Overview | Package | Class | Use | Tree | Deprecated | Index | Help
| Colt 1.2.0
PREV CLASS NEXT CLASS | FRAMES NO FRAMES
SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD

## cern.jet.random
Class Gamma

    java.lang.Object
      cern.colt.PersistentObject
          cern.jet.random.AbstractDistribution
              cern.jet.random.AbstractContinousDistribution
                  cern.jet.random.Gamma

All Implemented Interfaces:
  Cloneable, DoubleFunction, IntFunction, Serializable

public class Gamma
extends AbstractContinousDistribution

Gamma distribution; math definition, definition of gamma function and animated definition.

`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);

Instance methods operate on a user supplied uniform random number generator; they are unsynchronized.

Static methods operate on a default uniform random number generator; they are synchronized.

Implementation:

Method: Acceptance Rejection combined with Acceptance Complement.
High performance implementation. This is a port of RandGamma used in CLHEP 1.4.0 (C++). CLHEP's implementation, in turn, is based on `gds.c` from the C-RAND / WIN-RAND 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.

Version:
  1.0, 09/24/99
See Also:
  Serialized Form

Field Summary

Fields inherited from class cern.colt.PersistentObject
`serialVersionUID`

Constructor Summary
`Gamma(double alpha, double lambda, RandomEngine randomGenerator)` Constructs a Gamma distribution.

Method Summary
`double` | `cdf(double x)` Returns the cumulative distribution function.
`double` | `nextDouble()` Returns a random number from the distribution.
`double` | `nextDouble(double alpha, double lambda)` Returns a random number from the distribution; bypasses the internal state.
`double` | `pdf(double x)` Returns the probability distribution function.
`void` | `setState(double alpha, double lambda)` Sets the mean and variance.
`static double` | `staticNextDouble(double alpha, double lambda)` Returns a random number from the distribution.
`String` | `toString()` Returns a String representation of the receiver.

Methods inherited from class cern.jet.random.AbstractDistribution
`apply, apply, clone, makeDefaultGenerator, nextInt`

Methods inherited from class java.lang.Object
`equals, getClass, hashCode, notify, notifyAll, wait, wait, wait`

Constructor Detail

### Gamma

    public Gamma(double alpha,
                 double lambda,
                 RandomEngine randomGenerator)

  Constructs a Gamma distribution. Example: alpha=1.0, lambda=1.0.

Throws:
  `IllegalArgumentException` - if `alpha <= 0.0 || lambda <= 0.0`.

Method Detail

### cdf

    public double cdf(double x)

  Returns the cumulative distribution function.

### nextDouble

    public double nextDouble()

  Returns a random number from the distribution.

  Specified by:
    `nextDouble` in class `AbstractDistribution`

### nextDouble

    public double nextDouble(double alpha,
                             double lambda)

  Returns a random number from the distribution; bypasses the internal state.

### pdf

    public double pdf(double x)

  Returns the probability distribution function.

### setState

    public void setState(double alpha,
                         double lambda)

  Sets the mean and variance.

  Throws:
    `IllegalArgumentException` - if `alpha <= 0.0 || lambda <= 0.0`.

### staticNextDouble

    public static double staticNextDouble(double alpha,
                                          double lambda)

  Returns a random number from the distribution.

  Throws:
    `IllegalArgumentException` - if `alpha <= 0.0 || lambda <= 0.0`.

### toString

    public String toString()

  Returns a String representation of the receiver.

Overview | Package | Class | Use | Tree | Deprecated | Index | Help
| Colt 1.2.0
PREV CLASS NEXT CLASS | FRAMES NO FRAMES
SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD

Jump to the Colt Homepage