org.apache.commons.math3.distribution.GammaDistribution Java Examples
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org.apache.commons.math3.distribution.GammaDistribution.
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Example #1
Source File: Dirichlet.java From pacaya with Apache License 2.0 | 6 votes |
public static double[] staticDraw(double[] alpha) { double dist[] = new double[alpha.length]; // For each dimension, draw a sample from Gamma(mp_i, 1). for (int i = 0; i < dist.length; i++) { GammaDistribution gammaDist = new GammaDistribution(rng, alpha[i], 1, GammaDistribution.DEFAULT_INVERSE_ABSOLUTE_ACCURACY); dist[i] = gammaDist.sample(); if (dist[i] <= 0) { dist[i] = EPSILON; } } // Normalize the distribution. Multinomials.normalizeProps(dist); return dist; }
Example #2
Source File: Random.java From gama with GNU General Public License v3.0 | 6 votes |
@operator ( value = "gamma_density", can_be_const = false, category = { IOperatorCategory.RANDOM }, concept = { IConcept.RANDOM }) @doc ( value = "gamma_density(x,shape,scale) returns the probability density function (PDF) at the specified point x " + "of the Gamma distribution with the given shape and scale.", examples = { @example ( value = "gamma_density(1,9,0.5)", equals = "0.731", test = false) }, see = { "binomial", "gauss_rnd", "lognormal_rnd", "poisson", "rnd", "skew_gauss", "truncated_gauss", "weibull_rnd", "weibull_density", "lognormal_density" }) @no_test (Reason.IMPOSSIBLE_TO_TEST) public static Double OpGammaDist(final IScope scope, final Double x, final Double shape, final Double scale) throws GamaRuntimeException { final GammaDistribution dist = new GammaDistribution(scope.getRandom().getGenerator(), shape, scale, GammaDistribution.DEFAULT_INVERSE_ABSOLUTE_ACCURACY); return dist.density(x); }
Example #3
Source File: AlleleFractionSegmenterUnitTest.java From gatk-protected with BSD 3-Clause "New" or "Revised" License | 6 votes |
protected static AllelicCount generateAllelicCount(final double minorFraction, final SimpleInterval position, final RandomGenerator rng, final GammaDistribution biasGenerator, final double outlierProbability) { final int numReads = 100; final double bias = biasGenerator.sample(); //flip a coin to decide alt minor (alt fraction = minor fraction) or ref minor (alt fraction = 1 - minor fraction) final double altFraction = rng.nextDouble() < 0.5 ? minorFraction : 1 - minorFraction; //the probability of an alt read is the alt fraction modified by the bias or, in the case of an outlier, random final double pAlt = rng.nextDouble() < outlierProbability ? rng.nextDouble() : altFraction / (altFraction + (1 - altFraction) * bias); final int numAltReads = new BinomialDistribution(rng, numReads, pAlt).sample(); final int numRefReads = numReads - numAltReads; return new AllelicCount(position, numAltReads, numRefReads); }
Example #4
Source File: BPMFModel.java From jstarcraft-rns with Apache License 2.0 | 6 votes |
@Override public void prepare(Configurator configuration, DataModule model, DataSpace space) { super.prepare(configuration, model, space); userMean = configuration.getFloat("recommender.recommender.user.mu", 0F); userBeta = configuration.getFloat("recommender.recommender.user.beta", 1F); userWishart = configuration.getFloat("recommender.recommender.user.wishart.scale", 1F); itemMean = configuration.getFloat("recommender.recommender.item.mu", 0F); itemBeta = configuration.getFloat("recommender.recommender.item.beta", 1F); itemWishart = configuration.getFloat("recommender.recommender.item.wishart.scale", 1F); rateSigma = configuration.getFloat("recommender.recommender.rating.sigma", 2F); gibbsIterations = configuration.getInteger("recommender.recommender.iterations.gibbs", 1); userMatrixes = new DenseMatrix[epocheSize - 1]; itemMatrixes = new DenseMatrix[epocheSize - 1]; normalDistribution = new QuantityProbability(JDKRandomGenerator.class, factorSize, NormalDistribution.class, 0D, 1D); userGammaDistributions = new QuantityProbability[factorSize]; itemGammaDistributions = new QuantityProbability[factorSize]; for (int index = 0; index < factorSize; index++) { userGammaDistributions[index] = new QuantityProbability(JDKRandomGenerator.class, index, GammaDistribution.class, (userSize + factorSize - (index + 1D)) / 2D, 2D); itemGammaDistributions[index] = new QuantityProbability(JDKRandomGenerator.class, index, GammaDistribution.class, (itemSize + factorSize - (index + 1D)) / 2D, 2D); } }
Example #5
Source File: Random.java From gama with GNU General Public License v3.0 | 6 votes |
@operator ( value = "gamma_rnd", can_be_const = false, category = { IOperatorCategory.RANDOM }, concept = { IConcept.RANDOM }) @doc ( value = "returns a random value from a gamma distribution with specified values of the shape and scale parameters", examples = { @example ( value = "gamma_rnd(9,0.5)", equals = "0.731", test = false) }, see = { "binomial", "gauss_rnd", "lognormal_rnd", "poisson", "rnd", "skew_gauss", "truncated_gauss", "weibull_rnd", "gamma_trunc_rnd" }) @no_test (Reason.IMPOSSIBLE_TO_TEST) public static Double OpGammaDist(final IScope scope, final Double shape, final Double scale) throws GamaRuntimeException { final GammaDistribution dist = new GammaDistribution(scope.getRandom().getGenerator(), shape, scale, GammaDistribution.DEFAULT_INVERSE_ABSOLUTE_ACCURACY); return dist.sample(); }
Example #6
Source File: GlmUtil.java From Alink with Apache License 2.0 | 5 votes |
@Override public Double map(Row row) throws Exception { double label = (Double) row.getField(numFeature); double weight = (Double) row.getField(numFeature + 1); double pred = (Double) row.getField(numFeature + 3); GammaDistribution distribution = new GammaDistribution(1.0 / disp, 1 / (pred * disp)); return weight * Math.log(distribution.density(label)); }
Example #7
Source File: GammaDistributionEvaluator.java From lucene-solr with Apache License 2.0 | 5 votes |
@Override public Object doWork(Object first, Object second) throws IOException{ if(null == first){ throw new IOException(String.format(Locale.ROOT,"Invalid expression %s - null found for the first value",toExpression(constructingFactory))); } if(null == second){ throw new IOException(String.format(Locale.ROOT,"Invalid expression %s - null found for the second value",toExpression(constructingFactory))); } Number shape = (Number)first; Number scale = (Number)second; return new GammaDistribution(shape.doubleValue(), scale.doubleValue()); }
Example #8
Source File: ArrayUtils.java From incubator-hivemall with Apache License 2.0 | 5 votes |
@Nonnull public static float[] newRandomFloatArray(@Nonnegative final int size, @Nonnull final GammaDistribution gd) { final float[] ret = new float[size]; for (int i = 0; i < size; i++) { ret[i] = (float) gd.sample(); } return ret; }
Example #9
Source File: OnlineLDAModel.java From incubator-hivemall with Apache License 2.0 | 5 votes |
public OnlineLDAModel(int K, float alpha, float eta, long D, double tau0, double kappa, double delta) { super(K); if (tau0 < 0.d) { throw new IllegalArgumentException("tau0 MUST be positive: " + tau0); } if (kappa <= 0.5 || 1.d < kappa) { throw new IllegalArgumentException("kappa MUST be in (0.5, 1.0]: " + kappa); } this._alpha = alpha; this._eta = eta; this._D = D; this._tau0 = tau0; this._kappa = kappa; this._delta = delta; this._isAutoD = (_D <= 0L); // initialize a random number generator this._gd = new GammaDistribution(SHAPE, SCALE); _gd.reseedRandomGenerator(1001); // initialize the parameters this._lambda = new HashMap<String, float[]>(100); }
Example #10
Source File: AlleleFractionSegmenterUnitTest.java From gatk-protected with BSD 3-Clause "New" or "Revised" License | 5 votes |
protected static AllelicCountCollection generateCounts(final List<Double> minorAlleleFractionSequence, final List<SimpleInterval> positions, final RandomGenerator rng, final AlleleFractionGlobalParameters trueParams) { //translate to ApacheCommons' parametrization of the gamma distribution final GammaDistribution biasGenerator = getGammaDistribution(trueParams, rng); final double outlierProbability = trueParams.getOutlierProbability(); final AllelicCountCollection counts = new AllelicCountCollection(); for (int n = 0; n < minorAlleleFractionSequence.size(); n++) { counts.add(generateAllelicCount(minorAlleleFractionSequence.get(n), positions.get(n), rng, biasGenerator, outlierProbability)); } return counts; }
Example #11
Source File: AlleleFractionSimulatedData.java From gatk-protected with BSD 3-Clause "New" or "Revised" License | 4 votes |
public AlleleFractionSimulatedData(final double averageHetsPerSegment, final int numSegments, final double averageDepth, final double biasMean, final double biasVariance, final double outlierProbability) { rng.setSeed(RANDOM_SEED); this.numSegments = numSegments; final AlleleFractionState.MinorFractions minorFractions = new AlleleFractionState.MinorFractions(numSegments); final List<AllelicCount> alleleCounts = new ArrayList<>(); final List<SimpleInterval> segments = new ArrayList<>(); final PoissonDistribution segmentLengthGenerator = makePoisson(rng, averageHetsPerSegment); final PoissonDistribution readDepthGenerator = makePoisson(rng, averageDepth); final UniformRealDistribution minorFractionGenerator = new UniformRealDistribution(rng, 0.0, 0.5); //translate to ApacheCommons' parametrization of the gamma distribution final double gammaShape = biasMean * biasMean / biasVariance; final double gammaScale = biasVariance / biasMean; final GammaDistribution biasGenerator = new GammaDistribution(rng, gammaShape, gammaScale); //put each segment on its own chromosome and sort by lexicographical order final List<String> chromosomes = IntStream.range(0, numSegments).mapToObj(Integer::toString).collect(Collectors.toList()); Collections.sort(chromosomes); for (final String chromosome : chromosomes) { // calculate the range of het indices for this segment final int numHetsInSegment = Math.max(MIN_HETS_PER_SEGMENT, segmentLengthGenerator.sample()); final double minorFraction = minorFractionGenerator.sample(); minorFractions.add(minorFraction); //we will put all the hets in this segment/chromosome at loci 1, 2, 3 etc segments.add(new SimpleInterval(chromosome, 1, numHetsInSegment + 1)); for (int het = 1; het < numHetsInSegment + 1; het++) { final double bias = biasGenerator.sample(); //flip a coin to decide alt minor (alt fraction = minor fraction) or ref minor (alt fraction = 1 - minor fraction) final boolean isAltMinor = rng.nextDouble() < 0.5; final double altFraction = isAltMinor ? minorFraction : 1 - minorFraction; //the probability of an alt read is the alt fraction modified by the bias or, in the case of an outlier, random final double pAlt; if (rng.nextDouble() < outlierProbability) { truePhases.add(AlleleFractionIndicator.OUTLIER); pAlt = rng.nextDouble(); } else { truePhases.add(isAltMinor ? AlleleFractionIndicator.ALT_MINOR : AlleleFractionIndicator.REF_MINOR); pAlt = altFraction / (altFraction + (1 - altFraction) * bias); } final int numReads = readDepthGenerator.sample(); final int numAltReads = new BinomialDistribution(rng, numReads, pAlt).sample(); final int numRefReads = numReads - numAltReads; alleleCounts.add(new AllelicCount(new SimpleInterval(chromosome, het, het), numRefReads, numAltReads)); } } final Genome genome = new Genome(TRIVIAL_TARGETS, alleleCounts); segmentedGenome = new SegmentedGenome(segments, genome); trueState = new AlleleFractionState(biasMean, biasVariance, outlierProbability, minorFractions); }
Example #12
Source File: RandomWalkSamplerTest.java From log-synth with Apache License 2.0 | 4 votes |
@Test public void testBasics() throws IOException { // this sampler has four variables // g1 is gamma distributed with alpha = 0.2, beta = 0.2 // v1 is unit normal // v2 is normal with mean = 0, sd = 2 // v3 is gamma-normal with dof=2, mean = 0. SchemaSampler s = new SchemaSampler(Resources.asCharSource(Resources.getResource("schema015.json"), Charsets.UTF_8).read()); TDigest tdG1 = new AVLTreeDigest(500); TDigest tdG2 = new AVLTreeDigest(500); TDigest td1 = new AVLTreeDigest(500); TDigest td2 = new AVLTreeDigest(500); TDigest td3 = new AVLTreeDigest(500); double x1 = 0; double x2 = 0; double x3 = 0; for (int i = 0; i < 1000000; i++) { JsonNode r = s.sample(); tdG1.add(r.get("g1").asDouble()); tdG2.add(r.get("g2").asDouble()); double step1 = r.get("v1").get("step").asDouble(); td1.add(step1); x1 += step1; assertEquals(x1, r.get("v1").get("value").asDouble(), 0); assertEquals(x1, r.get("v1-bare").asDouble(), 0); double step2 = r.get("v2").get("step").asDouble(); td2.add(step2); x2 += step2; assertEquals(x2, r.get("v2").get("value").asDouble(), 0); double step3 = r.get("v3").get("step").asDouble(); td3.add(step3); x3 += step3; assertEquals(x3, r.get("v3").get("value").asDouble(), 0); } // now compare against reference distributions to test accuracy of the observed step distributions NormalDistribution normalDistribution = new NormalDistribution(); GammaDistribution gd1 = new GammaDistribution(0.2, 5); GammaDistribution gd2 = new GammaDistribution(1, 1); TDistribution tDistribution = new TDistribution(2); for (double q : new double[]{0.001, 0.01, 0.1, 0.2, 0.5, 0.8, 0.9, 0.99, 0.99}) { double uG1 = gd1.cumulativeProbability(tdG1.quantile(q)); assertEquals(q, uG1, (1 - q) * q * 10e-2); double uG2 = gd2.cumulativeProbability(tdG2.quantile(q)); assertEquals(q, uG2, (1 - q) * q * 10e-2); double u1 = normalDistribution.cumulativeProbability(td1.quantile(q)); assertEquals(q, u1, (1 - q) * q * 10e-2); double u2 = normalDistribution.cumulativeProbability(td2.quantile(q) / 2); assertEquals(q, u2, (1 - q) * q * 10e-2); double u3 = tDistribution.cumulativeProbability(td3.quantile(q)); assertEquals(q, u3, (1 - q) * q * 10e-2); } }
Example #13
Source File: AlleleFractionSimulatedData.java From gatk with BSD 3-Clause "New" or "Revised" License | 4 votes |
AlleleFractionSimulatedData(final SampleLocatableMetadata metadata, final AlleleFractionGlobalParameters globalParameters, final int numSegments, final double averageHetsPerSegment, final double averageDepth, final RandomGenerator rng) { final AlleleFractionState.MinorFractions minorFractions = new AlleleFractionState.MinorFractions(numSegments); final List<AllelicCount> allelicCounts = new ArrayList<>(); final List<SimpleInterval> segments = new ArrayList<>(); final PoissonDistribution segmentLengthGenerator = makePoisson(rng, averageHetsPerSegment); final PoissonDistribution readDepthGenerator = makePoisson(rng, averageDepth); final UniformRealDistribution minorFractionGenerator = new UniformRealDistribution(rng, 0.0, 0.5); final double meanBias = globalParameters.getMeanBias(); final double biasVariance = globalParameters.getBiasVariance(); final double outlierProbability = globalParameters.getOutlierProbability(); //translate to ApacheCommons' parametrization of the gamma distribution final double gammaShape = meanBias * meanBias / biasVariance; final double gammaScale = biasVariance / meanBias; final GammaDistribution biasGenerator = new GammaDistribution(rng, gammaShape, gammaScale); //put each segment on its own chromosome and sort in sequence-dictionary order final List<String> chromosomes = IntStream.range(0, numSegments) .mapToObj(i -> metadata.getSequenceDictionary().getSequence(i).getSequenceName()) .collect(Collectors.toList()); for (final String chromosome : chromosomes) { // calculate the range of het indices for this segment final int numHetsInSegment = Math.max(MIN_HETS_PER_SEGMENT, segmentLengthGenerator.sample()); final double minorFraction = minorFractionGenerator.sample(); minorFractions.add(minorFraction); //we will put all the hets in this segment/chromosome at loci 1, 2, 3 etc segments.add(new SimpleInterval(chromosome, 1, numHetsInSegment)); for (int het = 1; het < numHetsInSegment + 1; het++) { final double bias = biasGenerator.sample(); //flip a coin to decide alt minor (alt fraction = minor fraction) or ref minor (alt fraction = 1 - minor fraction) final boolean isAltMinor = rng.nextDouble() < 0.5; final double altFraction = isAltMinor ? minorFraction : 1 - minorFraction; //the probability of an alt read is the alt fraction modified by the bias or, in the case of an outlier, random final double pAlt; if (rng.nextDouble() < outlierProbability) { pAlt = rng.nextDouble(); } else { pAlt = altFraction / (altFraction + (1 - altFraction) * bias); } final int numReads = readDepthGenerator.sample(); final int numAltReads = new BinomialDistribution(rng, numReads, pAlt).sample(); final int numRefReads = numReads - numAltReads; allelicCounts.add(new AllelicCount(new SimpleInterval(chromosome, het, het), numRefReads, numAltReads)); } } data = new AlleleFractionSegmentedData( new AllelicCountCollection(metadata, allelicCounts), new SimpleIntervalCollection(metadata, segments)); trueState = new AlleleFractionState(meanBias, biasVariance, outlierProbability, minorFractions); }
Example #14
Source File: AlleleFractionSegmenterUnitTest.java From gatk-protected with BSD 3-Clause "New" or "Revised" License | 4 votes |
protected static GammaDistribution getGammaDistribution(final AlleleFractionGlobalParameters trueParams, final RandomGenerator rng) { final double gammaShape = trueParams.getMeanBias() * trueParams.getMeanBias() / trueParams.getBiasVariance(); final double gammaScale = trueParams.getBiasVariance() / trueParams.getMeanBias(); return new GammaDistribution(rng, gammaShape, gammaScale); }
Example #15
Source File: CNLOHCaller.java From gatk-protected with BSD 3-Clause "New" or "Revised" License | 4 votes |
public QAlphaUnivariateFunction(final double[] effectivePhis) { numEffectivePhis = effectivePhis.length; sumLogEffectivePhis = Arrays.stream(effectivePhis).map(Math::log).sum(); gammaDistribution = new GammaDistribution(null, GAMMA_SHAPE, GAMMA_SCALE); }
Example #16
Source File: DNGPolicy.java From AILibs with GNU Affero General Public License v3.0 | 4 votes |
public Pair<Double, Double> sampleWithNormalGamma(final N state) { double tau = new GammaDistribution(this.alpha.get(state), this.beta.get(state)).sample(); double muNew = new NormalDistribution(this.mu.get(state), 1 / (this.lambda.get(state) * tau)).sample(); return new Pair<>(muNew, tau); }
Example #17
Source File: OnlineCorpusStep.java From Alink with Apache License 2.0 | 4 votes |
private static Tuple4<DenseMatrix, DenseMatrix, Long, Long> onlineCorpusUpdate( List<Vector> data, DenseMatrix lambda, DenseMatrix alpha, DenseMatrix gammad, int vocabularySize, int numTopic, double subSamplingRate) { boolean isRandGamma = gammad == null; //wordTopicStat is the word topic probability information. DenseMatrix wordTopicStat = DenseMatrix.zeros(numTopic, vocabularySize); DenseMatrix logPhatPart = new DenseMatrix(numTopic, 1); DenseMatrix expELogBeta = LdaUtil.expDirichletExpectation(lambda).transpose(); long nonEmptyWordCount = 0; long nonEmptyDocCount = 0; //the online corpus update stage can update the model in two way. //if the document order is determined, then it will update in the order. //or it will choose documents randomly. RandomDataGenerator random = new RandomDataGenerator(); GammaDistribution distribution = new GammaDistribution(100, 100); int dataSize = data.size(); boolean sampled = false; for (int j = 0; j < dataSize; ++j) { //if the subSamplingRate is too small and no doc is sampled in one iteration, then will randomly //choose one doc to update the model. double rate = random.nextUniform(0, 1); int index = -1; if (rate < subSamplingRate) { index = j; sampled = true; } if (j + 1 == dataSize && !sampled) { index = random.nextInt(0, dataSize - 1); } if (index != -1) { Vector vec = data.get(index); SparseVector sv = (SparseVector) vec; sv.setSize(vocabularySize); sv.removeZeroValues(); for (int i = 0; i < sv.numberOfValues(); i++) { nonEmptyWordCount += sv.getValues()[i]; } if (isRandGamma) { if (gammad == null) { gammad = new DenseMatrix(numTopic, 1); } for (int i = 0; i < numTopic; i++) { gammad.set(i, 0, distribution.inverseCumulativeProbability(random.nextUniform(0, 1))); } } Tuple2<DenseMatrix, DenseMatrix> topicDistributionTuple = LdaUtil.getTopicDistributionMethod(sv, expELogBeta, alpha, gammad, numTopic); for (int i = 0; i < sv.getIndices().length; i++) { for (int k = 0; k < numTopic; k++) { wordTopicStat.add(k, sv.getIndices()[i], topicDistributionTuple.f1.get(k, i)); } } gammad = topicDistributionTuple.f0; DenseMatrix deGammad = LdaUtil.dirichletExpectationVec(topicDistributionTuple.f0); for (int k = 0; k < numTopic; k++) { logPhatPart.add(k, 0, deGammad.get(k, 0)); } nonEmptyDocCount++; } } return new Tuple4<>(wordTopicStat, logPhatPart, nonEmptyWordCount, nonEmptyDocCount); }
Example #18
Source File: RandomDataGenerator.java From astor with GNU General Public License v2.0 | 2 votes |
/** * <p>Generates a random value from the * {@link org.apache.commons.math3.distribution.GammaDistribution Gamma Distribution}.</p> * * <p>This implementation uses the following algorithms: </p> * * <p>For 0 < shape < 1: <br/> * Ahrens, J. H. and Dieter, U., <i>Computer methods for * sampling from gamma, beta, Poisson and binomial distributions.</i> * Computing, 12, 223-246, 1974.</p> * * <p>For shape >= 1: <br/> * Marsaglia and Tsang, <i>A Simple Method for Generating * Gamma Variables.</i> ACM Transactions on Mathematical Software, * Volume 26 Issue 3, September, 2000.</p> * * @param shape the median of the Gamma distribution * @param scale the scale parameter of the Gamma distribution * @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(); }
Example #19
Source File: RandomDataGenerator.java From astor with GNU General Public License v2.0 | 2 votes |
/** * <p>Generates a random value from the * {@link org.apache.commons.math3.distribution.GammaDistribution Gamma Distribution}.</p> * * <p>This implementation uses the following algorithms: </p> * * <p>For 0 < shape < 1: <br/> * Ahrens, J. H. and Dieter, U., <i>Computer methods for * sampling from gamma, beta, Poisson and binomial distributions.</i> * Computing, 12, 223-246, 1974.</p> * * <p>For shape >= 1: <br/> * Marsaglia and Tsang, <i>A Simple Method for Generating * Gamma Variables.</i> ACM Transactions on Mathematical Software, * Volume 26 Issue 3, September, 2000.</p> * * @param shape the median of the Gamma distribution * @param scale the scale parameter of the Gamma distribution * @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(getRan(),shape, scale, GammaDistribution.DEFAULT_INVERSE_ABSOLUTE_ACCURACY).sample(); }
Example #20
Source File: RandomDataGenerator.java From astor with GNU General Public License v2.0 | 2 votes |
/** * <p>Generates a random value from the * {@link org.apache.commons.math3.distribution.GammaDistribution Gamma Distribution}.</p> * * <p>This implementation uses the following algorithms: </p> * * <p>For 0 < shape < 1: <br/> * Ahrens, J. H. and Dieter, U., <i>Computer methods for * sampling from gamma, beta, Poisson and binomial distributions.</i> * Computing, 12, 223-246, 1974.</p> * * <p>For shape >= 1: <br/> * Marsaglia and Tsang, <i>A Simple Method for Generating * Gamma Variables.</i> ACM Transactions on Mathematical Software, * Volume 26 Issue 3, September, 2000.</p> * * @param shape the median of the Gamma distribution * @param scale the scale parameter of the Gamma distribution * @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(); }
Example #21
Source File: RandomDataGenerator.java From astor with GNU General Public License v2.0 | 2 votes |
/** * <p>Generates a random value from the * {@link org.apache.commons.math3.distribution.GammaDistribution Gamma Distribution}.</p> * * <p>This implementation uses the following algorithms: </p> * * <p>For 0 < shape < 1: <br/> * Ahrens, J. H. and Dieter, U., <i>Computer methods for * sampling from gamma, beta, Poisson and binomial distributions.</i> * Computing, 12, 223-246, 1974.</p> * * <p>For shape >= 1: <br/> * Marsaglia and Tsang, <i>A Simple Method for Generating * Gamma Variables.</i> ACM Transactions on Mathematical Software, * Volume 26 Issue 3, September, 2000.</p> * * @param shape the median of the Gamma distribution * @param scale the scale parameter of the Gamma distribution * @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(); }
Example #22
Source File: RandomDataGenerator.java From astor with GNU General Public License v2.0 | 2 votes |
/** * <p>Generates a random value from the * {@link org.apache.commons.math3.distribution.GammaDistribution Gamma Distribution}.</p> * * <p>This implementation uses the following algorithms: </p> * * <p>For 0 < shape < 1: <br/> * Ahrens, J. H. and Dieter, U., <i>Computer methods for * sampling from gamma, beta, Poisson and binomial distributions.</i> * Computing, 12, 223-246, 1974.</p> * * <p>For shape >= 1: <br/> * Marsaglia and Tsang, <i>A Simple Method for Generating * Gamma Variables.</i> ACM Transactions on Mathematical Software, * Volume 26 Issue 3, September, 2000.</p> * * @param shape the median of the Gamma distribution * @param scale the scale parameter of the Gamma distribution * @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(); }
Example #23
Source File: RandomDataGenerator.java From astor with GNU General Public License v2.0 | 2 votes |
/** * <p>Generates a random value from the * {@link org.apache.commons.math3.distribution.GammaDistribution Gamma Distribution}.</p> * * <p>This implementation uses the following algorithms: </p> * * <p>For 0 < shape < 1: <br/> * Ahrens, J. H. and Dieter, U., <i>Computer methods for * sampling from gamma, beta, Poisson and binomial distributions.</i> * Computing, 12, 223-246, 1974.</p> * * <p>For shape >= 1: <br/> * Marsaglia and Tsang, <i>A Simple Method for Generating * Gamma Variables.</i> ACM Transactions on Mathematical Software, * Volume 26 Issue 3, September, 2000.</p> * * @param shape the median of the Gamma distribution * @param scale the scale parameter of the Gamma distribution * @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(); }