Examples of 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);
  }

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

  @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);
  }

Examples of de.lmu.ifi.dbs.elki.data.synthetic.bymodel.distribution.GammaDistribution

      theta = Double.valueOf(thetastr);
    }


    // *** New normal distribution generator
    Random random = cluster.getNewRandomGenerator();
    Distribution generator = new GammaDistribution(k, theta, random);
    cluster.addGenerator(generator);


    // TODO: check for unknown attributes.
    for(Node child : new XMLNodeIterator(cur.getFirstChild())) {
      if(child.getNodeType() == Node.ELEMENT_NODE) {

Examples of de.lmu.ifi.dbs.elki.math.statistics.distribution.GammaDistribution

      theta = Double.parseDouble(thetastr);
    }


    // *** New normal distribution generator
    Random random = cluster.getNewRandomGenerator();
    Distribution generator = new GammaDistribution(k, theta, random);
    cluster.addGenerator(generator);


    // TODO: check for unknown attributes.
    for(Node child : new XMLNodeIterator(cur.getFirstChild())) {
      if(child.getNodeType() == Node.ELEMENT_NODE) {

Examples of org.apache.commons.math.distribution.GammaDistribution

    this.q = new QFunction(new NFunction(alpha1, beta1),
        new NFunction(alpha2, beta2), p);
  }
  
  public double eval(int n, double e) {
    GammaDistribution g1 = new GammaDistributionImpl(alpha1 + n, beta1 + e);
    GammaDistribution g2 = new GammaDistributionImpl(alpha2 + n, beta2 + e);
    PiFunction pi = new PiFunction(q.eval(n, e), g1, g2);
    PiFunctionIntegral ipi = new PiFunctionIntegral(pi, target);

Examples of org.apache.commons.math3.distribution.GammaDistribution

     * @return random value sampled from the Gamma(shape, scale) distribution
     * @throws NotStrictlyPositiveException if {@code shape <= 0} or
     * {@code scale <= 0}.
     */
    public double nextGamma(double shape, double scale) throws NotStrictlyPositiveException {
        return new GammaDistribution(getRandomGenerator(),shape, scale,
                GammaDistribution.DEFAULT_INVERSE_ABSOLUTE_ACCURACY).sample();
    }

Examples of org.apache.commons.math3.distribution.GammaDistribution

    public void testNextGamma() {
        double[] quartiles;
        long[] counts;


        // Tests shape > 1, one case in the rejection sampling
        quartiles = TestUtils.getDistributionQuartiles(new GammaDistribution(4, 2));
        counts = new long[4];
        randomData.reSeed(1000);
        for (int i = 0; i < 1000; i++) {
            double value = randomData.nextGamma(4, 2);
            TestUtils.updateCounts(value, counts, quartiles);
        }
        TestUtils.assertChiSquareAccept(expected, counts, 0.001);


        // Tests shape <= 1, another case in the rejection sampling
        quartiles = TestUtils.getDistributionQuartiles(new GammaDistribution(0.3, 3));
        counts = new long[4];
        randomData.reSeed(1000);
        for (int i = 0; i < 1000; i++) {
            double value = randomData.nextGamma(0.3, 3);
            TestUtils.updateCounts(value, counts, quartiles);

Examples of org.apache.commons.math3.distribution.GammaDistribution

     * @return random value sampled from the Gamma(shape, scale) distribution
     * @throws NotStrictlyPositiveException if {@code shape <= 0} or
     * {@code scale <= 0}.
     */
    public double nextGamma(double shape, double scale) throws NotStrictlyPositiveException {
        return new GammaDistribution(getRandomGenerator(),shape, scale,
                GammaDistribution.DEFAULT_INVERSE_ABSOLUTE_ACCURACY).sample();
    }

Examples of org.apache.commons.math3.distribution.GammaDistribution

    public void testNextGamma() {
        double[] quartiles;
        long[] counts;


        // Tests shape > 1, one case in the rejection sampling
        quartiles = TestUtils.getDistributionQuartiles(new GammaDistribution(4, 2));
        counts = new long[4];
        randomData.reSeed(1000);
        for (int i = 0; i < 1000; i++) {
            double value = randomData.nextGamma(4, 2);
            TestUtils.updateCounts(value, counts, quartiles);
        }
        TestUtils.assertChiSquareAccept(expected, counts, 0.001);


        // Tests shape <= 1, another case in the rejection sampling
        quartiles = TestUtils.getDistributionQuartiles(new GammaDistribution(0.3, 3));
        counts = new long[4];
        randomData.reSeed(1000);
        for (int i = 0; i < 1000; i++) {
            double value = randomData.nextGamma(0.3, 3);
            TestUtils.updateCounts(value, counts, quartiles);

Examples of org.apache.commons.math3.distribution.GammaDistribution

            container.add(comp, c);


            c.gridx++;
            comp = createComponent("Gamma", 0, 20,
                                   new String[] { "k=1,θ=2", "k=2,θ=2", "k=3,θ=2", "k=5,θ=1", "k=9,θ=0.5" },
                                   new GammaDistribution(1, 2),
                                   new GammaDistribution(2, 2),
                                   new GammaDistribution(3, 2),
                                   new GammaDistribution(5, 1),
                                   new GammaDistribution(9, 0.5));
            container.add(comp, c);


            c.gridx++;
            RandomGenerator rng = new MersenneTwister(0);
            comp = createComponent("Levy", 0, 3,

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