Gamma分布在升压 [英] Gamma Distribution in Boost

问题描述

我试图使用从boost ::数学Gamma分布，但它看起来像它不可能与升压:: variate_generator使用它。可能有人证实？或者是有使用它的方式。

I'm trying to use the Gamma distribution from boost::math but it looks like it isn't possible to use it with boost::variate_generator. Could someone confirm that? Or is there a way to use it.

我发现有一个boost :: gamma_distribution无证这也许可以太习惯，但只允许选择从分布的alpha参数，而不是测试版。

I discovered that there is a boost::gamma_distribution undocumented that could probably be used too but it only allows to choose the alpha parameter from the distribution and not the beta.

谢谢！

推荐答案

如这个环节提到，你可以简单地通过所需的规模RNG的输出乘以延长Boost的（或TR1的）一个参数的伽玛分布。

As mentioned in this link, you can extend Boost's (or TR1's) one-parameter gamma distribution simply by multiplying the output of the rng by your desired scale.

下面是使用示例code variate_generator 从伽玛分布得出的数字，以均值和方差参数：

Below is sample code that uses variate_generator to draw numbers from a gamma distribution, parameterized by mean and variance:

#include <boost/random.hpp>
#include <boost/random/gamma_distribution.hpp>

double rgamma( double mean, double variance, boost::mt19937& rng ) {
  const double shape = ( mean*mean )/variance;
  double scale = variance/mean;

  boost::gamma_distribution<> gd( shape );
  boost::variate_generator<boost::mt19937&,boost::gamma_distribution<> > var_gamma( rng, gd );

  return scale*var_gamma();
}

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