inverse_cdf#

Module for inverse transform sampling.

Functions#

construct_inverse_sampler()

Returns a sampler for the distribution corresponding to inverse_cdf.
construct_inverse_sampler(inverse_cdf, step_size=63)#

Returns a sampler for the distribution corresponding to inverse_cdf.

Parameters

  • inverse_cdf (Callable[[flint.arb], flint.arb]) – The inverse CDF for the distribution to sample from.

  • step_size (int) – Number of bits to sample from the prng per iteration.

Return type

Callable[[], float]