pub struct Gamma { /* 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 2000[1],
falling back to directly sampling from an Exponential for shape == 1
, and using the boosting technique described in [1] for
shape < 1
.
use rand::distributions::{IndependentSample, Gamma};
let gamma = Gamma::new(2.0, 5.0);
let v = gamma.ind_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
Construct an object representing the Gamma(shape, scale)
distribution.
Panics if shape <= 0
or scale <= 0
.
Generate a random value of Support
, using rng
as the source of randomness. Read more
Performs copy-assignment from source
. Read more
Formats the value using the given formatter. Read more
Creates owned data from borrowed data, usually by cloning. Read more
🔬 This is a nightly-only experimental API. (toowned_clone_into
)
recently added
Uses borrowed data to replace owned data, usually by cloning. Read more
🔬 This is a nightly-only experimental API. (try_from
)
The type returned in the event of a conversion error.
🔬 This is a nightly-only experimental API. (try_from
)
Immutably borrows from an owned value. Read more
Mutably borrows from an owned value. Read more
🔬 This is a nightly-only experimental API. (try_from
)
The type returned in the event of a conversion error.
🔬 This is a nightly-only experimental API. (try_from
)
🔬 This is a nightly-only experimental API. (get_type_id
)
this method will likely be replaced by an associated static