Re: [Boost-users] students_t distribution with mt19937

Subject: Re: [Boost-users] students_t distribution with mt19937
From: Steven Watanabe (watanabesj_at_[hidden])
Date: 2010-07-20 11:01:49

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