/*
* gamma_randomdev.h
*
* This file is part of NEST.
*
* Copyright (C) 2004 The NEST Initiative
*
* NEST is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 2 of the License, or
* (at your option) any later version.
*
* NEST is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with NEST. If not, see <http://www.gnu.org/licenses/>.
*
*/
#ifndef GAMMA_RANDOMDEV_H
#define GAMMA_RANDOMDEV_H
#include <cmath>
#include "randomgen.h"
#include "randomdev.h"
#include "lockptr.h"
/************************************************************/
/* Class GammaRNG */
/* */
/* Generates an RNG which returns gamma(x; a) distributed */
/* random numbers out of an RNG which returns uniformly */
/* distributed random numbers: */
/* */
/* gamma(x; a) = x^(a-1) * exp(-x) / Gamma(a) */
/* */
/* gamma(x; a, b) distributed random number are obtained by */
/* scaling: if X ~ gamma(x; a), then b*X ~ gamma(x; a, b). */
/* */
/* Arguments: */
/* - pointer to an RNG */
/* - parameters a (optional, default = 1) */
/* */
/* Algorithm: */
/* a < 1 : Johnk's algorithm [1, p. 418] */
/* a = 1 : direct transformation (exponential distribution)*/
/* a > 1 : Best's algorithm [1, p. 410] */
/* */
/* Verification: */
/* Kolmogorov-Smirnov test at p=0.01 passed for sample */
/* size 10,000 and orders 0.01 - 25 (MATLAB Stats Toolbox) */
/* */
/* Author: */
/* Hans Ekkehard Plesser */
/* */
/* References: */
/* [0] always reserved for Stroustrup */
/* [1] L. Devroye, "Non-Uniform Random Variate Generation",*/
/* Springer, 1986 */
/* */
/* */
/************************************************************/
namespace librandom {
/*BeginDocumentation
Name: rdevdict::gamma - gamma random deviate generator
Description:
Generates gamma-distributed random numbers.
gamma(x; order) = x^(order-1) * exp(-x) / Gamma(order) , x >= 0
Parameters:
order - order of the gamma distribution
Remarks:
gamma(x; order, b) distributed random number are obtained by
scaling: if X ~ gamma(x; order), then b*X ~ gamma(x; order, b).
SeeAlso: CreateRDV, RandomArray, rdevdict
Author: Hans Ekkehard Plesser
*/
/**
* Class GammaRandomDev Create gamma distributed random numbers
*
* @ingroup RandomDeviateGenerators
*/
class GammaRandomDev : public RandomDev
{
public:
// accept only lockPTRs for initialization,
// otherwise creation of a lock ptr would
// occur as side effect---might be unhealthy
GammaRandomDev(RngPtr, double a_in = 1.0); //!< create with fixed RNG
GammaRandomDev(double a_in = 1.0); //!< create w/o fixed RNG for threaded simulations
void set_order(double); //!< set order
//! set distribution parameters from SLI dict
void set_status(const DictionaryDatum&);
//! get distribution parameters from SLI dict
void get_status(DictionaryDatum&) const;
double operator()(void); //!< draw number
double operator()(RngPtr) const; //!< draw number, threaded
double operator()(RngPtr, double); //!< draw number, threaded, explicit order
private:
double a; // gamma density order
double bb; // parameters b, c of Best's algorithm
double bc;
double ju; // exponents of U, V of Johnk's algorithm
double jv;
};
inline
double GammaRandomDev::operator()(void)
{
return (*this)(rng_);
}
inline
double GammaRandomDev::operator()(RngPtr rthrd, double a)
{
set_order(a);
return (*this)(rthrd);
}
inline
void GammaRandomDev::set_order(double a_in=1.0)
{
assert(a_in > 0);
a = a_in;
bb = a-1.0;
bc = 3.0*(a-0.25);
ju = 1.0 / a;
jv = a != 1 ? 1.0 / (1-a) : 0;
}
}
# endif