Module ojalgo

Package org.ojalgo.random

Class Gamma

java.lang.Object

org.ojalgo.random.RandomNumber

org.ojalgo.random.Gamma

All Implemented Interfaces:

Comparable<RandomNumber>, DoubleSupplier, Supplier<Double>, BasicFunction, NullaryFunction<Double>, PrimitiveFunction.Nullary, Distribution, AccessScalar<Double>, ComparableNumber<RandomNumber>, NumberDefinition

public class Gamma
extends RandomNumber

Distribution of the sum of aCount random variables with an exponential distribution with parameter aLambda.

Nested Class Summary

Nested classes/interfaces inherited from interface org.ojalgo.function.BasicFunction

BasicFunction.Differentiable<N extends Comparable<N>,F extends BasicFunction>, BasicFunction.Integratable<N extends Comparable<N>,F extends BasicFunction>, BasicFunction.PlainUnary<T,R>

Field Summary

Fields

Modifier and Type	Field	Description
private final double	myRate
private final double	myShape

Constructor Summary

Constructors

Constructor	Description
Gamma()
Gamma(double aShape, double aRate)

Method Summary

Modifier and Type	Method	Description
protected double	generate()	A Convenient Way of Generating Gamma Random Variables Using Generalized Exponential Distribution
double	getExpected()
double	getVariance()	Subclasses must override either getStandardDeviation() or getVariance()!

Methods inherited from class org.ojalgo.random.RandomNumber

checkProbabilty, compareTo, doubleValue, floatValue, getStandardDeviation, intValue, invoke, longValue, newSampleSet, random, setRandom, setSeed, toString

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Methods inherited from interface org.ojalgo.function.NullaryFunction

andThen, get, getAsDouble

Methods inherited from interface org.ojalgo.type.NumberDefinition

booleanValue, byteValue, shortValue

Field Details

myShape

private final double myShape

myRate

private final double myRate

Constructor Details

Gamma

public Gamma()

Gamma

public Gamma(double aShape,
 double aRate)

Method Details

getExpected

public double getExpected()

getVariance

public double getVariance()

Description copied from class: RandomNumber

Subclasses must override either getStandardDeviation() or getVariance()!

Specified by:

getVariance in interface Distribution

Overrides:

getVariance in class RandomNumber

See Also:

• Distribution.getStandardDeviation()
• Distribution.getVariance()

generate

protected double generate()

A Convenient Way of Generating Gamma Random Variables Using Generalized Exponential Distribution

Specified by:

generate in class RandomNumber

See Also:

• RandomNumber.generate()