de.lmu.ifi.dbs.elki.data.synthetic.bymodel.distribution
Class GammaDistribution

java.lang.Object
  de.lmu.ifi.dbs.elki.data.synthetic.bymodel.distribution.GammaDistribution

All Implemented Interfaces:

Distribution

public final class GammaDistribution
extends Object
implements Distribution

Simple generator for a Gamma Distribution

Field Summary

private double	k Alpha == k
private Random	random The random generator.
private double	theta Theta == 1 / Beta

Constructor Summary

GammaDistribution(double k, double theta, Random random)
Constructor for Gamma distribution generator

Method Summary

double	explain(double val) Return the PDF of the generators distribution
double	generate() Generate a random value with the generators parameters.
double	getK()
double	getTheta()
static double	pdf(double x, double k, double theta) Gamma distribution PDF (with 0.0 for x < 0)
String	toString() Simple toString explaining the distribution parameters.

Methods inherited from class java.lang.Object

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

Field Detail

k

private final double k

Alpha == k

theta

private final double theta

Theta == 1 / Beta

random

private Random random

The random generator.

Constructor Detail

GammaDistribution

public GammaDistribution(double k,
                         double theta,
                         Random random)

Constructor for Gamma distribution generator

Parameters:

k - k, alpha aka. "shape" parameter

theta - Theta = 1.0/Beta aka. "scaling" parameter

random - Random generator

Method Detail

pdf

public static double pdf(double x,
                         double k,
                         double theta)

Gamma distribution PDF (with 0.0 for x < 0)

Parameters:

x - query value

k - Alpha

theta - Thetha = 1 / Beta

Returns:

probability density

explain

public double explain(double val)

Return the PDF of the generators distribution

Specified by:

explain in interface Distribution

Parameters:

val - existing value

Returns:

distribution density

generate

public double generate()

Generate a random value with the generators parameters. Along the lines of - J.H. Ahrens, U. Dieter (1974): Computer methods for sampling from gamma, beta, Poisson and binomial distributions, Computing 12, 223-246. - J.H. Ahrens, U. Dieter (1982): Generating gamma variates by a modified rejection technique, Communications of the ACM 25, 47-54.

Specified by:

generate in interface Distribution

Returns:

new generated value

toString

public String toString()

Simple toString explaining the distribution parameters. Used in producing a model description.

Specified by:

toString in interface Distribution

Overrides:

toString in class Object

Returns:

description

getK

public double getK()

Returns:

the value of k

getTheta

public double getTheta()

Returns:

the standard deviation