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

Fields

Modifier and Type	Field and Description
private double	k Alpha == k
private Random	random The random generator.
private double	theta Theta == 1 / Beta

Constructor Summary

Constructors

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

Method Summary

Methods

Modifier and Type	Method and Description
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