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</div>
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<div class="header">
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<p class="class"><strong>Type</strong> Gamma</p>
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<p><strong>Namespace</strong> MathNet.Numerics.Distributions</p>
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<p><strong>Interfaces</strong> <a href="../MathNet.Numerics.Distributions/IContinuousDistribution.htm">IContinuousDistribution</a></p>
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</div>
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<div class="sub-header">
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<div id="summary">Continuous Univariate Gamma distribution.
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For details about this distribution, see. <blockquote class="remarks">
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The Gamma distribution is parametrized by a shape and inverse scale parameter. When we want
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to specify a Gamma distribution which is a point distribution we set the shape parameter to be the
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location of the point distribution and the inverse scale as positive infinity. The distribution
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with shape and inverse scale both zero is undefined.
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Random number generation for the Gamma distribution is based on the algorithm in:
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"A Simple Method for Generating Gamma Variables" - Marsaglia & Tsang
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ACM Transactions on Mathematical Software, Vol. 26, No. 3, September 2000, Pages 363–372.
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</blockquote>
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</div>
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<h3 class="section">Constructors</h3>
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<ul>
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<li><a href="../MathNet.Numerics.Distributions/Gamma.htm#.ctor">Gamma</a></li>
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<li><a href="../MathNet.Numerics.Distributions/Gamma.htm#.ctor">Gamma</a></li>
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</ul>
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<h3 class="section">Static Functions</h3>
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<ul>
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<li><a href="../MathNet.Numerics.Distributions/Gamma.htm#CDF">CDF</a></li>
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<li><a href="../MathNet.Numerics.Distributions/Gamma.htm#InvCDF">InvCDF</a></li>
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<li><a href="../MathNet.Numerics.Distributions/Gamma.htm#IsValidParameterSet">IsValidParameterSet</a></li>
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<li><a href="../MathNet.Numerics.Distributions/Gamma.htm#PDF">PDF</a></li>
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<li><a href="../MathNet.Numerics.Distributions/Gamma.htm#PDFLn">PDFLn</a></li>
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<li><a href="../MathNet.Numerics.Distributions/Gamma.htm#Sample">Sample</a></li>
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<li><a href="../MathNet.Numerics.Distributions/Gamma.htm#Sample">Sample</a></li>
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<li><a href="../MathNet.Numerics.Distributions/Gamma.htm#Samples">Samples</a></li>
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<li><a href="../MathNet.Numerics.Distributions/Gamma.htm#Samples">Samples</a></li>
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<li><a href="../MathNet.Numerics.Distributions/Gamma.htm#Samples">Samples</a></li>
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<li><a href="../MathNet.Numerics.Distributions/Gamma.htm#Samples">Samples</a></li>
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<li><a href="../MathNet.Numerics.Distributions/Gamma.htm#WithShapeRate">WithShapeRate</a></li>
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<li><a href="../MathNet.Numerics.Distributions/Gamma.htm#WithShapeScale">WithShapeScale</a></li>
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</ul>
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<h3 class="section">Methods</h3>
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<ul>
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<li><a href="../MathNet.Numerics.Distributions/Gamma.htm#CumulativeDistribution">CumulativeDistribution</a></li>
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<li><a href="../MathNet.Numerics.Distributions/Gamma.htm#Density">Density</a></li>
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<li><a href="../MathNet.Numerics.Distributions/Gamma.htm#DensityLn">DensityLn</a></li>
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<li><a href="../MathNet.Numerics.Distributions/Gamma.htm#Equals">Equals</a></li>
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<li><a href="../MathNet.Numerics.Distributions/Gamma.htm#GetHashCode">GetHashCode</a></li>
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<li><a href="../MathNet.Numerics.Distributions/Gamma.htm#GetType">GetType</a></li>
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<li><a href="../MathNet.Numerics.Distributions/Gamma.htm#InverseCumulativeDistribution">InverseCumulativeDistribution</a></li>
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<li><a href="../MathNet.Numerics.Distributions/Gamma.htm#Sample">Sample</a></li>
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<li><a href="../MathNet.Numerics.Distributions/Gamma.htm#Samples">Samples</a></li>
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<li><a href="../MathNet.Numerics.Distributions/Gamma.htm#Samples">Samples</a></li>
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<li><a href="../MathNet.Numerics.Distributions/Gamma.htm#ToString">ToString</a></li>
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</ul>
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<h3 class="section">Properties</h3>
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<ul>
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<li><a href="../MathNet.Numerics.Distributions/Gamma.htm#Entropy">Entropy</a></li>
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<li><a href="../MathNet.Numerics.Distributions/Gamma.htm#Maximum">Maximum</a></li>
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<li><a href="../MathNet.Numerics.Distributions/Gamma.htm#Mean">Mean</a></li>
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<li><a href="../MathNet.Numerics.Distributions/Gamma.htm#Median">Median</a></li>
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<li><a href="../MathNet.Numerics.Distributions/Gamma.htm#Minimum">Minimum</a></li>
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<li><a href="../MathNet.Numerics.Distributions/Gamma.htm#Mode">Mode</a></li>
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<li><a href="../MathNet.Numerics.Distributions/Gamma.htm#RandomSource">RandomSource</a></li>
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<li><a href="../MathNet.Numerics.Distributions/Gamma.htm#Rate">Rate</a></li>
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<li><a href="../MathNet.Numerics.Distributions/Gamma.htm#Scale">Scale</a></li>
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<li><a href="../MathNet.Numerics.Distributions/Gamma.htm#Shape">Shape</a></li>
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<li><a href="../MathNet.Numerics.Distributions/Gamma.htm#Skewness">Skewness</a></li>
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<li><a href="../MathNet.Numerics.Distributions/Gamma.htm#StdDev">StdDev</a></li>
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<li><a href="../MathNet.Numerics.Distributions/Gamma.htm#Variance">Variance</a></li>
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</ul>
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</div>
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<h3 class="section">Public Constructors</h3>
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<div id=".ctor" class="method">
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<h4> <strong>Gamma</strong>(<span title="System.double">double</span> shape, <span title="System.double">double</span> rate, <span title="System.Random">Random</span> randomSource)</h4>
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<div class="content">Initializes a new instance of the Gamma class.
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<div class="parameters">
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<h5>Parameters</h5>
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<h6><code><span title="System.double">double</span></code> shape</h6>
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<p class="comments">The shape (k, α) of the Gamma distribution. Range: α ≥ 0. </p>
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<h6><code><span title="System.double">double</span></code> rate</h6>
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<p class="comments">The rate or inverse scale (β) of the Gamma distribution. Range: β ≥ 0. </p>
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<h6><code><span title="System.Random">Random</span></code> randomSource</h6>
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<p class="comments">The random number generator which is used to draw random samples. </p>
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</div>
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</div>
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</div>
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<div id=".ctor" class="method">
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<h4> <strong>Gamma</strong>(<span title="System.double">double</span> shape, <span title="System.double">double</span> rate)</h4>
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<div class="content">Initializes a new instance of the Gamma class.
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<div class="parameters">
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<h5>Parameters</h5>
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<h6><code><span title="System.double">double</span></code> shape</h6>
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<p class="comments">The shape (k, α) of the Gamma distribution. Range: α ≥ 0. </p>
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<h6><code><span title="System.double">double</span></code> rate</h6>
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<p class="comments">The rate or inverse scale (β) of the Gamma distribution. Range: β ≥ 0. </p>
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</div>
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</div>
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</div>
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<h3 class="section">Public Static Functions</h3>
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<div id="CDF" class="method">
|
|
<h4><span title="System.double">double</span> <strong>CDF</strong>(<span title="System.double">double</span> shape, <span title="System.double">double</span> rate, <span title="System.double">double</span> x)</h4>
|
|
<div class="content">Computes the cumulative distribution (CDF) of the distribution at x, i.e. P(X ≤ x).
|
|
|
|
|
|
<div class="parameters">
|
|
<h5>Parameters</h5>
|
|
|
|
<h6><code><span title="System.double">double</span></code> shape</h6>
|
|
<p class="comments">The shape (k, α) of the Gamma distribution. Range: α ≥ 0. </p>
|
|
<h6><code><span title="System.double">double</span></code> rate</h6>
|
|
<p class="comments">The rate or inverse scale (β) of the Gamma distribution. Range: β ≥ 0. </p>
|
|
<h6><code><span title="System.double">double</span></code> x</h6>
|
|
<p class="comments">The location at which to compute the cumulative distribution function. </p>
|
|
</div>
|
|
|
|
<div class="return">
|
|
<h5>Return</h5>
|
|
<h6><code><span title="System.double">double</span></code></h6>
|
|
<p>the cumulative distribution at location <var>x</var>. </p>
|
|
</div>
|
|
|
|
</div>
|
|
</div>
|
|
<div id="InvCDF" class="method">
|
|
<h4><span title="System.double">double</span> <strong>InvCDF</strong>(<span title="System.double">double</span> shape, <span title="System.double">double</span> rate, <span title="System.double">double</span> p)</h4>
|
|
<div class="content">Computes the inverse of the cumulative distribution function (InvCDF) for the distribution
|
|
at the given probability. This is also known as the quantile or percent point function.
|
|
|
|
|
|
<div class="parameters">
|
|
<h5>Parameters</h5>
|
|
|
|
<h6><code><span title="System.double">double</span></code> shape</h6>
|
|
<p class="comments">The shape (k, α) of the Gamma distribution. Range: α ≥ 0. </p>
|
|
<h6><code><span title="System.double">double</span></code> rate</h6>
|
|
<p class="comments">The rate or inverse scale (β) of the Gamma distribution. Range: β ≥ 0. </p>
|
|
<h6><code><span title="System.double">double</span></code> p</h6>
|
|
<p class="comments">The location at which to compute the inverse cumulative density. </p>
|
|
</div>
|
|
|
|
<div class="return">
|
|
<h5>Return</h5>
|
|
<h6><code><span title="System.double">double</span></code></h6>
|
|
<p>the inverse cumulative density at <var>p</var>. </p>
|
|
</div>
|
|
|
|
</div>
|
|
</div>
|
|
<div id="IsValidParameterSet" class="method">
|
|
<h4><span title="System.bool">bool</span> <strong>IsValidParameterSet</strong>(<span title="System.double">double</span> shape, <span title="System.double">double</span> rate)</h4>
|
|
<div class="content">Tests whether the provided values are valid parameters for this distribution.
|
|
|
|
|
|
<div class="parameters">
|
|
<h5>Parameters</h5>
|
|
|
|
<h6><code><span title="System.double">double</span></code> shape</h6>
|
|
<p class="comments">The shape (k, α) of the Gamma distribution. Range: α ≥ 0. </p>
|
|
<h6><code><span title="System.double">double</span></code> rate</h6>
|
|
<p class="comments">The rate or inverse scale (β) of the Gamma distribution. Range: β ≥ 0. </p>
|
|
</div>
|
|
|
|
|
|
</div>
|
|
</div>
|
|
<div id="PDF" class="method">
|
|
<h4><span title="System.double">double</span> <strong>PDF</strong>(<span title="System.double">double</span> shape, <span title="System.double">double</span> rate, <span title="System.double">double</span> x)</h4>
|
|
<div class="content">Computes the probability density of the distribution (PDF) at x, i.e. ∂P(X ≤ x)/∂x.
|
|
|
|
|
|
<div class="parameters">
|
|
<h5>Parameters</h5>
|
|
|
|
<h6><code><span title="System.double">double</span></code> shape</h6>
|
|
<p class="comments">The shape (k, α) of the Gamma distribution. Range: α ≥ 0. </p>
|
|
<h6><code><span title="System.double">double</span></code> rate</h6>
|
|
<p class="comments">The rate or inverse scale (β) of the Gamma distribution. Range: β ≥ 0. </p>
|
|
<h6><code><span title="System.double">double</span></code> x</h6>
|
|
<p class="comments">The location at which to compute the density. </p>
|
|
</div>
|
|
|
|
<div class="return">
|
|
<h5>Return</h5>
|
|
<h6><code><span title="System.double">double</span></code></h6>
|
|
<p>the density at <var>x</var>. </p>
|
|
</div>
|
|
|
|
</div>
|
|
</div>
|
|
<div id="PDFLn" class="method">
|
|
<h4><span title="System.double">double</span> <strong>PDFLn</strong>(<span title="System.double">double</span> shape, <span title="System.double">double</span> rate, <span title="System.double">double</span> x)</h4>
|
|
<div class="content">Computes the log probability density of the distribution (lnPDF) at x, i.e. ln(∂P(X ≤ x)/∂x).
|
|
|
|
|
|
<div class="parameters">
|
|
<h5>Parameters</h5>
|
|
|
|
<h6><code><span title="System.double">double</span></code> shape</h6>
|
|
<p class="comments">The shape (k, α) of the Gamma distribution. Range: α ≥ 0. </p>
|
|
<h6><code><span title="System.double">double</span></code> rate</h6>
|
|
<p class="comments">The rate or inverse scale (β) of the Gamma distribution. Range: β ≥ 0. </p>
|
|
<h6><code><span title="System.double">double</span></code> x</h6>
|
|
<p class="comments">The location at which to compute the density. </p>
|
|
</div>
|
|
|
|
<div class="return">
|
|
<h5>Return</h5>
|
|
<h6><code><span title="System.double">double</span></code></h6>
|
|
<p>the log density at <var>x</var>. </p>
|
|
</div>
|
|
|
|
</div>
|
|
</div>
|
|
<div id="Sample" class="method">
|
|
<h4><span title="System.double">double</span> <strong>Sample</strong>(<span title="System.Random">Random</span> rnd, <span title="System.double">double</span> shape, <span title="System.double">double</span> rate)</h4>
|
|
<div class="content">Generates a sample from the Gamma distribution.
|
|
|
|
|
|
<div class="parameters">
|
|
<h5>Parameters</h5>
|
|
|
|
<h6><code><span title="System.Random">Random</span></code> rnd</h6>
|
|
<p class="comments">The random number generator to use. </p>
|
|
<h6><code><span title="System.double">double</span></code> shape</h6>
|
|
<p class="comments">The shape (k, α) of the Gamma distribution. Range: α ≥ 0. </p>
|
|
<h6><code><span title="System.double">double</span></code> rate</h6>
|
|
<p class="comments">The rate or inverse scale (β) of the Gamma distribution. Range: β ≥ 0. </p>
|
|
</div>
|
|
|
|
<div class="return">
|
|
<h5>Return</h5>
|
|
<h6><code><span title="System.double">double</span></code></h6>
|
|
<p>a sample from the distribution. </p>
|
|
</div>
|
|
|
|
</div>
|
|
</div>
|
|
<div id="Sample" class="method">
|
|
<h4><span title="System.double">double</span> <strong>Sample</strong>(<span title="System.double">double</span> shape, <span title="System.double">double</span> rate)</h4>
|
|
<div class="content">Generates a sample from the Gamma distribution.
|
|
|
|
|
|
<div class="parameters">
|
|
<h5>Parameters</h5>
|
|
|
|
<h6><code><span title="System.double">double</span></code> shape</h6>
|
|
<p class="comments">The shape (k, α) of the Gamma distribution. Range: α ≥ 0. </p>
|
|
<h6><code><span title="System.double">double</span></code> rate</h6>
|
|
<p class="comments">The rate or inverse scale (β) of the Gamma distribution. Range: β ≥ 0. </p>
|
|
</div>
|
|
|
|
<div class="return">
|
|
<h5>Return</h5>
|
|
<h6><code><span title="System.double">double</span></code></h6>
|
|
<p>a sample from the distribution. </p>
|
|
</div>
|
|
|
|
</div>
|
|
</div>
|
|
<div id="Samples" class="method">
|
|
<h4><span title="System.Collections.Generic.IEnumerable<double>">IEnumerable<double></span> <strong>Samples</strong>(<span title="System.Random">Random</span> rnd, <span title="System.double">double</span> shape, <span title="System.double">double</span> rate)</h4>
|
|
<div class="content">Generates a sequence of samples from the Gamma distribution.
|
|
|
|
|
|
<div class="parameters">
|
|
<h5>Parameters</h5>
|
|
|
|
<h6><code><span title="System.Random">Random</span></code> rnd</h6>
|
|
<p class="comments">The random number generator to use. </p>
|
|
<h6><code><span title="System.double">double</span></code> shape</h6>
|
|
<p class="comments">The shape (k, α) of the Gamma distribution. Range: α ≥ 0. </p>
|
|
<h6><code><span title="System.double">double</span></code> rate</h6>
|
|
<p class="comments">The rate or inverse scale (β) of the Gamma distribution. Range: β ≥ 0. </p>
|
|
</div>
|
|
|
|
<div class="return">
|
|
<h5>Return</h5>
|
|
<h6><code><span title="System.Collections.Generic.IEnumerable<double>">IEnumerable<double></span></code></h6>
|
|
<p>a sequence of samples from the distribution. </p>
|
|
</div>
|
|
|
|
</div>
|
|
</div>
|
|
<div id="Samples" class="method">
|
|
<h4><span title="System.void">void</span> <strong>Samples</strong>(<span title="System.Random">Random</span> rnd, <span title="System.Double[]">Double[]</span> values, <span title="System.double">double</span> shape, <span title="System.double">double</span> rate)</h4>
|
|
<div class="content">Fills an array with samples generated from the distribution.
|
|
|
|
|
|
<div class="parameters">
|
|
<h5>Parameters</h5>
|
|
|
|
<h6><code><span title="System.Random">Random</span></code> rnd</h6>
|
|
<p class="comments">The random number generator to use. </p>
|
|
<h6><code><span title="System.Double[]">Double[]</span></code> values</h6>
|
|
<p class="comments">The array to fill with the samples. </p>
|
|
<h6><code><span title="System.double">double</span></code> shape</h6>
|
|
<p class="comments">The shape (k, α) of the Gamma distribution. Range: α ≥ 0. </p>
|
|
<h6><code><span title="System.double">double</span></code> rate</h6>
|
|
<p class="comments">The rate or inverse scale (β) of the Gamma distribution. Range: β ≥ 0. </p>
|
|
</div>
|
|
|
|
<div class="return">
|
|
<h5>Return</h5>
|
|
<h6><code><span title="System.void">void</span></code></h6>
|
|
<p>a sequence of samples from the distribution. </p>
|
|
</div>
|
|
|
|
</div>
|
|
</div>
|
|
<div id="Samples" class="method">
|
|
<h4><span title="System.Collections.Generic.IEnumerable<double>">IEnumerable<double></span> <strong>Samples</strong>(<span title="System.double">double</span> shape, <span title="System.double">double</span> rate)</h4>
|
|
<div class="content">Generates a sequence of samples from the Gamma distribution.
|
|
|
|
|
|
<div class="parameters">
|
|
<h5>Parameters</h5>
|
|
|
|
<h6><code><span title="System.double">double</span></code> shape</h6>
|
|
<p class="comments">The shape (k, α) of the Gamma distribution. Range: α ≥ 0. </p>
|
|
<h6><code><span title="System.double">double</span></code> rate</h6>
|
|
<p class="comments">The rate or inverse scale (β) of the Gamma distribution. Range: β ≥ 0. </p>
|
|
</div>
|
|
|
|
<div class="return">
|
|
<h5>Return</h5>
|
|
<h6><code><span title="System.Collections.Generic.IEnumerable<double>">IEnumerable<double></span></code></h6>
|
|
<p>a sequence of samples from the distribution. </p>
|
|
</div>
|
|
|
|
</div>
|
|
</div>
|
|
<div id="Samples" class="method">
|
|
<h4><span title="System.void">void</span> <strong>Samples</strong>(<span title="System.Double[]">Double[]</span> values, <span title="System.double">double</span> shape, <span title="System.double">double</span> rate)</h4>
|
|
<div class="content">Fills an array with samples generated from the distribution.
|
|
|
|
|
|
<div class="parameters">
|
|
<h5>Parameters</h5>
|
|
|
|
<h6><code><span title="System.Double[]">Double[]</span></code> values</h6>
|
|
<p class="comments">The array to fill with the samples. </p>
|
|
<h6><code><span title="System.double">double</span></code> shape</h6>
|
|
<p class="comments">The shape (k, α) of the Gamma distribution. Range: α ≥ 0. </p>
|
|
<h6><code><span title="System.double">double</span></code> rate</h6>
|
|
<p class="comments">The rate or inverse scale (β) of the Gamma distribution. Range: β ≥ 0. </p>
|
|
</div>
|
|
|
|
<div class="return">
|
|
<h5>Return</h5>
|
|
<h6><code><span title="System.void">void</span></code></h6>
|
|
<p>a sequence of samples from the distribution. </p>
|
|
</div>
|
|
|
|
</div>
|
|
</div>
|
|
<div id="WithShapeRate" class="method">
|
|
<h4><a href="../MathNet.Numerics.Distributions/Gamma.htm">Gamma</a> <strong>WithShapeRate</strong>(<span title="System.double">double</span> shape, <span title="System.double">double</span> rate, <span title="System.Random">Random</span> randomSource)</h4>
|
|
<div class="content">Constructs a Gamma distribution from a shape and inverse scale parameter. The distribution will
|
|
be initialized with the default random number generator.
|
|
|
|
|
|
<div class="parameters">
|
|
<h5>Parameters</h5>
|
|
|
|
<h6><code><span title="System.double">double</span></code> shape</h6>
|
|
<p class="comments">The shape (k, α) of the Gamma distribution. Range: α ≥ 0. </p>
|
|
<h6><code><span title="System.double">double</span></code> rate</h6>
|
|
<p class="comments">The rate or inverse scale (β) of the Gamma distribution. Range: β ≥ 0. </p>
|
|
<h6><code><span title="System.Random">Random</span></code> randomSource</h6>
|
|
<p class="comments">The random number generator which is used to draw random samples. Optional, can be null. </p>
|
|
</div>
|
|
|
|
|
|
</div>
|
|
</div>
|
|
<div id="WithShapeScale" class="method">
|
|
<h4><a href="../MathNet.Numerics.Distributions/Gamma.htm">Gamma</a> <strong>WithShapeScale</strong>(<span title="System.double">double</span> shape, <span title="System.double">double</span> scale, <span title="System.Random">Random</span> randomSource)</h4>
|
|
<div class="content">Constructs a Gamma distribution from a shape and scale parameter. The distribution will
|
|
be initialized with the default random number generator.
|
|
|
|
|
|
<div class="parameters">
|
|
<h5>Parameters</h5>
|
|
|
|
<h6><code><span title="System.double">double</span></code> shape</h6>
|
|
<p class="comments">The shape (k) of the Gamma distribution. Range: k ≥ 0. </p>
|
|
<h6><code><span title="System.double">double</span></code> scale</h6>
|
|
<p class="comments">The scale (θ) of the Gamma distribution. Range: θ ≥ 0 </p>
|
|
<h6><code><span title="System.Random">Random</span></code> randomSource</h6>
|
|
<p class="comments">The random number generator which is used to draw random samples. Optional, can be null. </p>
|
|
</div>
|
|
|
|
|
|
</div>
|
|
</div>
|
|
|
|
<h3 class="section">Public Methods</h3>
|
|
|
|
<div id="CumulativeDistribution" class="method">
|
|
<h4><span title="System.double">double</span> <strong>CumulativeDistribution</strong>(<span title="System.double">double</span> x)</h4>
|
|
<div class="content">Computes the cumulative distribution (CDF) of the distribution at x, i.e. P(X ≤ x).
|
|
|
|
|
|
<div class="parameters">
|
|
<h5>Parameters</h5>
|
|
|
|
<h6><code><span title="System.double">double</span></code> x</h6>
|
|
<p class="comments">The location at which to compute the cumulative distribution function. </p>
|
|
</div>
|
|
|
|
<div class="return">
|
|
<h5>Return</h5>
|
|
<h6><code><span title="System.double">double</span></code></h6>
|
|
<p>the cumulative distribution at location <var>x</var>. </p>
|
|
</div>
|
|
|
|
</div>
|
|
</div>
|
|
<div id="Density" class="method">
|
|
<h4><span title="System.double">double</span> <strong>Density</strong>(<span title="System.double">double</span> x)</h4>
|
|
<div class="content">Computes the probability density of the distribution (PDF) at x, i.e. ∂P(X ≤ x)/∂x.
|
|
|
|
|
|
<div class="parameters">
|
|
<h5>Parameters</h5>
|
|
|
|
<h6><code><span title="System.double">double</span></code> x</h6>
|
|
<p class="comments">The location at which to compute the density. </p>
|
|
</div>
|
|
|
|
<div class="return">
|
|
<h5>Return</h5>
|
|
<h6><code><span title="System.double">double</span></code></h6>
|
|
<p>the density at <var>x</var>. </p>
|
|
</div>
|
|
|
|
</div>
|
|
</div>
|
|
<div id="DensityLn" class="method">
|
|
<h4><span title="System.double">double</span> <strong>DensityLn</strong>(<span title="System.double">double</span> x)</h4>
|
|
<div class="content">Computes the log probability density of the distribution (lnPDF) at x, i.e. ln(∂P(X ≤ x)/∂x).
|
|
|
|
|
|
<div class="parameters">
|
|
<h5>Parameters</h5>
|
|
|
|
<h6><code><span title="System.double">double</span></code> x</h6>
|
|
<p class="comments">The location at which to compute the log density. </p>
|
|
</div>
|
|
|
|
<div class="return">
|
|
<h5>Return</h5>
|
|
<h6><code><span title="System.double">double</span></code></h6>
|
|
<p>the log density at <var>x</var>. </p>
|
|
</div>
|
|
|
|
</div>
|
|
</div>
|
|
<div id="Equals" class="method">
|
|
<h4><span title="System.bool">bool</span> <strong>Equals</strong>(<span title="System.object">object</span> obj)</h4>
|
|
<div class="content">
|
|
|
|
|
|
|
|
|
|
</div>
|
|
</div>
|
|
<div id="GetHashCode" class="method">
|
|
<h4><span title="System.int">int</span> <strong>GetHashCode</strong>()</h4>
|
|
<div class="content">
|
|
|
|
|
|
|
|
|
|
</div>
|
|
</div>
|
|
<div id="GetType" class="method">
|
|
<h4><span title="System.Type">Type</span> <strong>GetType</strong>()</h4>
|
|
<div class="content">
|
|
|
|
|
|
|
|
|
|
</div>
|
|
</div>
|
|
<div id="InverseCumulativeDistribution" class="method">
|
|
<h4><span title="System.double">double</span> <strong>InverseCumulativeDistribution</strong>(<span title="System.double">double</span> p)</h4>
|
|
<div class="content">Computes the inverse of the cumulative distribution function (InvCDF) for the distribution
|
|
at the given probability. This is also known as the quantile or percent point function.
|
|
|
|
|
|
<div class="parameters">
|
|
<h5>Parameters</h5>
|
|
|
|
<h6><code><span title="System.double">double</span></code> p</h6>
|
|
<p class="comments">The location at which to compute the inverse cumulative density. </p>
|
|
</div>
|
|
|
|
<div class="return">
|
|
<h5>Return</h5>
|
|
<h6><code><span title="System.double">double</span></code></h6>
|
|
<p>the inverse cumulative density at <var>p</var>. </p>
|
|
</div>
|
|
|
|
</div>
|
|
</div>
|
|
<div id="Sample" class="method">
|
|
<h4><span title="System.double">double</span> <strong>Sample</strong>()</h4>
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<div class="content">Generates a sample from the Gamma distribution.
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<div class="return">
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<h5>Return</h5>
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<h6><code><span title="System.double">double</span></code></h6>
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<p>a sample from the distribution. </p>
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</div>
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</div>
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</div>
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<div id="Samples" class="method">
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<h4><span title="System.void">void</span> <strong>Samples</strong>(<span title="System.Double[]">Double[]</span> values)</h4>
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<div class="content">Fills an array with samples generated from the distribution.
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</div>
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</div>
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<div id="Samples" class="method">
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<h4><span title="System.Collections.Generic.IEnumerable<double>">IEnumerable<double></span> <strong>Samples</strong>()</h4>
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<div class="content">Generates a sequence of samples from the Gamma distribution.
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<div class="return">
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<h5>Return</h5>
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<h6><code><span title="System.Collections.Generic.IEnumerable<double>">IEnumerable<double></span></code></h6>
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<p>a sequence of samples from the distribution. </p>
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</div>
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</div>
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</div>
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<div id="ToString" class="method">
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<h4><span title="System.string">string</span> <strong>ToString</strong>()</h4>
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|
<div class="content">A string representation of the distribution.
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<div class="return">
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<h5>Return</h5>
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|
<h6><code><span title="System.string">string</span></code></h6>
|
|
<p>a string representation of the distribution. </p>
|
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</div>
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</div>
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</div>
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<h3 class="section">Public Properties</h3>
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<div id="Entropy" class="method">
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<h4><span title="System.double">double</span> <strong>Entropy</strong> get; </h4>
|
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<div class="content">Gets the entropy of the Gamma distribution.
|
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</div>
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</div>
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<div id="Maximum" class="method">
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|
<h4><span title="System.double">double</span> <strong>Maximum</strong> get; </h4>
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<div class="content">Gets the maximum of the Gamma distribution.
|
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</div>
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</div>
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<div id="Mean" class="method">
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|
<h4><span title="System.double">double</span> <strong>Mean</strong> get; </h4>
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|
<div class="content">Gets the mean of the Gamma distribution.
|
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</div>
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</div>
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<div id="Median" class="method">
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|
<h4><span title="System.double">double</span> <strong>Median</strong> get; </h4>
|
|
<div class="content">Gets the median of the Gamma distribution.
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</div>
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</div>
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<div id="Minimum" class="method">
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|
<h4><span title="System.double">double</span> <strong>Minimum</strong> get; </h4>
|
|
<div class="content">Gets the minimum of the Gamma distribution.
|
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</div>
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</div>
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|
<div id="Mode" class="method">
|
|
<h4><span title="System.double">double</span> <strong>Mode</strong> get; </h4>
|
|
<div class="content">Gets the mode of the Gamma distribution.
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</div>
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</div>
|
|
<div id="RandomSource" class="method">
|
|
<h4><span title="System.Random">Random</span> <strong>RandomSource</strong> get; set;</h4>
|
|
<div class="content">Gets or sets the random number generator which is used to draw random samples.
|
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|
</div>
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|
</div>
|
|
<div id="Rate" class="method">
|
|
<h4><span title="System.double">double</span> <strong>Rate</strong> get; </h4>
|
|
<div class="content">Gets or sets the rate or inverse scale (β) of the Gamma distribution. Range: β ≥ 0.
|
|
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|
</div>
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|
</div>
|
|
<div id="Scale" class="method">
|
|
<h4><span title="System.double">double</span> <strong>Scale</strong> get; </h4>
|
|
<div class="content">Gets or sets the scale (θ) of the Gamma distribution.
|
|
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|
</div>
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|
</div>
|
|
<div id="Shape" class="method">
|
|
<h4><span title="System.double">double</span> <strong>Shape</strong> get; </h4>
|
|
<div class="content">Gets or sets the shape (k, α) of the Gamma distribution. Range: α ≥ 0.
|
|
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|
</div>
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|
</div>
|
|
<div id="Skewness" class="method">
|
|
<h4><span title="System.double">double</span> <strong>Skewness</strong> get; </h4>
|
|
<div class="content">Gets the skewness of the Gamma distribution.
|
|
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|
</div>
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|
</div>
|
|
<div id="StdDev" class="method">
|
|
<h4><span title="System.double">double</span> <strong>StdDev</strong> get; </h4>
|
|
<div class="content">Gets the standard deviation of the Gamma distribution.
|
|
|
|
</div>
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|
</div>
|
|
<div id="Variance" class="method">
|
|
<h4><span title="System.double">double</span> <strong>Variance</strong> get; </h4>
|
|
<div class="content">Gets the variance of the Gamma distribution.
|
|
|
|
</div>
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|
</div>
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<div id="footer">
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<p>Based on v5.0.0.0 of MathNet.Numerics (Math.NET Numerics)</p>
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<p>Generated by <a href="http://docu.jagregory.com">docu</a></p>
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