NAME

sample_from_gamma_distribution_2 - Samples from a gamma distribution

SYNOPSIS

#include "sample/sample_misc.h"

Example compile flags (system dependent):
  -DLINUX_X86_64 -DLINUX_X86_64_OPTERON  -DGNU_COMPILER 
   -I/home/kobus/include
   -L/home/kobus/misc/load/linux_x86_64_opteron -L/usr/lib/x86_64-linux-gnu
  -lKJB                               -lfftw3  -lgsl -lgslcblas -ljpeg  -lSVM -lstdc++                    -lpthread -lSLATEC -lg2c    -lacml -lacml_mv -lblas -lg2c      -lncursesw 


double sample_from_gamma_distribution_2
(
	double alpha,
	double beta
);

DESCRIPTION

Samples from a gamma distribution with shape alpha, and scale beta. This version chooses between two different implementations depending on the value of the alpha parameter. Both implementations use rejection sampling, but the expected number of iterations is always less than 2 for any value of alpha.

RETURNS

The sampled value

NOTE

For alpha > 2, the algorithm used is that of Knuth's AoCP, vol. 2. It's unclear what the license is on this, as it isn't mentioned in the text.

gamma_pdf

DISCLAIMER

This software is not adequatedly tested. It is recomended that results are checked independantly where appropriate.

AUTHOR

Kyle Simek

DOCUMENTER