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

$x \sim \Gamma(\alpha,\beta) = \frac{\beta^\alpha}{\Gamma(\alpha)}x^{\alpha-1} \exp(-\beta x)$

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 distribution

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

$x \sim \Gamma(\alpha,\beta) = \frac{\beta^\alpha}{\Gamma(\alpha)}x^{\alpha-1} \exp(-\beta x)$

For $\alpha=1$ the Gamma distribution is equivalent to the Exponential distribution.

Note: The implementation of the sample() function was adapted from the R statistical language.

Definition at line 510 of file random.h.

The documentation for this class was generated from the following files: