RandGenGamma Class

Class RandGenGamma generates random numbers from an gamma distribution.

Inheritance Hierarchy

SystemObject
CenterSpace.NMath.CoreRandomNumberGenerator
CenterSpace.NMath.CoreRandGenGamma

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4

Syntax

C++

Copy

public class RandGenGamma : RandomNumberGenerator

Public Class RandGenGamma
	Inherits RandomNumberGenerator

public ref class RandGenGamma : public RandomNumberGenerator

type RandGenGamma = 
    class
        inherit RandomNumberGenerator
    end

The RandGenGamma type exposes the following members.

Constructors

	Name	Description
	RandGenGamma	Constructs a random number generator using class RandGenMTwist as the underlying uniform random number generator. Generated random numbers will follow a gamma distribution with order and scale equal 1.
	RandGenGamma(Double)	Constructs a random number generator using class RandGenMTwist as the underlying uniform random number generator. Generated random numbers will follow a gamma distribution with the specified order. The scale parameter defaults to one.
	RandGenGamma(Int32)	Constructs a random number generator using class RandGenMTwist as the underlying uniform random number generator. Generated random numbers will follow a gamma distribution with order and scale equal to one.
	RandGenGamma(RandomNumberGeneratorUniformRandomNumber)	Constructs a random number generator using the given delegate as the underlying uniform random number generator. Generated random numbers will follow a gamma distribution with order and scale equal to one.
	RandGenGamma(Double, RandomNumberGeneratorUniformRandomNumber)	Constructs a random number generator using the given delegate as the underlying uniform random number generator. Generated random numbers will follow a gamma distribution with the specified order. The scale parameter defaults to 1.
	RandGenGamma(Double, Double)	Constructs a random number generator using class RandGenMTwist as the underlying uniform random number generator. Generated random numbers will follow a gamma distribution with the specified order and scale parameters.
	RandGenGamma(Double, Int32)	Constructs a random number generator using class RandGenMTwist as the underlying uniform random number generator. Generated random numbers will follow a gamma distribution with the specified order. The scale parameter defaults to 1.
	RandGenGamma(Double, Double, RandomNumberGeneratorUniformRandomNumber)	Constructs a random number generator using the given delegate as the underlying uniform random number generator. Generated random numbers will follow a gamma distribution with the specified order and scale parameter.
	RandGenGamma(Double, Double, Int32)	Constructs a random number generator using class RandGenMTwist as the underlying uniform random number generator. Generated random numbers will follow a gamma distribution with the specified order and scale parameters.

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Properties

	Name	Description
	Order	Gets and sets the order, or shape parameter, of the gamma distribution.
	Scale	Gest and sets the scale parameter of the gamma distribution.
	UniformDeviateMethod	Gets and sets the delegate method for generating uniform deviates between zero and one. (Inherited from RandomNumberGenerator)

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Methods

	Name	Description
	Clone	Creates a deep copy of this random number generator. (Overrides RandomNumberGeneratorClone)
	Fill(Double)	Fills the given array of doubles with random values. (Overrides RandomNumberGeneratorFill(Double))
	Fill(DoubleComplex)	Fills the given array of double-precision complex numbers with random values. (Overrides RandomNumberGeneratorFill(DoubleComplex))
	Fill(DoubleDataBlock)	Fills the given data block with random values. (Inherited from RandomNumberGenerator)
	Fill(FloatComplex)	Fills the given array of single-precision complex numbers with random values. (Inherited from RandomNumberGenerator)
	Fill(Single)	Fills the given array of floats with random values. (Inherited from RandomNumberGenerator)
	Next	Generates a random number.
	NextDouble	Generates a double precision random number. (Overrides RandomNumberGeneratorNextDouble)
	NextDoubleComplex	Method for generating a double precision complex number random deviate. (Overrides RandomNumberGeneratorNextDoubleComplex)
	NextFloat	Method for generating a single precision random deviate. (Inherited from RandomNumberGenerator)
	NextFloatComplex	Method for generating a single precision complex number random deviate. (Inherited from RandomNumberGenerator)
	Reset	Resets the random number generator using a random seed. (Inherited from RandomNumberGenerator)
	Reset(Int32)	Resets the random number generator with the specified seed. (Inherited from RandomNumberGenerator)

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Fields

	Name	Description
	rand_	A delegate method for generating uniform deviates between zero and one. (Inherited from RandomNumberGenerator)

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Remarks

A random variable, W, is said to have a gamma distribution of order a and scale b if it has a probability density function f(x) = (1/(b^a*gamma(a)))*x^(a-1)*exp(-x/b).

Reference

CenterSpace.NMath.Core Namespace