KStat/com.github.polyrocketmatt.kstat.distributions.continuous/GammaDistribution

GammaDistribution

class GammaDistribution(alpha: Double, beta: Double, seed: Int = 0) : ContinuousDistribution

Represents the gamma distribution.

Since

1.0.0

Author

Matthias Kovacic

Parameters

alpha

The shape parameter (α).

beta

The scale parameter (β).

seed

The seed for the random number generator.

See also

Throws

If α or β are not greater than 0.

Constructors

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constructor(alpha: Double, beta: Double, seed: Int = 0)

Creates a new gamma distribution.

Functions

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open override fun cdf(x: Double): SingleRange

Returns the cumulative distribution function (CDF) of the distribution.

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open override fun entropy(type: Distribution.EntropyType): Double

Returns the entropy of the distribution.

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open operator override fun equals(other: Any?): Boolean
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open override fun fisherInformation(n: Int): DoubleArray

Returns the Fisher information of the distribution.

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fun getSeed(): Int

Returns the seed used to generate the distribution.

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open override fun hashCode(): Int
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fun isContinuous(): Boolean

Returns true if the distribution is continuous.

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fun isDiscrete(): Boolean

Returns true if the distribution is discrete.

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open override fun klDivergence(other: ContinuousDistribution): Double

Calculates the Kullback-Leibler divergence between this distribution and the other one.

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open override fun kurtosis(): Double

Returns the kurtosis of the distribution.

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open override fun mad(): Double

Returns the mean absolute deviation (MAD) of the distribution.

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open override fun mean(): Double

Returns the mean of the distribution.

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open override fun median(): IRange

Returns the median of the distribution.

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open override fun mgf(): (Int) -> Double

Returns the moment generating function (MGF) of the distribution.

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open override fun mode(): SingleRange

Returns the mode of the distribution.

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open override fun moment(n: Int): Double

Returns the n-th moment of the distribution.

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open override fun pdf(x: Double): SingleRange

Returns the probability density function (PDF) of the distribution.

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open override fun quantile(x: Double): SingleRange

Returns the quantile of the distribution.

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open override fun sample(vararg support: Double): Double

Returns a sample that is gamma distributed (using Cheng's algorithm).

open override fun sample(n: Int, vararg support: Double): DoubleArray

Returns n samples that are gamma distributed.

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open override fun skewness(): Double

Returns the skewness of the distribution.

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open override fun stddev(): Double

Returns the standard deviation of the distribution.

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open override fun toString(): String
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open override fun variance(): Double

Returns the variance of the distribution.