MCKL
Monte Carlo Kernel Library
Functions
Special functions

Functions

template<typename T >
void mckl::cdfnorm (std::size_t n, const T *a, T *y)
 For \(i=1,\ldots,n\), compute \(y_i = (1 + \mathrm{erfc}(a_i / \sqrt{2})) / 2\). More...
 
template<typename T >
void mckl::cdfnorminv (std::size_t n, const T *a, T *y)
 For \(i=1,\ldots,n\), compute \(y_i = \sqrt{2}\mathrm{erfc}^{-1}(2 - 2a_i)\). More...
 
template<typename T >
void mckl::erf (std::size_t n, const T *a, T *y)
 For \(i=1,\ldots,n\), compute \(y_i = \mathrm{erf}(a_i)\). More...
 
template<typename T >
void mckl::erfc (std::size_t n, const T *a, T *y)
 For \(i=1,\ldots,n\), compute \(y_i = \mathrm{erfc}(a_i) = \mathrm{erfc}(a_i)\). More...
 
template<typename T >
void mckl::erfcinv (std::size_t n, const T *a, T *y)
 For \(i=1,\ldots,n\), compute \(y_i = \mathrm{erfc}(a_i) = \mathrm{erfc}^{-1}(a_i)\). More...
 
template<typename T >
void mckl::erfinv (std::size_t n, const T *a, T *y)
 For \(i=1,\ldots,n\), compute \(y_i = \mathrm{erf}^{-1}(a_i)\). More...
 
template<typename T >
void mckl::lgamma (std::size_t n, const T *a, T *y)
 For \(i=1,\ldots,n\), compute \(y_i = \ln\Gamma(a_i)\). More...
 
template<typename T >
void mckl::tgamma (std::size_t n, const T *a, T *y)
 For \(i=1,\ldots,n\), compute \(y_i = \Gamma(a_i)\). More...
 

Detailed Description

Function Documentation

◆ cdfnorm()

template<typename T >
void mckl::cdfnorm ( std::size_t  n,
const T *  a,
T *  y 
)
inline

For \(i=1,\ldots,n\), compute \(y_i = (1 + \mathrm{erfc}(a_i / \sqrt{2})) / 2\).

Definition at line 1356 of file vmf.hpp.

◆ cdfnorminv()

template<typename T >
void mckl::cdfnorminv ( std::size_t  n,
const T *  a,
T *  y 
)
inline

For \(i=1,\ldots,n\), compute \(y_i = \sqrt{2}\mathrm{erfc}^{-1}(2 - 2a_i)\).

Definition at line 1374 of file vmf.hpp.

◆ erf()

template<typename T >
void mckl::erf ( std::size_t  n,
const T *  a,
T *  y 
)
inline

For \(i=1,\ldots,n\), compute \(y_i = \mathrm{erf}(a_i)\).

Definition at line 1340 of file vmf.hpp.

◆ erfc()

template<typename T >
void mckl::erfc ( std::size_t  n,
const T *  a,
T *  y 
)
inline

For \(i=1,\ldots,n\), compute \(y_i = \mathrm{erfc}(a_i) = \mathrm{erfc}(a_i)\).

Definition at line 1344 of file vmf.hpp.

◆ erfcinv()

template<typename T >
void mckl::erfcinv ( std::size_t  n,
const T *  a,
T *  y 
)
inline

For \(i=1,\ldots,n\), compute \(y_i = \mathrm{erfc}(a_i) = \mathrm{erfc}^{-1}(a_i)\).

Definition at line 1351 of file vmf.hpp.

◆ erfinv()

template<typename T >
void mckl::erfinv ( std::size_t  n,
const T *  a,
T *  y 
)
inline

For \(i=1,\ldots,n\), compute \(y_i = \mathrm{erf}^{-1}(a_i)\).

Definition at line 1347 of file vmf.hpp.

◆ lgamma()

template<typename T >
void mckl::lgamma ( std::size_t  n,
const T *  a,
T *  y 
)
inline

For \(i=1,\ldots,n\), compute \(y_i = \ln\Gamma(a_i)\).

Definition at line 1390 of file vmf.hpp.

◆ tgamma()

template<typename T >
void mckl::tgamma ( std::size_t  n,
const T *  a,
T *  y 
)
inline

For \(i=1,\ldots,n\), compute \(y_i = \Gamma(a_i)\).

Definition at line 1393 of file vmf.hpp.