oneapi::mkl::rng::multinomial

Generates multinomially distributed random numbers.

Syntax

template<typename IntType = std::int32_t, typename Method = multinomial_method::by_default>
class multinomial {
public:
using method_type = Method;
using result_type = IntType;
explicit multinomial(double ntrial, std::vector<double> p);
std::int32_t ntrial() const;
std::vector<double> p() const;
};

Devices supported: Host and CPU

Include Files

  • oneapi/mkl/rng.hpp

Description

The oneapi::mkl::rng::multinomial class object is used in the oneapi::mkl::rng::generate function to provide multinomially distributed random numbers with ntrial independent trials and k possible mutually exclusive outcomes, with corresponding probabilities pi, where pi∈R; 0 ≤pi≤ 1, m∈N, k∈N.

The probability distribution is given by:


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This notice covers the following instruction sets: SSE2, SSE4.2, AVX2, AVX-512.

Template Parameters

typename IntType = std::int32_t

Type of the produced values. The specific values are as follows: std::int32_t std::uint32_t

typename Method =  oneapi::mkl::rng::multinomial_method:: by_default

Generation method. The specific values are as follows: oneapi::mkl::rng::multinomial_method::poisson_icdf_based See brief descriptions of the methods in Distributions Template Parameter Method Values

Input Parameters

Name

Type

Description

ntrial

std::int32_t

Number of independent trials m.

p

std::vector<double>

Probability vector of possible outcomes (k length).