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/* gammadist.h -- computes probability of samples under / produces samples from a Gamma distribution
*
* Mark Johnson, 22nd March 2008
*
* gammavariate() was translated from random.py in Python library
*
* The Gamma distribution is:
*
* Gamma(x | alpha, beta) = pow(x/beta, alpha-1) * exp(-x/beta) / (gamma(alpha)*beta)
*
* shape parameter alpha > 0 (also called c), scale parameter beta > 0 (also called s);
* mean is alpha*beta, variance is alpha*beta**2
*
* Note that many parameterizations of the Gamma function are in terms of an _inverse_
* scale parameter beta, which is the inverse of the beta given here.
*/
#ifndef GAMMADIST_H
#define GAMMADIST_H
#ifdef __cplusplus
extern "C" {
#endif
/* gammadist() returns the probability density of x under a Gamma(alpha,beta)
* distribution
*/
long double gammadist(long double x, long double alpha, long double beta);
/* lgammadist() returns the log probability density of x under a Gamma(alpha,beta)
* distribution
*/
long double lgammadist(long double x, long double alpha, long double beta);
/* gammavariate() generates samples from a Gamma distribution
* conditioned on the parameters alpha and beta.
*
* alpha > 0, beta > 0, mean is alpha*beta, variance is alpha*beta**2
*
* Warning: a few older sources define the gamma distribution in terms
* of alpha > -1.0
*/
long double gammavariate(long double alpha, long double beta);
/* betadist() returns the probability density of x under a Beta(alpha,beta)
* distribution.
*/
long double betadist(long double x, long double alpha, long double beta);
/* lbetadist() returns the log probability density of x under a Beta(alpha,beta)
* distribution.
*/
long double lbetadist(long double x, long double alpha, long double beta);
/* betavariate() generates a sample from a Beta distribution with
* parameters alpha and beta.
*
* 0 < alpha < 1, 0 < beta < 1, mean is alpha/(alpha+beta)
*/
long double betavariate(long double alpha, long double beta);
#ifdef __cplusplus
};
#endif
#endif /* GAMMADIST_H */
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