Description Usage Arguments Details References
Generate from a exponential distribution using a gpu.
1 |
n |
The number of values to generate |
rate |
Parameter for exponential random variables. |
seed |
Seed for the random number generation. |
type |
'double' or 'float' |
We use the cuRAND uniform generator together with the fact that if X \sim U(0, 1) then Y = -λ^{-1}\log(X) \sim Exp(λ).
Casella, G. and Berger, R.L., 2002. Statistical inference (Vol. 2). Pacific Grove, CA: Duxbury.
Rizzo, M.L., 2007. Statistical computing with R. Chapman and Hall/CRC.
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