org.ojalgo.random

Class Gamma

java.lang.Object

java.lang.Number

org.ojalgo.random.RandomNumber

org.ojalgo.random.Gamma

All Implemented Interfaces:

Serializable, DoubleSupplier, Supplier<Double>, BasicFunction<Double>, NullaryFunction<Double>, Distribution

public class Gamma
extends RandomNumber

Distribution of the sum of aCount random variables with an exponential distribution with parameter aLambda.

Author:

apete

See Also:

Serialized Form

Nested Class Summary

Nested classes/interfaces inherited from interface org.ojalgo.function.BasicFunction

BasicFunction.Differentiable<N extends Number,F extends BasicFunction<N>>, BasicFunction.Integratable<N extends Number,F extends BasicFunction<N>>

Constructor Summary

Constructors

Constructor and Description
Gamma()
Gamma(double aShape, double aRate)

Method Summary

Modifier and Type	Method and Description
protected double	generate() A Convenient Way of Generating Gamma Random Variables Using Generalized Exponential Distribution
double	getExpected()
double	getVariance() Subclasses must override either getStandardDeviation() or getVariance()!

Methods inherited from class org.ojalgo.random.RandomNumber

checkProbabilty, doubleValue, floatValue, getStandardDeviation, intValue, invoke, longValue, random, setSeed, toString

Methods inherited from class java.lang.Number

byteValue, shortValue

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Methods inherited from interface org.ojalgo.function.NullaryFunction

andThen, get, getAsDouble

Constructor Detail

Gamma

public Gamma()

Gamma

public Gamma(double aShape,
             double aRate)

Method Detail

getExpected

public double getExpected()

getVariance

public double getVariance()

Description copied from class: RandomNumber

Subclasses must override either getStandardDeviation() or getVariance()!

Specified by:

getVariance in interface Distribution

Overrides:

getVariance in class RandomNumber

See Also:

Distribution.getStandardDeviation(), Distribution.getVariance()

generate

protected double generate()

A Convenient Way of Generating Gamma Random Variables Using Generalized Exponential Distribution

Specified by:

generate in class RandomNumber

See Also:

RandomNumber.generate()