Young Geun Kim 4f6fdb9dc7 Feature: Generalized inverse Gaussian random generator (#126) ...

* use Devroye instead of Hormann for GIG

* add gig header file

* add gig test

* move using declarations before member declaration

* move using into each function

* fix tab size and add init()

* add test to jamfile

* remove duplicate iostream operators

* fix formatting again

* add to docs

* remove static because they use non-static member

* add const in member functions

* remove duplicate test

* fix typo

* need dist3 in three parameter test

* specify test1 params

* missing using std::cosh

* sinh and cosh under c++11

* set arg3 different in test

* set test arg value different from the default

* add test3 to cover every line in gig

* remove uninitialized variables compile warning in gig operator

* did not add test3 mistakenly

2025-02-06 08:11:18 -05:00

..

chi_squared_test.hpp

Suppress conversion warning.

2016-02-19 10:45:05 -07:00

CMakeLists.txt

Add Boost::numeric_conversion to test CML

2024-02-14 08:11:54 +01:00

concepts.hpp

Add Splitmix64 (#89)

2023-12-15 08:45:47 +01:00

faure_validate.cpp

Initial QRNG commit

2018-02-18 10:49:14 +02:00

histogram.cpp

Revert [67111] (addition of boost/detail/iomanip.hpp) and all the commits that depend on it. ([68137], [68140], [68141], [68154], and [68165]).

2011-01-15 08:11:51 +00:00

integrate.hpp

Add distributions to statistic_tests

2010-03-08 03:46:47 +00:00

Jamfile.v2

Feature: Generalized inverse Gaussian random generator (#126)

2025-02-06 08:11:18 -05:00

multiprecision_float_test.cpp

Update multiprecision_float_test.cpp to not overflow type double.

2022-06-01 19:35:36 +01:00

multiprecision_int_test.cpp

Update multiprecision_int_test.cpp to not accidentality overflow type double.

2022-06-01 19:32:55 +01:00

niederreiter_base2_validate.cpp

Aggregated review fixes

2018-03-04 00:02:58 +02:00

sobol_validate.cpp

Aggregated review fixes

2018-03-04 00:02:58 +02:00

statistic_tests.cpp

Revert [67111] (addition of boost/detail/iomanip.hpp) and all the commits that depend on it. ([68137], [68140], [68141], [68154], and [68165]).

2011-01-15 08:11:51 +00:00

statistic_tests.hpp

Remove bind1st.

2017-12-07 15:17:23 -07:00

test_bernoulli_distribution.cpp

Update bernoulli_distribution to match C++0x.

2011-01-23 02:14:26 +00:00

test_bernoulli.cpp

Warning patrol

2011-03-16 03:24:42 +00:00

test_beta_distribution.cpp

Add beta_distribution. Refs #6804.

2014-03-13 16:13:35 -07:00

test_beta.cpp

Add beta_distribution. Refs #6804.

2014-03-13 16:13:35 -07:00

test_binomial_distribution.cpp

Refactor tests

2010-08-29 04:03:02 +00:00

test_binomial.cpp

Refactor distribution tests. Remove spurious dependency on boost/random.hpp

2011-02-11 02:13:59 +00:00

test_cauchy_distribution.cpp

Update cauchy_distribution to match C++0x.

2011-01-23 23:33:41 +00:00

test_cauchy.cpp

Update cauchy_distribution to match C++0x.

2011-01-23 23:33:41 +00:00

test_chi_squared_distribution.cpp

Implement chi_squared_distribution.

2011-01-05 05:17:37 +00:00

test_chi_squared.cpp

Refactor distribution tests. Remove spurious dependency on boost/random.hpp

2011-02-11 02:13:59 +00:00

test_comp_xoshiro128f.cpp

Add xoshiro128f

2025-01-30 16:20:08 -05:00

test_comp_xoshiro128mm.cpp

Add xoshiro128mm

2025-01-30 16:20:08 -05:00

test_comp_xoshiro128pp.cpp

Add xoshiro128pp

2025-01-30 16:20:08 -05:00

test_comp_xoshiro256d.cpp

Rename generators

2025-01-30 12:49:33 -05:00

test_comp_xoshiro256mm.cpp

Rename generators

2025-01-30 12:49:33 -05:00

test_comp_xoshiro256pp.cpp

Rename generators

2025-01-30 12:49:33 -05:00

test_comp_xoshiro512d.cpp

Add xoshiro512d

2025-01-30 14:29:45 -05:00

test_comp_xoshiro512mm.cpp

Add xoshiro512mm

2025-01-30 14:29:45 -05:00

test_comp_xoshiro512pp.cpp

Add xoshiro512pp

2025-01-30 14:29:44 -05:00

test_const_mod.cpp

Warning patrol

2011-03-16 03:24:42 +00:00

test_discrete_distribution.cpp

Switch from deprecated macros to new shiny ones; no functionality change

2012-07-09 19:50:17 +00:00

test_discrete.cpp

Handle integer weights in discrete_distribution. FIxes #6022.

2014-03-13 13:17:28 -07:00

test_distribution.ipp

Feature: Generalized inverse Gaussian random generator (#126)

2025-02-06 08:11:18 -05:00

test_ecuyer1988.cpp

Update seed_seq to match the final draft.

2011-09-20 22:59:42 +00:00

test_exponential_distribution.cpp

Update exponential_distribution to C++0x.

2011-01-22 21:44:25 +00:00

test_exponential.cpp

Update exponential_distribution to C++0x.

2011-01-22 21:44:25 +00:00

test_extreme_value_distribution.cpp

Refactor tests

2010-08-29 04:03:02 +00:00

test_extreme_value.cpp

Refactor distribution tests. Remove spurious dependency on boost/random.hpp

2011-02-11 02:13:59 +00:00

test_fisher_f_distribution.cpp

Implement fisher_f_distribution.

2011-01-05 22:42:36 +00:00

test_fisher_f.cpp

Refactor distribution tests. Remove spurious dependency on boost/random.hpp

2011-02-11 02:13:59 +00:00

test_gamma_distribution.cpp

Refactor tests

2010-08-29 04:03:02 +00:00

test_gamma.cpp

Refactor distribution tests. Remove spurious dependency on boost/random.hpp

2011-02-11 02:13:59 +00:00

test_generalized_inverse_gaussian_distribution.cpp

Feature: Generalized inverse Gaussian random generator (#126)

2025-02-06 08:11:18 -05:00

test_generate_canonical.cpp

Remove unnecessary #include. Fixes #6344.

2012-05-19 13:14:28 +00:00

test_generator.ipp

Allow 64 bit seeds to be passed instead of a 32 bit limit

2025-01-30 12:41:15 -05:00

test_geometric_distribution.cpp

geometric_distribution::min should be 0. Fixes #5704.

2011-08-30 19:31:43 +00:00

test_geometric.cpp

Warning patrol

2011-03-16 03:24:42 +00:00

test_hellekalek1995.cpp

Update seed_seq to match the final draft.

2011-09-20 22:59:42 +00:00

test_hyperexponential_distribution.cpp

Adjust the condition on brace initializers test to help some versions of gcc.

2018-01-10 14:54:32 -07:00

test_hyperexponential.cpp

Add hyperexponential_distribution. Contributed by Marco Guazzone.

2015-04-01 10:08:06 -06:00

test_independent_bits31.cpp

Update seed_seq to match the final draft.

2011-09-20 22:59:42 +00:00

test_independent_bits32.cpp

Update seed_seq to match the final draft.

2011-09-20 22:59:42 +00:00

test_inverse_gaussian_distribution.cpp

Add missing test macros

2025-02-03 09:40:56 -05:00

test_knuth_b.cpp

Update seed_seq to match the final draft.

2011-09-20 22:59:42 +00:00

test_kreutzer1986.cpp

Update seed_seq to match the final draft.

2011-09-20 22:59:42 +00:00

test_lagged_fibonacci607.cpp

Update seed_seq to match the final draft.

2011-09-20 22:59:42 +00:00

test_lagged_fibonacci1279.cpp

Update seed_seq to match the final draft.

2011-09-20 22:59:42 +00:00

test_lagged_fibonacci2281.cpp

Update seed_seq to match the final draft.

2011-09-20 22:59:42 +00:00

test_lagged_fibonacci3217.cpp

Update seed_seq to match the final draft.

2011-09-20 22:59:42 +00:00

test_lagged_fibonacci4423.cpp

Update seed_seq to match the final draft.

2011-09-20 22:59:42 +00:00

test_lagged_fibonacci9689.cpp

Update seed_seq to match the final draft.

2011-09-20 22:59:42 +00:00

test_lagged_fibonacci19937.cpp

Update seed_seq to match the final draft.

2011-09-20 22:59:42 +00:00

test_lagged_fibonacci23209.cpp

Update seed_seq to match the final draft.

2011-09-20 22:59:42 +00:00

test_lagged_fibonacci44497.cpp

Update seed_seq to match the final draft.

2011-09-20 22:59:42 +00:00

test_lagged_fibonacci.cpp

Update seed_seq to match the final draft.

2011-09-20 22:59:42 +00:00

test_laplace_distribution.cpp

Add laplace_distribution. Refs #6804.

2014-03-13 17:06:52 -07:00

test_laplace.cpp

Add laplace_distribution. Refs #6804.

2014-03-13 17:06:52 -07:00

test_linear_feedback_shift.cpp

Update seed_seq to match the final draft.

2011-09-20 22:59:42 +00:00

test_lognormal_distribution.cpp

Update lognormal_distribution to match C++0x.

2011-01-24 21:18:40 +00:00

test_lognormal.cpp

Update lognormal_distribution to match C++0x.

2011-01-24 21:18:40 +00:00

test_minstd_rand0.cpp

Update seed_seq to match the final draft.

2011-09-20 22:59:42 +00:00

test_minstd_rand.cpp

Update seed_seq to match the final draft.

2011-09-20 22:59:42 +00:00

test_mixmax.cpp

Passed through a C++ Beautifier on October 29

2019-10-29 14:04:02 +02:00

test_mt11213b.cpp

Optimized algorithm for mersenne_twister_engine::discard. Fixes #6706.

2014-04-05 11:22:01 -07:00

test_mt19937_64.cpp

Optimized algorithm for mersenne_twister_engine::discard. Fixes #6706.

2014-04-05 11:22:01 -07:00

test_mt19937.cpp

fix some warnings reported by clang

2017-12-05 11:21:56 -05:00

test_negative_binomial_distribution.cpp

Implement negative_binomial_distribution.

2010-08-31 20:07:59 +00:00

test_negative_binomial.cpp

Reduce the default number of trials, so the tests complete in a reasonable amount of time.

2011-02-11 21:09:46 +00:00

test_non_central_chi_squared_distribution.cpp

Add non-central chi-squared distribution contributed by Thijs van den Berg.

2014-04-08 17:47:01 -07:00

test_non_central_chi_squared.cpp

Add non-central chi-squared distribution contributed by Thijs van den Berg.

2014-04-08 17:47:01 -07:00

test_normal_distribution.cpp

Update normal_distribution to match C++0x. Implement student_t_distribution.

2011-01-06 02:53:00 +00:00

test_normal.cpp

Refactor distribution tests. Remove spurious dependency on boost/random.hpp

2011-02-11 02:13:59 +00:00

test_old_uniform_int_distribution.cpp

Replace deprecated/removed C++98 std::bind2nd by a custom function object, and ignore tests focussing on std::random_shuffle.

2017-05-13 19:24:05 +02:00

test_old_uniform_int.cpp

Update uniform_int and uniform_real.

2011-02-05 05:54:11 +00:00

test_old_uniform_real_distribution.cpp

Update uniform_int and uniform_real.

2011-02-05 05:54:11 +00:00

test_old_uniform_real.cpp

Refactor distribution tests. Remove spurious dependency on boost/random.hpp

2011-02-11 02:13:59 +00:00

test_piecewise_constant_distribution.cpp

Switch from deprecated macros to new shiny ones; no functionality change

2012-07-09 19:50:17 +00:00

test_piecewise_constant.cpp

Warning patrol

2011-03-16 03:24:42 +00:00

test_piecewise_linear_distribution.cpp

Switch from deprecated macros to new shiny ones; no functionality change

2012-07-09 19:50:17 +00:00

test_piecewise_linear.cpp

Warning patrol

2011-03-16 03:24:42 +00:00

test_poisson_distribution.cpp

Refactor tests

2010-08-29 04:03:02 +00:00

test_poisson.cpp

Refactor distribution tests. Remove spurious dependency on boost/random.hpp

2011-02-11 02:13:59 +00:00

test_qrng_functions.hpp

Quick fixes

2018-03-10 12:54:04 +02:00

test_rand48.cpp

Update seed_seq to match the final draft.

2011-09-20 22:59:42 +00:00

test_random_device.cpp

Make engine min/max constexpr.

2019-03-28 14:22:45 -06:00

test_random_number_generator.cpp

Replace deprecated/removed C++98 std::bind2nd by a custom function object, and ignore tests focussing on std::random_shuffle.

2017-05-13 19:24:05 +02:00

test_ranlux3_01.cpp

Update seed_seq to match the final draft.

2011-09-20 22:59:42 +00:00

test_ranlux3.cpp

Update seed_seq to match the final draft.

2011-09-20 22:59:42 +00:00

test_ranlux4_01.cpp

Update seed_seq to match the final draft.

2011-09-20 22:59:42 +00:00

test_ranlux4.cpp

Update seed_seq to match the final draft.

2011-09-20 22:59:42 +00:00

test_ranlux24_base.cpp

Update seed_seq to match the final draft.

2011-09-20 22:59:42 +00:00

test_ranlux24.cpp

Update seed_seq to match the final draft.

2011-09-20 22:59:42 +00:00

test_ranlux48_base.cpp

Update seed_seq to match the final draft.

2011-09-20 22:59:42 +00:00

test_ranlux48.cpp

Update seed_seq to match the final draft.

2011-09-20 22:59:42 +00:00

test_ranlux64_3_01.cpp

Update seed_seq to match the final draft.

2011-09-20 22:59:42 +00:00

test_ranlux64_3.cpp

Update seed_seq to match the final draft.

2011-09-20 22:59:42 +00:00

test_ranlux64_4_01.cpp

Update seed_seq to match the final draft.

2011-09-20 22:59:42 +00:00

test_ranlux64_4.cpp

Update seed_seq to match the final draft.

2011-09-20 22:59:42 +00:00

test_real_distribution.ipp

Warning patrol

2011-03-16 03:24:42 +00:00

test_seed_seq.cpp

Fix typo in seed_seq which caused the wrong result when the output sequence is shorter than the input sequence.

2017-10-09 09:54:10 -06:00

test_splitmix64.cpp

Add Splitmix64 (#89)

2023-12-15 08:45:47 +01:00

test_student_t_distribution.cpp

Update normal_distribution to match C++0x. Implement student_t_distribution.

2011-01-06 02:53:00 +00:00

test_student_t.cpp

Refactor distribution tests. Remove spurious dependency on boost/random.hpp

2011-02-11 02:13:59 +00:00

test_taus88.cpp

Update seed_seq to match the final draft.

2011-09-20 22:59:42 +00:00

test_triangle_distribution.cpp

Update triangle_distribution to match C++0x.

2011-01-25 01:17:50 +00:00

test_triangle.cpp

Update triangle_distribution to match C++0x.

2011-01-25 01:17:50 +00:00

test_uniform_int_distribution.cpp

Update the last tests left in random_test.cpp and move them to the appropriate places.

2011-03-14 23:37:39 +00:00

test_uniform_int.cpp

Refactor distribution tests. Remove spurious dependency on boost/random.hpp

2011-02-11 02:13:59 +00:00

test_uniform_int.ipp

Update the last tests left in random_test.cpp and move them to the appropriate places.

2011-03-14 23:37:39 +00:00

test_uniform_on_sphere_distribution.cpp

Suppress warning.

2016-02-18 12:57:06 -07:00

test_uniform_on_sphere.cpp

Optimize uniform_on_sphere for dims <= 3. Fixes #1059.

2014-03-12 17:31:23 -07:00

test_uniform_real_distribution.cpp

Avoid overflow. Fixes #8351.

2014-03-13 14:50:17 -07:00

test_uniform_real.cpp

Add uniform_real_distribution to match C++0x.

2011-01-25 20:08:07 +00:00

test_uniform_smallint_distribution.cpp

Update uniform_smallint.

2011-02-05 01:15:56 +00:00

test_uniform_smallint.cpp

Update uniform_smallint.

2011-02-05 01:15:56 +00:00

test_weibull_distribution.cpp

Refactor tests

2010-08-29 04:03:02 +00:00

test_weibull.cpp

Refactor distribution tests. Remove spurious dependency on boost/random.hpp

2011-02-11 02:13:59 +00:00

test_xoshiro128f.cpp

Add xoshiro128f

2025-01-30 16:20:08 -05:00

test_xoshiro128mm.cpp

Add xoshiro128mm

2025-01-30 16:20:08 -05:00

test_xoshiro128pp.cpp

Add xoshiro128pp

2025-01-30 16:20:08 -05:00

test_xoshiro256d.cpp

Rename generators

2025-01-30 12:49:33 -05:00

test_xoshiro256mm.cpp

Rename generators

2025-01-30 12:49:33 -05:00

test_xoshiro256pp.cpp

Rename generators

2025-01-30 12:49:33 -05:00

test_xoshiro512d.cpp

Add xoshiro512d

2025-01-30 14:29:45 -05:00

test_xoshiro512mm.cpp

Add xoshiro512mm

2025-01-30 14:29:45 -05:00

test_xoshiro512pp.cpp

Add xoshiro512pp

2025-01-30 14:29:44 -05:00

test_zero_seed.cpp

Fix behavior with zero seed re: '26.5.3.3 [rand.eng.sub]/7'; thanks to stl@microsoft for the report; Refs #7951

2013-01-30 06:42:36 +00:00