::math::policies::default_policy, boost::math::policies::default_policy, boost::math::policies::default_policy, boost::math::policies::default_policy, boost::math::policies::default_policy, boost::math::policies::default_policy> > >) ()'
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_cast<std::size_t>(time(0))); boost::variate_generator<boost::mt19937&, boost::uniform_01<T> > 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
participants (2)
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Kraus Philipp -
Steven Watanabe