Gamma distribution

• Header: <vsmc/rng/gammak1.h>
• Distribution: Gamma with scale 1, shape k, \( f(x) = \frac{1}{\Gamma(k)}x^{k-1}e^{-x} \)
• Method:
  • k >= 1: Ahrens, J.H. and Dieter, U. (1982). Generating gamma variates by a modified rejection technique. Comm. ACM, 25, 47-54.
  • k < 1: Ahrens, J.H. and Dieter, U. (1974). Computer methods for sampling from gamma, beta, poisson and binomial distributions. Computing, 12, 223-246.

Types and functions

gammak1_<N>x<W>_<F>;
void gammak1_<N>x<W>_<F>_init (gammak1_<N>x<W>_<F> *, cburng<N>x<W>_rng_t *, <FT> shape);
<FT> gammak1_<N>x<W>_<F>_init (gammak1_<N>x<W>_<F> *, cburng<N>x<W>_rng_t *);

Macros

GAMMAK1_<N>x<W>
GAMMAK1_<N>x<W>_INIT
GAMMAK1_<N>x<W>_RAND

Examples

#define VSMC_HAS_OPENCL_DOUBLE 1
#include <vsmc/rng/gammak1.h>

cburng4x32_rng_t rng;
cburng4x32_init(&rng);

double shape = 2;
gammak1_4x32_53 rgamma_53;
gammak1_4x32_53_init(&rgamma_53, &rng, shape);
double r_53 = gammak1_4x32_53_rand(&rgamma_53, &rng);

GAMMAK1_4x32 rgamma;
GAMMAK1_4x32_INIT(&rgamma, &rng, shape);
double r = GAMMAK1_4x32_RAND(&rgamma, &rng);