diff options
author | Kenneth Heafield <github@kheafield.com> | 2012-10-22 12:07:20 +0100 |
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committer | Kenneth Heafield <github@kheafield.com> | 2012-10-22 12:07:20 +0100 |
commit | 5f98fe5c4f2a2090eeb9d30c030305a70a8347d1 (patch) | |
tree | 9b6002f850e6dea1e3400c6b19bb31a9cdf3067f /gi/pyp-topics/src/gammadist.h | |
parent | cf9994131993b40be62e90e213b1e11e6b550143 (diff) | |
parent | 21825a09d97c2e0afd20512f306fb25fed55e529 (diff) |
Merge remote branch 'upstream/master'
Conflicts:
Jamroot
bjam
decoder/Jamfile
decoder/cdec.cc
dpmert/Jamfile
jam-files/sanity.jam
klm/lm/Jamfile
klm/util/Jamfile
mira/Jamfile
Diffstat (limited to 'gi/pyp-topics/src/gammadist.h')
-rw-r--r-- | gi/pyp-topics/src/gammadist.h | 72 |
1 files changed, 0 insertions, 72 deletions
diff --git a/gi/pyp-topics/src/gammadist.h b/gi/pyp-topics/src/gammadist.h deleted file mode 100644 index b6ad6c40..00000000 --- a/gi/pyp-topics/src/gammadist.h +++ /dev/null @@ -1,72 +0,0 @@ -/* 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 */ |