The OpenD Programming Language

mir.stat.distribution.gamma

This module contains algorithms for the Gamma Distribution.

This module uses the shape/scale parameterization of the gamma distribution. To use the shape/rate parameterization, apply the inverse to the rate and pass it as the scale parameter.

Members

Functions

gammaCCDF
T gammaCCDF(T x, T shape, T scale)

Computes the gamma complementary cumulative distribution function (CCDF).

gammaCDF
T gammaCDF(T x, T shape, T scale)

Computes the gamma cumulative distribution function (CDF).

gammaInvCDF
T gammaInvCDF(T p, T shape, T scale)

Computes the gamma inverse cumulative distribution function (InvCDF).

gammaLPDF
T gammaLPDF(T x, T shape, T scale)
T gammaLPDF(T x, size_t shape, T scale)

Computes the gamma log probability density function (LPDF).

gammaPDF
T gammaPDF(T x, T shape, T scale)
T gammaPDF(T x, size_t shape, T scale)

Computes the gamma probability density function (PDF).

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Authors

Ilia Ki, John Michael Hall