AhrensDieterMarsagliaTsangGammaSampler

class AhrensDieterMarsagliaTsangGammaSampler : Sampler<Double>
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Sampling from the gamma distribution.

  • For 0 < alpha < 1: Ahrens, J. H. and Dieter, U., Computer methods for sampling from gamma, beta, Poisson and binomial distributions, Computing, 12, 223-246, 1974.

  • For alpha >= 1: Marsaglia and Tsang, A Simple Method for Generating Gamma Variables. ACM Transactions on Mathematical Software, Volume 26 Issue 3, September, 2000.

Based on Commons RNG implementation.

See https://commons.apache.org/proper/commons-rng/commons-rng-sampling/apidocs/org/apache/commons/rng/sampling/distribution/AhrensDieterMarsagliaTsangGammaSampler.html.

Types

Companion
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common
object Companion
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Functions

sample
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common
open override fun sample(generator: RandomGenerator): Chain<Double>
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Generates a chain of samples.
toString
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common
open override fun toString(): String
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Sources

common source
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