RandomG.GammaDistribution

gamma distribution f=x^(alpha-1)*exp(-x/theta)/(gamma(alpha)*theta^alpha) alpha has to be bigger than 1, for alpha<1 use gammaD(alpha)=gammaD(alpha+1)*pow(r.uniform!(T),1/alpha) from Marsaglia and Tsang, ACM Transaction on Mathematical Software, Vol. 26, N. 3 2000, p 363-372

class RandomG(SourceT = DefaultEngine)

struct GammaDistribution (

) {

RandomG r;

T alpha;

T theta;

static GammaDistribution create(RandomG r, T alpha, T theta);

GammaDistribution opCall(U a, S args);

T getRandom(T a, T t);

U randomize(U b, T a, T t);

U randomizeOp(S delegate(T) op, U b, T a, T t);

}

Members

Functions

getRandom T getRandom(T a, T t): returns a single random number
opCall GammaDistribution opCall(U a, S args): chainable call style initialization of variables (thorugh a call to randomize)
randomize U randomize(U b, T a, T t): initializes b with gamma distribued random numbers
randomizeOp U randomizeOp(S delegate(T) op, U b, T a, T t): maps op on random numbers (of type T) and initializes b with it

Static functions

create GammaDistribution create(RandomG r, T alpha, T theta): Undocumented in source. Be warned that the author may not have intended to support it.

Variables

alpha T alpha;: Undocumented in source.
r RandomG r;: Undocumented in source.
theta T theta;: Undocumented in source.

RandomG.GammaDistribution

Members

Functions

Static functions

Variables

Meta

Source