Struct rand::distributions::gamma::Gamma

pub struct Gamma {
    // some fields omitted
}

Unstable (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

Methods

impl Gamma

fn new(shape: f64, scale: f64) -> Gamma

Unstable (rand)

: use rand from crates.io

Construct an object representing the Gamma(shape, scale) distribution.

Panics if shape <= 0 or scale <= 0.

Trait Implementations

impl Sample<f64> for Gamma

fn sample<R: Rng>(&mut self, rng: &mut R) -> f64

Generate a random value of Support, using rng as the source of randomness.

impl IndependentSample<f64> for Gamma

fn ind_sample<R: Rng>(&self, rng: &mut R) -> f64

Generate a random value.