public class AhrensDieterMarsagliaTsangGammaSampler extends SamplerBase implements ContinuousSampler
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.
shape >= 1:
Marsaglia and Tsang, A Simple Method for Generating Gamma Variables. ACM Transactions on Mathematical Software, Volume 26 Issue 3, September, 2000.
| Constructor and Description |
|---|
AhrensDieterMarsagliaTsangGammaSampler(UniformRandomProvider rng,
double alpha,
double theta) |
| Modifier and Type | Method and Description |
|---|---|
double |
sample()
Creates a sample.
|
String |
toString() |
nextDouble, nextInt, nextIntpublic AhrensDieterMarsagliaTsangGammaSampler(UniformRandomProvider rng, double alpha, double theta)
rng - Generator of uniformly distributed random numbers.alpha - Alpha parameter of the distribution.theta - Theta parameter of the distribution.public double sample()
sample in interface ContinuousSamplerpublic String toString()
toString in class SamplerBaseCopyright © 2016 The Apache Software Foundation. All rights reserved.