org.apache.mahout.math.jet.random

Class Gamma

java.lang.Object

org.apache.mahout.math.function.DoubleFunction

org.apache.mahout.math.jet.random.AbstractDistribution

org.apache.mahout.math.jet.random.AbstractContinousDistribution

org.apache.mahout.math.jet.random.Gamma

All Implemented Interfaces:

IntFunction

public class Gamma
extends AbstractContinousDistribution

Constructor Summary

Constructors

Constructor and Description
Gamma(double alpha, double rate, Random randomGenerator) Constructs a Gamma distribution with a given shape (alpha) and rate (beta).

Method Summary

Methods

Modifier and Type	Method and Description
double	cdf(double x) Returns the cumulative distribution function.
static double	logGamma(double x) Returns a quick approximation of log(gamma(x)).
double	nextDouble() Returns a random number from the distribution.
double	nextDouble(double alpha, double rate) Returns a random number from the distribution; bypasses the internal state.
double	pdf(double x) Returns the probability distribution function.
String	toString()

Methods inherited from class org.apache.mahout.math.jet.random.AbstractContinousDistribution

nextInt

Methods inherited from class org.apache.mahout.math.jet.random.AbstractDistribution

apply, apply, getRandomGenerator, randomDouble, setRandomGenerator

Methods inherited from class org.apache.mahout.math.function.DoubleFunction

isDensifying

Methods inherited from class java.lang.Object

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

Constructor Detail

Gamma

public Gamma(double alpha,
     double rate,
     Random randomGenerator)

Constructs a Gamma distribution with a given shape (alpha) and rate (beta).

Parameters:

alpha - The shape parameter.

rate - The rate parameter.

randomGenerator - The random number generator that generates bits for us.

Throws:

IllegalArgumentException - if alpha <= 0.0 || alpha <= 0.0.

Method Detail

cdf

public double cdf(double x)

Returns the cumulative distribution function.

Overrides:

cdf in class AbstractContinousDistribution

Parameters:

x - The end-point where the cumulation should end.

nextDouble

public double nextDouble()

Returns a random number from the distribution.

Specified by:

nextDouble in class AbstractDistribution

Returns:

A new sample from this distribution.

nextDouble

public double nextDouble(double alpha,
                double rate)

Returns a random number from the distribution; bypasses the internal state. * Gamma Distribution - Acceptance Rejection combined with * Acceptance Complement * * * FUNCTION: - gds samples a random number from the standard * gamma distribution with parameter a > 0. * Acceptance Rejection gs for a < 1 , * Acceptance Complement gd for a >= 1 . * REFERENCES: - J.H. Ahrens, U. Dieter (1974): Computer methods * for sampling from gamma, beta, Poisson and * binomial distributions, Computing 12, 223-246. * - J.H. Ahrens, U. Dieter (1982): Generating gamma * variates by a modified rejection technique, * Communications of the ACM 25, 47-54. * SUBPROGRAMS: - drand(seed) ... (0,1)-Uniform generator with * unsigned long integer *seed * - NORMAL(seed) ... Normal generator N(0,1). * *

Parameters:

alpha - Shape parameter.

rate - Rate parameter (=1/scale).

Returns:

A gamma distributed sample.

pdf

public double pdf(double x)

Returns the probability distribution function.

Overrides:

pdf in class AbstractContinousDistribution

Parameters:

x - Where to compute the density function.

Returns:

The value of the gamma density at x.

toString

public String toString()

Overrides:

toString in class Object

logGamma

public static double logGamma(double x)

Returns a quick approximation of log(gamma(x)).