Package com.opengamma.analytics.math.statistics.distribution

Examples of com.opengamma.analytics.math.statistics.distribution.GammaDistribution


    final double m1 = _first.evaluate(x);
    final double m2 = _second.evaluate(x);
    final double m1Sq = m1 * m1;
    final double k = m1Sq / (m2 - m1Sq);
    final double theta = m1 / k;
    return new GammaDistribution(k, theta);
  }
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  @Test
  public void test() {
    final int n = 500000;
    final double k = 0.97;
    final double theta = 0.46;
    final ProbabilityDistribution<Double> p1 = new GammaDistribution(k, theta, new MersenneTwister(MersenneTwister.DEFAULT_SEED));
    final double[] x = new double[n];
    for (int i = 0; i < n; i++) {
      x[i] = p1.nextRandom();
    }
    final GammaDistribution p2 = (GammaDistribution) CALCULATOR.evaluate(x);
    final double eps = 0.025;
    assertEquals(p2.getK(), k, eps);
    assertEquals(p2.getTheta(), theta, eps);
  }
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