std::tr1::gamma_distribution< _RealType > Class Template Reference
[Continuous Distributions]

List of all members.

Detailed Description

template<typename _RealType = double>
class std::tr1::gamma_distribution< _RealType >

The formula for the gamma probability mass function is $ p(x) = \frac{1}{\Gamma(\alpha)} x^{\alpha - 1} e^{-x} $.

Definition at line 2285 of file random.

Public Types

Public Member Functions

Friends


Constructor & Destructor Documentation

template<typename _RealType = double>
std::tr1::gamma_distribution< _RealType >::gamma_distribution ( const result_type __alpha_val = result_type(1)  )  [inline, explicit]

Constructs a gamma distribution with parameters $ \alpha $.

Definition at line 2297 of file random.

References _GLIBCXX_DEBUG_ASSERT.


Member Function Documentation

template<typename _RealType = double>
_RealType std::tr1::gamma_distribution< _RealType >::alpha (  )  const [inline]

Gets the $ \alpha $ of the distribution.

Definition at line 2308 of file random.

template<typename _RealType>
template<class _UniformRandomNumberGenerator>
gamma_distribution< _RealType >::result_type std::tr1::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 1471 of file random.tcc.

References std::exp(), std::log(), and std::pow().

template<typename _RealType = double>
void std::tr1::gamma_distribution< _RealType >::reset (  )  [inline]

Resets the distribution.

Definition at line 2315 of file random.


Friends And Related Function Documentation

template<typename _RealType = double>
template<typename _RealType1, typename _CharT, typename _Traits>
std::basic_ostream<_CharT, _Traits>& operator<< ( std::basic_ostream< _CharT, _Traits > &  __os,
const gamma_distribution< _RealType1 > &  __x 
) [friend]

Inserts a gamma_distribution random number distribution __x into the output stream __os.

Parameters:
__os An output stream.
__x A gamma_distribution random number distribution.
Returns:
The output stream with the state of __x inserted or in an error state.

template<typename _RealType = double>
template<typename _CharT, typename _Traits>
std::basic_istream<_CharT, _Traits>& operator>> ( std::basic_istream< _CharT, _Traits > &  __is,
gamma_distribution< _RealType > &  __x 
) [friend]

Extracts a gamma_distribution random number distribution __x from the input stream __is.

Parameters:
__is An input stream.
__x A gamma_distribution random number generator engine.
Returns:
The input stream with __x extracted or in an error state.

Definition at line 2347 of file random.


The documentation for this class was generated from the following files:
Generated on Thu Nov 1 13:18:40 2007 for libstdc++ by  doxygen 1.5.1