Package cern.jet.random
Class Gamma
- java.lang.Object
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- All Implemented Interfaces:
DoubleFunction
,IntFunction
,java.io.Serializable
,java.lang.Cloneable
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
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Field Summary
Fields Modifier and Type Field Description protected double
alpha
protected double
lambda
protected static Gamma
shared
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Fields inherited from class cern.jet.random.AbstractDistribution
randomGenerator
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Fields inherited from class cern.colt.PersistentObject
serialVersionUID
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Constructor Summary
Constructors Constructor Description Gamma(double alpha, double lambda, RandomEngine randomGenerator)
Constructs a Gamma distribution.
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description 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.java.lang.String
toString()
Returns a String representation of the receiver.private static void
xstaticSetRandomGenerator(RandomEngine randomGenerator)
Sets the uniform random number generated shared by all static methods.-
Methods inherited from class cern.jet.random.AbstractDistribution
apply, apply, clone, getRandomGenerator, makeDefaultGenerator, nextInt, setRandomGenerator
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Field Detail
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alpha
protected double alpha
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lambda
protected double lambda
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shared
protected static Gamma shared
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Constructor Detail
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Gamma
public Gamma(double alpha, double lambda, RandomEngine randomGenerator)
Constructs a Gamma distribution. Example: alpha=1.0, lambda=1.0.- Throws:
java.lang.IllegalArgumentException
- if alpha <= 0.0 || lambda <= 0.0.
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Method Detail
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cdf
public double cdf(double x)
Returns the cumulative distribution function.
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nextDouble
public double nextDouble()
Returns a random number from the distribution.- Specified by:
nextDouble
in classAbstractDistribution
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nextDouble
public double nextDouble(double alpha, double lambda)
Returns a random number from the distribution; bypasses the internal state.
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pdf
public double pdf(double x)
Returns the probability distribution function.
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setState
public void setState(double alpha, double lambda)
Sets the mean and variance.- Throws:
java.lang.IllegalArgumentException
- if alpha <= 0.0 || lambda <= 0.0.
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staticNextDouble
public static double staticNextDouble(double alpha, double lambda)
Returns a random number from the distribution.- Throws:
java.lang.IllegalArgumentException
- if alpha <= 0.0 || lambda <= 0.0.
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toString
public java.lang.String toString()
Returns a String representation of the receiver.- Overrides:
toString
in classjava.lang.Object
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xstaticSetRandomGenerator
private static void xstaticSetRandomGenerator(RandomEngine randomGenerator)
Sets the uniform random number generated shared by all static methods.- Parameters:
randomGenerator
- the new uniform random number generator to be shared.
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