itpp::Gamma_RNG Class Reference

Gamma distribution. 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) More...
void	setup (double a, double b)
	Set alpha and beta. More...
double	operator() ()
	Get one sample. More...
vec	operator() (int n)
	Get a sample vector. More...
mat	operator() (int r, int c)
	Get a sample matrix. More...
double	sample ()
	Get a sample. More...

Detailed Description

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.

Author

Vasek Smidl

Definition at line 510 of file random.h.

Constructor & Destructor Documentation

Gamma_RNG()

itpp::Gamma_RNG::Gamma_RNG ( double  a = 1.0, double  b = 1.0  )

inline

Constructor, which sets alpha (a) and beta (b)

Definition at line 514 of file random.h.

Member Function Documentation

setup()

void itpp::Gamma_RNG::setup ( double  a, double  b  )

inline

Set alpha and beta.

Definition at line 516 of file random.h.

operator()() [1/3]

double itpp::Gamma_RNG::operator() ( )

inline

Get one sample.

Definition at line 518 of file random.h.

operator()() [2/3]

vec itpp::Gamma_RNG::operator()

(

int

n

)

Get a sample vector.

Definition at line 441 of file random.cpp.

References sample().

operator()() [3/3]

mat itpp::Gamma_RNG::operator()	(	int	r,
		int	c
	)

Get a sample matrix.

Definition at line 449 of file random.cpp.

References sample().

sample()

double itpp::Gamma_RNG::sample

(

)

Get a sample.

Definition at line 457 of file random.cpp.

References itpp::exp(), itpp::Random_Generator::genrand_close_open(), itpp::Random_Generator::genrand_open_close(), itpp::Random_Generator::genrand_open_open(), itpp::log(), and itpp::Normal_RNG::sample().

Referenced by operator()().

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

• itpp/base/random.h
• itpp/base/random.cpp