std::tr1::gamma_distribution

NAME

std::tr1::gamma_distribution -

SYNOPSIS


Detailed Description

template<typename _RealType = double> class std::tr1::gamma_distribution< _RealType >

The formula for the gamma probability mass function is $ p(x) = ac{1}{\Gamma(\alpha)} x^{\alpha - 1} e^{-x} $.
Definition at line 2280 of file random.

Public Types

typedef _RealType input_type
typedef _RealType result_type

Public Member Functions

_RealType alpha () const
gamma_distribution (const result_type &__alpha_val=result_type(1))
template<class _UniformRandomNumberGenerator> result_type operator() (_UniformRandomNumberGenerator &__urng)
void reset ()

Friends

template<typename _RealType1, typename _CharT, typename _Traits> std::basic_ostream< _CharT, _Traits > & operator<< (std::basic_ostream< _CharT, _Traits > &__os, const gamma_distribution< _RealType1 > &__x)
template<typename _CharT, typename _Traits> std::basic_istream< _CharT, _Traits > & operator>> (std::basic_istream< _CharT, _Traits > &__is, gamma_distribution &__x)

Constructor & Destructor Documentation

template<typename _RealType = double> std::tr1::gamma_distribution< _RealType >::gamma_distribution (const result_type & __alpha_val = result_type(1)) [inline, explicit]

Constructs a gamma distribution with parameters $ \alpha $.
Definition at line 2292 of file random.
References _GLIBCXX_DEBUG_ASSERT.

Member Function Documentation

template<typename _RealType = double> _RealType std::tr1::gamma_distribution< _RealType >::alpha () const [inline]

Gets the $ \alpha $ of the distribution.
Definition at line 2303 of file random.

template<typename _RealType> template<class _UniformRandomNumberGenerator> gamma_distribution< _RealType >::result_type std::tr1::gamma_distribution< _RealType >::operator() (_UniformRandomNumberGenerator & __urng) [inline]

Cheng's rejection algorithm GB for alpha >= 1 and a modification of Vaduva's rejection from Weibull algorithm due to Devroye for alpha < 1.
References: Cheng, R. C. 'The Generation of Gamma Random Variables with Non-integral Shape Parameter.' Applied Statistics, 26, 71-75, 1977.
Vaduva, I. 'Computer Generation of Gamma Gandom Variables by Rejection and Composition Procedures.' Math. Operationsforschung and Statistik, Series in Statistics, 8, 545-576, 1977.
Devroye, L. 'Non-Uniform Random Variates Generation.' Springer-Verlag, New York, 1986, Ch. IX, Sect. 3.4 (+ Errata!).
Definition at line 1471 of file random.tcc.
References std::exp(), std::log(), and std::pow().

template<typename _RealType = double> void std::tr1::gamma_distribution< _RealType >::reset () [inline]

Resets the distribution.
Definition at line 2310 of file random.

Friends And Related Function Documentation

template<typename _RealType = double> template<typename _RealType1, typename _CharT, typename _Traits> std::basic_ostream<_CharT, _Traits>& operator<< (std::basic_ostream< _CharT, _Traits > & __os, const gamma_distribution< _RealType1 > & __x) [friend]

Inserts a gamma_distribution random number distribution __x into the output stream __os.
Parameters:
__os An output stream.
__x A gamma_distribution random number distribution.
Returns:
The output stream with the state of __x inserted or in an error state.

template<typename _RealType = double> template<typename _CharT, typename _Traits> std::basic_istream<_CharT, _Traits>& operator>> (std::basic_istream< _CharT, _Traits > & __is, gamma_distribution< _RealType > & __x) [friend]

Extracts a gamma_distribution random number distribution __x from the input stream __is.
Parameters:
__is An input stream.
__x A gamma_distribution random number generator engine.
Returns:
The input stream with __x extracted or in an error state.
Definition at line 2342 of file random.

Author

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