org.apache.commons.rng.sampling.distribution

Class AhrensDieterMarsagliaTsangGammaSampler

java.lang.Object

org.apache.commons.rng.sampling.distribution.SamplerBase

org.apache.commons.rng.sampling.distribution.AhrensDieterMarsagliaTsangGammaSampler

All Implemented Interfaces:

ContinuousSampler

public class AhrensDieterMarsagliaTsangGammaSampler
extends SamplerBase
implements ContinuousSampler

Sampling from the Gamma distribution.

• For 0 < shape < 1:

  Ahrens, J. H. and Dieter, U., Computer methods for sampling from gamma, beta, Poisson and binomial distributions, Computing, 12, 223-246, 1974.

• For shape >= 1:

  Marsaglia and Tsang, A Simple Method for Generating Gamma Variables. ACM Transactions on Mathematical Software, Volume 26 Issue 3, September, 2000.

Constructor Summary

Constructors

Constructor and Description
AhrensDieterMarsagliaTsangGammaSampler(UniformRandomProvider rng, double alpha, double theta)

Method Summary

Modifier and Type	Method and Description
double	sample() Creates a sample.
String	toString()

Methods inherited from class org.apache.commons.rng.sampling.distribution.SamplerBase

nextDouble, nextInt, nextInt

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

AhrensDieterMarsagliaTsangGammaSampler

public AhrensDieterMarsagliaTsangGammaSampler(UniformRandomProvider rng,
                                              double alpha,
                                              double theta)

Parameters:

rng - Generator of uniformly distributed random numbers.

alpha - Alpha parameter of the distribution.

theta - Theta parameter of the distribution.

Method Detail

sample

public double sample()

Creates a sample.

Specified by:

sample in interface ContinuousSampler

Returns:

a sample.

toString

public String toString()

Overrides:

toString in class SamplerBase