pub struct Gamma { /* private fields */ }
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 2000[1], falling back to directly sampling from an Exponential for shape == 1, and using the boosting technique described in [1] for shape < 1.

Example

use sgx_rand::distributions::{IndependentSample, Gamma};

let gamma = Gamma::new(2.0, 5.0);
let v = gamma.ind_sample(&mut sgx_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

Implementations

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

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

Trait Implementations

Returns a copy of the value. Read more
Performs copy-assignment from source. Read more
Formats the value using the given formatter. Read more
Generate a random value.
Generate a random value of Support, using rng as the source of randomness. Read more

Auto Trait Implementations

Blanket Implementations

Gets the TypeId of self. Read more
Immutably borrows from an owned value. Read more
Mutably borrows from an owned value. Read more

Returns the argument unchanged.

Calls U::from(self).

That is, this conversion is whatever the implementation of [From]<T> for U chooses to do.

The resulting type after obtaining ownership.
Creates owned data from borrowed data, usually by cloning. Read more
Uses borrowed data to replace owned data, usually by cloning. Read more
The type returned in the event of a conversion error.
Performs the conversion.
The type returned in the event of a conversion error.
Performs the conversion.