Struct rand::distributions::Gamma

[+] Show declaration

pub struct Gamma { /* fields omitted */ }

[−] Expand description

The Gamma distribution Gamma(shape, scale) distribution.

The density function of this distribution is

f(x) =  x^(k - 1) * exp(-x / θ) / (Γ(k) * θ^k)

where Γ is the Gamma function, k is the shape and θ is the scale and both k and θ are strictly positive.

The algorithm used is that described by Marsaglia & Tsang 2000¹, falling back to directly sampling from an Exponential for shape == 1, and using the boosting technique described in that paper for shape < 1.

Example

use rand::distributions::{Distribution, Gamma};

let gamma = Gamma::new(2.0, 5.0);
let v = gamma.sample(&mut rand::thread_rng());
println!("{} is from a Gamma(2, 5) distribution", v);

---

1. George Marsaglia and Wai Wan Tsang. 2000. "A Simple Method for Generating Gamma Variables" ACM Trans. Math. Softw. 26, 3 (September 2000), 363-372. DOI:10.1145/358407.358414 ↩

Methods

impl Gamma

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pub fn new(shape: f64, scale: f64) -> Gamma

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Construct an object representing the Gamma(shape, scale) distribution.

Panics if shape <= 0 or scale <= 0.

Trait Implementations

impl Clone for Gamma

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fn clone(&self) -> Gamma

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Returns a copy of the value.

fn clone_from(&mut self, source: &Self)

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Performs copy-assignment from source.

impl Copy for Gamma

impl Debug for Gamma

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fn fmt(&self, f: &mut Formatter) -> Result

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Formats the value using the given formatter.

impl Distribution<f64> for Gamma

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fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> f64

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Generate a random value of T, using rng as the source of randomness.

Important traits for DistIter<'a, D, R, T>

impl<'a, D, R, T> Iterator for DistIter<'a, D, R, T> where
    D: Distribution<T>,
    R: Rng + 'a,  type Item = T;

fn sample_iter<'a, R>(&'a self, rng: &'a mut R) -> DistIter<'a, Self, R, T> where     Self: Sized,     R: Rng,

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Create an iterator that generates random values of T, using rng as the source of randomness.

impl Sample<f64> for Gamma

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fn sample<R: Rng>(&mut self, rng: &mut R) -> f64

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Deprecated since 0.5.0

: use Distribution instead

Generate a random value of Support, using rng as the source of randomness.

impl IndependentSample<f64> for Gamma

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fn ind_sample<R: Rng>(&self, rng: &mut R) -> f64

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Deprecated since 0.5.0

: use Distribution instead

Generate a random value.