C# Class NSoft.NFramework.Numerics.Distributions.Continuous.Gamma

Implements the univariate Gamma distribution. For details about this distribution, see Wikipedia - Gamma distribution.

The Gamma distribution is parametrized by a shape and inverse scale parameter. When we want to specify a Gamma distribution which is a point distribution we set the shape parameter to be the location of the point distribution and the inverse scale as positive infinity. The distribution with shape and inverse scale both zero is undefined.

Random number generation for the Gamma distribution is based on the algorithm in: "A Simple Method for Generating Gamma Variables" - Marsaglia & Tsang ACM Transactions on Mathematical Software, Vol. 26, No. 3, September 2000, Pages 363?72.

The distribution will use the System.Random by default. Users can get/set the random number generator by using the RandomSource property.

The statistics classes will check all the incoming parameters whether they are in the allowed range. This might involve heavy computation. Optionally, by setting Control.CheckDistributionParameters to false, all parameter checks can be turned off.

Inheritance: IContinuousDistribution

Datei anzeigen Open project: debop/NFramework

Public Methods

Method	Description
CumulativeDistribution ( double x ) : double	확률 분포 계산을 위한 누적분포함수
Density ( double x ) : double	분포의 확률 밀도
Density ( double shape, double invScale, double x ) : double	감마분포의 확률밀도를 계산합니다.
DensityLn ( double x ) : double	분포의 로그 확률 밀도
DensityLn ( double shape, double invScale, double x ) : double	감마분포의 로그 확률밀도를 계산합니다.
Gamma ( double shape, double invScale, Func randomFactory = null ) : System
Sample ( ) : double	분포의 무작위 값을 제공합니다.
Sample ( Random rnd, double shape, double invScale ) : double	감마 분포의 샘플 데이타를 생성합니다.
Samples ( ) : IEnumerable	현 분포의 무작위 값을 열거합니다.
Samples ( Random rnd, double shape, double invScale ) : IEnumerable	감마 분포의 샘플 데이타를 생성합니다.
ToString ( ) : string
WithShapeInvScale ( double shape, double invScale ) : Gamma	Constructs a Gamma distribution from a shape and inverse scale parameter. The distribution will be initialized with the default System.Random random number generator.
WithShapeScale ( double shape, double scale ) : Gamma	Constructs a Gamma distribution from a shape and scale parameter. The distribution will be initialized with the default System.Random random number generator.

Private Methods

Method	Description
AssertParameters ( double shape, double invScale ) : void
SampleGamma ( Random rnd, double shape, double invScale ) : double	Sampling implementation based on: "A Simple Method for Generating Gamma Variables" - Marsaglia & Tsang ACM Transactions on Mathematical Software, Vol. 26, No. 3, September 2000, Pages 363?72. This method performs no parameter checks.
SetParameters ( double shape, double invScale ) : void

Method Details

CumulativeDistribution() public method

확률 분포 계산을 위한 누적분포함수

public CumulativeDistribution ( double x ) : double
x	double	The location at which to compute the cumulative distribution function.
return	double

Density() public method

분포의 확률 밀도

public Density ( double x ) : double
x	double
return	double

Density() public static method

감마분포의 확률밀도를 계산합니다.

public static Density ( double shape, double invScale, double x ) : double
shape	double
invScale	double
x	double
return	double

DensityLn() public method

분포의 로그 확률 밀도

public DensityLn ( double x ) : double
x	double
return	double

DensityLn() public static method

감마분포의 로그 확률밀도를 계산합니다.

public static DensityLn ( double shape, double invScale, double x ) : double
shape	double
invScale	double
x	double
return	double

Gamma() public method

public Gamma ( double shape, double invScale, Func randomFactory = null ) : System
shape	double
invScale	double
randomFactory	Func
return	System

Sample() public method

분포의 무작위 값을 제공합니다.

public Sample ( ) : double
return	double

Sample() public static method

감마 분포의 샘플 데이타를 생성합니다.

public static Sample ( Random rnd, double shape, double invScale ) : double
rnd	System.Random
shape	double
invScale	double
return	double

Samples() public method

현 분포의 무작위 값을 열거합니다.

public Samples ( ) : IEnumerable
return	IEnumerable

Samples() public static method

감마 분포의 샘플 데이타를 생성합니다.

public static Samples ( Random rnd, double shape, double invScale ) : IEnumerable
rnd	System.Random
shape	double
invScale	double
return	IEnumerable

ToString() public method

public ToString ( ) : string
return	string

WithShapeInvScale() public static method

Constructs a Gamma distribution from a shape and inverse scale parameter. The distribution will be initialized with the default System.Random random number generator.

public static WithShapeInvScale ( double shape, double invScale ) : Gamma
shape	double	The shape of the Gamma distribution.
invScale	double	The inverse scale of the Gamma distribution.
return	Gamma

WithShapeScale() public static method

Constructs a Gamma distribution from a shape and scale parameter. The distribution will be initialized with the default System.Random random number generator.

public static WithShapeScale ( double shape, double scale ) : Gamma
shape	double	The shape of the Gamma distribution.
scale	double	The scale of the Gamma distribution.
return	Gamma