Struct rand::distributions::gamma::Gamma
[−]
[src]
pub struct Gamma {
repr: GammaRepr,
}rand): use rand from crates.io
The Gamma distribution Gamma(shape, scale) distribution.
The density function of this distribution is
f(x) = x^(k - 1) * exp(-x / θ) / (Γ(k) * θ^k)
where Γ is the Gamma function, k is the shape and θ is the
scale and both k and θ are strictly positive.
The algorithm used is that described by Marsaglia & Tsang 2000[1],
falling back to directly sampling from an Exponential for shape == 1, and using the boosting technique described in [1] for
shape < 1.
[1]: George Marsaglia and Wai Wan Tsang. 2000. "A Simple Method for Generating Gamma Variables" ACM Trans. Math. Softw. 26, 3 (September 2000), 363-372. DOI:10.1145/358407.358414
Fields
repr | Unstable ( rand): use |
Methods
impl Gamma
fn new(shape: f64, scale: f64) -> Gamma
rand): use rand from crates.io
Construct an object representing the Gamma(shape, scale)
distribution.
Panics if shape <= 0 or scale <= 0.