prrng::gamma_distribution Class Reference

Gamma distribution. More...

#include <prrng.h>

Public Member Functions
	gamma_distribution (double k=1, double scale=1)
	Constructor.
template<class T >
T	pdf (const T &x)
	Probability density function.
template<class T >
T	cdf (const T &x)
	Cumulative density function.
template<class T >
T	quantile (const T &p)
	Quantile (the inverse of the cumulative density function).

Detailed Description

Gamma distribution.

Only available when compiled with PRRNG_USE_BOOST.

References:

• https://en.wikipedia.org/wiki/Gamma_distribution
• https://github.com/boostorg/math/blob/develop/include/boost/math/distributions/gamma.hpp

Definition at line 1343 of file prrng.h.

Constructor & Destructor Documentation

gamma_distribution()

prrng::gamma_distribution::gamma_distribution ( double  k = 1, double  scale = 1  )

inline

Constructor.

Parameters

k	Shape parameter \( \k \).
scale	Scale parameter \( \theta \).

Definition at line 1351 of file prrng.h.

Member Function Documentation

cdf()

template<class T >

T prrng::gamma_distribution::cdf ( const T &  x )

inline

Cumulative density function.

Only available when compiled with PRRNG_USE_BOOST (e.g. using the CMake target prrng::use_boost).

Parameters

x	Coordinates.

Returns

Cumulative density for each x.

Definition at line 1390 of file prrng.h.

pdf()

template<class T >

T prrng::gamma_distribution::pdf ( const T &  x )

inline

Probability density function.

Only available when compiled with PRRNG_USE_BOOST (e.g. using the CMake target prrng::use_boost).

Parameters

x	Coordinates.

Returns

Probability density for each x.

Definition at line 1366 of file prrng.h.

quantile()

template<class T >

T prrng::gamma_distribution::quantile ( const T &  p )

inline

Quantile (the inverse of the cumulative density function).

Only available when compiled with PRRNG_USE_BOOST (e.g. using the CMake target prrng::use_boost).

Parameters

p	Probability [0, 1].

Returns

Quantile for each p.

Definition at line 1413 of file prrng.h.

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The documentation for this class was generated from the following file:

• prrng.h