itpp::Gamma_RNG Class Reference

Gamma distributionGenerate samples from Gamma(alpha,beta) density, according to the following equation:

. More...

`#include <itpp/base/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. | |

Gamma distribution

Generate samples from Gamma(alpha,beta) density, according to the following equation:

.

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:

- itpp/base/random.h
- itpp/base/random.cpp

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