libstdc++
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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) |
A gamma continuous distribution for random numbers.
The formula for the gamma probability mass function is .
Definition at line 2320 of file tr1_impl/random.
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inlineexplicit |
Constructs a gamma distribution with parameters .
Definition at line 2332 of file tr1_impl/random.
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inline |
Gets the of the distribution.
Definition at line 2343 of file tr1_impl/random.
gamma_distribution< _RealType >::result_type std::gamma_distribution< _RealType >::operator() | ( | _UniformRandomNumberGenerator & | __urng | ) |
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 1501 of file random.tcc.
References std::exp(), std::log(), and std::pow().
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inline |
Resets the distribution.
Definition at line 2350 of file tr1_impl/random.
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friend |
Inserts a gamma_distribution random number distribution __x
into the output stream __os
.
__os | An output stream. |
__x | A gamma_distribution random number distribution. |
__x
inserted or in an error state.
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friend |
Extracts a gamma_distribution random number distribution __x
from the input stream __is
.
__is | An input stream. |
__x | A gamma_distribution random number generator engine. |
__x
extracted or in an error state. Definition at line 2382 of file tr1_impl/random.