Thanks for all the info guys!
As Ted Dunning mentioned, the inverse cumulative function is specific to
GammaDistributionImpl (I'm actually using commons math 2.2). What then is
the algorithm that GammaDistributionImpl.sample() uses? The link
http://en.wikipedia.org/wiki/Inverse_transform_samplin
Hi Mikkel,
>
> I have created MATH-774 https://issues.apache.org/jira/browse/MATH-774
> and assigned it to myself. I will check if other of the implemented
> methods in oacm.random are not used either and open new issues if that
> is the case.
>
> Thanks for making us aware of this, Paul.
>
> Cheer
Dear all,
I have created MATH-774 https://issues.apache.org/jira/browse/MATH-774
and assigned it to myself. I will check if other of the implemented
methods in oacm.random are not used either and open new issues if that
is the case.
Thanks for making us aware of this, Paul.
Cheers, Mikkel.
2012
Hi.
>
> Have you looked at the nextGamma in org.apache.commons.math.random? It
> should be much faster than using the inversion method.
Whenever there is a specific (thus faster) implementation (in
"RandomDataImpl"), it should be called from the "sample" method of the
corresponding distribution
Hi Paul,
Have you looked at the nextGamma in org.apache.commons.math.random? It
should be much faster than using the inversion method.
Cheers, Mikkel.
2012/3/29 Ted Dunning :
> Yes the sample method is inherited, but the inverse cumulative distribution
> function is not.
>
> On Wed, Mar 28, 2012
Yes the sample method is inherited, but the inverse cumulative distribution
function is not.
On Wed, Mar 28, 2012 at 7:11 PM, Paul Rivera wrote:
> Hi Guys,
>
> I heard that there's lots of way to sample from a Gamma distribution. What
> is commons-math using when I call GammaDistribution.sample
Hi Guys,
I heard that there's lots of way to sample from a Gamma distribution. What
is commons-math using when I call GammaDistribution.sample()? From the
API, it says that sample() uses the "Inversion method" from:
http://en.wikipedia.org/wiki/Inverse_transform_sampling
But this function is
