edu.cmu.minorthird.classify.algorithms.random
Class Gamma

java.lang.Object
  edu.cmu.minorthird.classify.algorithms.random.Gamma

public class Gamma
extends java.lang.Object

Gamma distribution; math definition, definition of gamma function and animated definition.

p(x) = k * x^(alpha-1) * e^(-x/beta) with k = 1/(g(alpha) * b^a)) and g(a) being the gamma function.

Valid parameter ranges: alpha > 0.

Note: For a Gamma distribution to have the mean mean and variance variance, set the parameters as follows:

 alpha = mean*mean / variance; lambda = 1 / (variance / mean);
 

Instance methods operate on a user supplied uniform random number generator; they are unsynchronized.

Static methods operate on a default uniform random number generator; they are synchronized.

Implementation:

Method: Acceptance Rejection combined with Acceptance Complement.

High performance implementation. This is a port of RandGamma used in CLHEP 1.4.0 (C++). CLHEP's implementation, in turn, is based on gds.c from the C-RAND / WIN-RAND library. C-RAND's implementation, in turn, is based upon

J.H. Ahrens, U. Dieter (1974): Computer methods for sampling from gamma, beta, Poisson and binomial distributions, Computing 12, 223-246.

and

J.H. Ahrens, U. Dieter (1982): Generating gamma variates by a modified rejection technique, Communications of the ACM 25, 47-54.

Version:

1.0, 09/24/99

Author:

wolfgang.hoschek@cern.ch, Edoardo Airoldi

Field Summary

protected double	alpha
protected RandomElement	gen
protected double	lambda

Constructor Summary

Gamma(double alpha, double lambda)
Constructs a Gamma distribution.

Method Summary

double	nextDouble() Returns a random number from the distribution.
double	nextDouble(double alpha, double lambda) Returns a random number from the distribution; bypasses the internal state.
void	setState(double alpha, double lambda) Sets the mean and variance.
java.lang.String	toString() Returns a String representation of the receiver.

Methods inherited from class java.lang.Object

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

Field Detail

gen

protected RandomElement gen

alpha

protected double alpha

lambda

protected double lambda

Constructor Detail

Gamma

public Gamma(double alpha,
             double lambda)

Constructs a Gamma distribution. Example: alpha=1.0, lambda=1.0.

Throws:

java.lang.IllegalArgumentException - if alpha <= 0.0 || lambda <= 0.0.

Method Detail

nextDouble

public double nextDouble()

Returns a random number from the distribution.

nextDouble

public double nextDouble(double alpha,
                         double lambda)

Returns a random number from the distribution; bypasses the internal state.

setState

public void setState(double alpha,
                     double lambda)

Sets the mean and variance.

Throws:

java.lang.IllegalArgumentException - if alpha <= 0.0 || lambda <= 0.0.

toString

public java.lang.String toString()

Returns a String representation of the receiver.

Overrides:

toString in class java.lang.Object