Scroll to navigation

std::gamma_distribution< _RealType >(3cxx) std::gamma_distribution< _RealType >(3cxx)

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 > 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(alpha)} x^{alpha - 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 $ alpha $.
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 $ alpha $ of the distribution.
Definition at line 2343 of file tr1_impl/random.

template<typename _RealType > 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

Generated automatically by Doxygen for libstdc++ from the source code.
Thu Aug 2 2012 libstdc++