final class Gamma extends AnyRef

Gamma distribution; <A HREF="http://wwwinfo.cern.ch/asdoc/shortwrupsdir/g106/top.html"> math definition</A>, <A HREF="http://www.cern.ch/RD11/rkb/AN16pp/node96.html#SECTION000960000000000000000"> definition of gamma function</A> and <A HREF="http://www.statsoft.com/textbook/glosf.html#Gamma Distribution"> animated definition</A>.

p(x) = k * x^(alpha-1) * e^(-x/beta) with k = 1/(g(alpha) * b^a)) and g(a) being the gamma function.

Valid parameter ranges: alpha > 0.

Note: For a Gamma distribution to have the mean mean and variance variance, set the parameters as follows: 

alpha = mean*mean / variance; lambda = 1 / (variance / mean);

Implementation: <dt> Method: Acceptance Rejection combined with Acceptance Complement. <dt> High performance implementation. This is a port of <A HREF="http://wwwinfo.cern.ch/asd/lhc++/clhep/manual/RefGuide/Random/RandGamma.html">RandGamma</A> used in <A HREF="http://wwwinfo.cern.ch/asd/lhc++/clhep">CLHEP 1.4.0</A> (C++). CLHEP's implementation, in turn, is based on gds.c from the <A HREF="http://www.cis.tu-graz.ac.at/stat/stadl/random.html">C-RAND / WIN-RAND</A> library. C-RAND's implementation, in turn, is based upon

J.H. Ahrens, U. Dieter (1974): Computer methods for sampling from gamma, beta, Poisson and binomial distributions, Computing 12, 223-246.

and

J.H. Ahrens, U. Dieter (1982): Generating gamma variates by a modified rejection technique, Communications of the ACM 25, 47-54.

Source
Gamma.java
Version

1.0, 09/24/99

Linear Supertypes
AnyRef, Any
Ordering
  1. Alphabetic
  2. By Inheritance
Inherited
  1. Gamma
  2. AnyRef
  3. Any
  1. Hide All
  2. Show All
Visibility
  1. Public
  2. All

Value Members

  1. final def !=(arg0: Any): Boolean
    Definition Classes
    AnyRef → Any
  2. final def ##(): Int
    Definition Classes
    AnyRef → Any
  3. final def ==(arg0: Any): Boolean
    Definition Classes
    AnyRef → Any
  4. final def asInstanceOf[T0]: T0
    Definition Classes
    Any
  5. def clone(): AnyRef
    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @native() @throws( ... )
  6. final def eq(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  7. def equals(arg0: Any): Boolean
    Definition Classes
    AnyRef → Any
  8. def finalize(): Unit
    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )
  9. final def getClass(): Class[_]
    Definition Classes
    AnyRef → Any
    Annotations
    @native()
  10. def hashCode(): Int
    Definition Classes
    AnyRef → Any
    Annotations
    @native()
  11. final def isInstanceOf[T0]: Boolean
    Definition Classes
    Any
  12. final def ne(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  13. final def notify(): Unit
    Definition Classes
    AnyRef
    Annotations
    @native()
  14. final def notifyAll(): Unit
    Definition Classes
    AnyRef
    Annotations
    @native()
  15. final def synchronized[T0](arg0: ⇒ T0): T0
    Definition Classes
    AnyRef
  16. def toString(): String
    Definition Classes
    AnyRef → Any
  17. final def wait(): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  18. final def wait(arg0: Long, arg1: Int): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  19. final def wait(arg0: Long): Unit
    Definition Classes
    AnyRef
    Annotations
    @native() @throws( ... )

Inherited from AnyRef

Inherited from Any

Ungrouped