itpp::Gamma_RNG Class Reference
[Random Number Generation]
Gamma distributionGenerate samples from Gamma(alpha,beta) density, according to the following equation:
![\[ x \sim \Gamma(\alpha,\beta) = \frac{\beta^\alpha}{\Gamma(\alpha)}x^{\alpha-1} \exp(-\beta x) \]](form_184.png)
. More...
#include <random.h>
Public Member Functions | |
| Gamma_RNG (double a=1.0, double b=1.0) | |
| Constructor, which sets alpha (a) and beta (b). | |
| void | setup (double a, double b) |
| Set alpha and beta. | |
| double | operator() () |
| Get one sample. | |
| vec | operator() (int n) |
| Get a sample vector. | |
| mat | operator() (int r, int c) |
| Get a sample matrix. | |
| double | sample () |
| Get a sample. | |
Detailed Description
Gamma distributionGenerate samples from Gamma(alpha,beta) density, according to the following equation:
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For 
the Gamma distribution is equivalent to the Exponential distribution.
- Note:
- The implementation of the sample() function was adapted from the R statistical language.
The documentation for this class was generated from the following files:
