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67 | <div class="navpath"><b>itpp</b>::<a class="el" href="classitpp_1_1Gamma__RNG.html">Gamma_RNG</a> |
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70 | <div class="contents"> |
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71 | <h1>itpp::Gamma_RNG Class Reference<br> |
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72 | <small> |
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73 | [<a class="el" href="group__randgen.html">Random Number Generation</a>]</small> |
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74 | </h1><!-- doxytag: class="itpp::Gamma_RNG" -->Gamma distribution<p> |
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75 | Generate samples from Gamma(alpha,beta) density, according to the following equation: <p class="formulaDsp"> |
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76 | <img class="formulaDsp" alt="\[ x \sim \Gamma(\alpha,\beta) = \frac{\beta^\alpha}{\Gamma(\alpha)}x^{\alpha-1} \exp(-\beta x) \]" src="form_184.png"> |
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77 | <p> |
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78 | . |
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79 | <a href="#_details">More...</a> |
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80 | <p> |
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81 | <code>#include <<a class="el" href="random_8h-source.html">random.h</a>></code> |
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82 | <p> |
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83 | |
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84 | <p> |
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85 | <a href="classitpp_1_1Gamma__RNG-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> |
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86 | <tr><td></td></tr> |
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87 | <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> |
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88 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e132860f825f427d63652edd02c25b54"></a><!-- doxytag: member="itpp::Gamma_RNG::Gamma_RNG" ref="e132860f825f427d63652edd02c25b54" args="(double a=1.0, double b=1.0)" --> |
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89 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classitpp_1_1Gamma__RNG.html#e132860f825f427d63652edd02c25b54">Gamma_RNG</a> (double a=1.0, double b=1.0)</td></tr> |
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90 | |
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91 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructor, which sets alpha (a) and beta (b). <br></td></tr> |
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92 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cced56e9bb421619b7ff32fbf794d501"></a><!-- doxytag: member="itpp::Gamma_RNG::setup" ref="cced56e9bb421619b7ff32fbf794d501" args="(double a, double b)" --> |
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93 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classitpp_1_1Gamma__RNG.html#cced56e9bb421619b7ff32fbf794d501">setup</a> (double a, double b)</td></tr> |
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94 | |
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95 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Set alpha and beta. <br></td></tr> |
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96 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="98e2e65456bca33fca602b2bd607235e"></a><!-- doxytag: member="itpp::Gamma_RNG::operator()" ref="98e2e65456bca33fca602b2bd607235e" args="()" --> |
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97 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classitpp_1_1Gamma__RNG.html#98e2e65456bca33fca602b2bd607235e">operator()</a> ()</td></tr> |
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98 | |
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99 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Get one sample. <br></td></tr> |
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100 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d407bbcda8a39e3f07cac3fdf58ca430"></a><!-- doxytag: member="itpp::Gamma_RNG::operator()" ref="d407bbcda8a39e3f07cac3fdf58ca430" args="(int n)" --> |
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101 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classitpp_1_1Gamma__RNG.html#d407bbcda8a39e3f07cac3fdf58ca430">operator()</a> (int n)</td></tr> |
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102 | |
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103 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Get a sample vector. <br></td></tr> |
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104 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="394c84c73fe7e507c04fe6a9f64067ac"></a><!-- doxytag: member="itpp::Gamma_RNG::operator()" ref="394c84c73fe7e507c04fe6a9f64067ac" args="(int r, int c)" --> |
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105 | mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classitpp_1_1Gamma__RNG.html#394c84c73fe7e507c04fe6a9f64067ac">operator()</a> (int r, int c)</td></tr> |
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106 | |
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107 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Get a sample matrix. <br></td></tr> |
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108 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d79da7d042746e5aeb1a5b03976dda75"></a><!-- doxytag: member="itpp::Gamma_RNG::sample" ref="d79da7d042746e5aeb1a5b03976dda75" args="()" --> |
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109 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classitpp_1_1Gamma__RNG.html#d79da7d042746e5aeb1a5b03976dda75">sample</a> ()</td></tr> |
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110 | |
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111 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Get a sample. <br></td></tr> |
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112 | </table> |
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113 | <hr><a name="_details"></a><h2>Detailed Description</h2> |
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114 | Gamma distribution<p> |
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115 | Generate samples from Gamma(alpha,beta) density, according to the following equation: <p class="formulaDsp"> |
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116 | <img class="formulaDsp" alt="\[ x \sim \Gamma(\alpha,\beta) = \frac{\beta^\alpha}{\Gamma(\alpha)}x^{\alpha-1} \exp(-\beta x) \]" src="form_184.png"> |
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117 | <p> |
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118 | . |
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119 | <p> |
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120 | For <img class="formulaInl" alt="$\alpha=1$" src="form_185.png"> the Gamma distribution is equivalent to the Exponential distribution.<p> |
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121 | <dl class="note" compact><dt><b>Note:</b></dt><dd>The implementation of the <a class="el" href="classitpp_1_1Gamma__RNG.html#d79da7d042746e5aeb1a5b03976dda75" title="Get a sample.">sample()</a> function was adapted from the R statistical language. </dd></dl> |
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122 | <dl class="author" compact><dt><b>Author:</b></dt><dd>Vasek Smidl </dd></dl> |
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123 | <hr>The documentation for this class was generated from the following files:<ul> |
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124 | <li><a class="el" href="random_8h-source.html">random.h</a><li><a class="el" href="random_8cpp.html">random.cpp</a></ul> |
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