Struct rand::distributions::Gamma [−][src]
pub struct Gamma { /* fields omitted */ }
👎 Deprecated since 0.7.0:
moved to rand_distr crate
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 20001,
falling back to directly sampling from an Exponential for shape == 1
, and using the boosting technique described in that paper for
shape < 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 ↩
Implementations
impl Gamma
[src]
impl Gamma
[src]