Struct ndarray_rand::rand_distr::Gamma[][src]

pub struct Gamma<F> where
    F: Float,
    StandardNormal: Distribution<F>,
    Exp1: Distribution<F>,
    Open01: Distribution<F>, 
{ /* fields omitted */ }

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.

Example

use rand_distr::{Distribution, Gamma};

let gamma = Gamma::new(2.0, 5.0).unwrap();
let v = gamma.sample(&mut rand::thread_rng());
println!("{} is from a Gamma(2, 5) distribution", v);

  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<F> Gamma<F> where
    F: Float,
    StandardNormal: Distribution<F>,
    Exp1: Distribution<F>,
    Open01: Distribution<F>, 
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pub fn new(shape: F, scale: F) -> Result<Gamma<F>, Error>[src]

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

Trait Implementations

impl<F> Clone for Gamma<F> where
    F: Clone + Float,
    StandardNormal: Distribution<F>,
    Exp1: Distribution<F>,
    Open01: Distribution<F>, 
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impl<F> Copy for Gamma<F> where
    F: Copy + Float,
    StandardNormal: Distribution<F>,
    Exp1: Distribution<F>,
    Open01: Distribution<F>, 
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impl<F> Debug for Gamma<F> where
    F: Debug + Float,
    StandardNormal: Distribution<F>,
    Exp1: Distribution<F>,
    Open01: Distribution<F>, 
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impl<F> Distribution<F> for Gamma<F> where
    F: Float,
    StandardNormal: Distribution<F>,
    Exp1: Distribution<F>,
    Open01: Distribution<F>, 
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Auto Trait Implementations

impl<F> RefUnwindSafe for Gamma<F> where
    F: RefUnwindSafe

impl<F> Send for Gamma<F> where
    F: Send

impl<F> Sync for Gamma<F> where
    F: Sync

impl<F> Unpin for Gamma<F> where
    F: Unpin

impl<F> UnwindSafe for Gamma<F> where
    F: UnwindSafe

Blanket Implementations

impl<T> Any for T where
    T: 'static + ?Sized
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impl<T> Borrow<T> for T where
    T: ?Sized
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impl<T> BorrowMut<T> for T where
    T: ?Sized
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impl<T> From<T> for T[src]

impl<T, U> Into<U> for T where
    U: From<T>, 
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impl<T> ToOwned for T where
    T: Clone
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type Owned = T

The resulting type after obtaining ownership.

impl<T, U> TryFrom<U> for T where
    U: Into<T>, 
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type Error = Infallible

The type returned in the event of a conversion error.

impl<T, U> TryInto<U> for T where
    U: TryFrom<T>, 
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type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.

impl<V, T> VZip<V> for T where
    V: MultiLane<T>,