trusty (3) std::gamma_distribution.3cxx.gz

NAME

       std::gamma_distribution< _RealType > -

SYNOPSIS

   Public Types
       typedef _RealType input_type
       typedef _RealType result_type

   Public Member Functions
       _RealType alpha () const
       gamma_distribution (const result_type &__alpha_val=result_type(1))
       template<class _UniformRandomNumberGenerator > gamma_distribution< _RealType >
           ::result_type operator() (_UniformRandomNumberGenerator &__urng)"
       template<class _UniformRandomNumberGenerator > result_type operator() (_UniformRandomNumberGenerator
           &__urng)
       void reset ()

   Friends
       template<typename _RealType1 , typename _CharT , typename _Traits > std::basic_ostream< _CharT,
           _Traits > & operator<< (std::basic_ostream< _CharT, _Traits > &__os, const gamma_distribution<
           _RealType1 > &__x)"
       template<typename _CharT , typename _Traits > std::basic_istream< _CharT,
           _Traits > & operator>> (std::basic_istream< _CharT, _Traits > &__is, gamma_distribution &__x)"

Detailed Description

   template<typename _RealType = double>class std::gamma_distribution< _RealType >
       A gamma continuous distribution for random numbers.

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

       Definition at line 2320 of file tr1_impl/random.

Constructor & Destructor Documentation

   template<typename _RealType = double> std::gamma_distribution< _RealType >::gamma_distribution (const
       result_type &__alpha_val = result_type(1)) [inline],  [explicit]
       Constructs a gamma distribution with parameters $ lpha $.

       Definition at line 2332 of file tr1_impl/random.

Member Function Documentation

   template<typename _RealType = double> _RealType std::gamma_distribution< _RealType >::alpha () const [inline]
       Gets the $ lpha $ of the distribution.

       Definition at line 2343 of file tr1_impl/random.

   template<typename _RealType = double> template<class _UniformRandomNumberGenerator >
       gamma_distribution<_RealType>::result_type std::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 1501 of file random.tcc.

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

   template<typename _RealType = double> void std::gamma_distribution< _RealType >::reset () [inline]
       Resets the distribution.

       Definition at line 2350 of file tr1_impl/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 2382 of file tr1_impl/random.

Author

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