Gamma.h File Reference

Gamma: independent Gamma distributions on the coordinates, with the exponential and chi-squared as special cases and a parameterization by mean and standard deviation, and its draws; and GammaError, why parameters fail to define one. More...

#include <cmath>
#include <concepts>
#include <expected>
#include <limits>
#include <optional>
#include <random>
#include <array>
#include <tuple>
#include <type_traits>
#include <utility>
#include <vector>
#include <EmrysFilter/Core/Macros.h>
#include <EmrysFilter/Core/Math.h>
#include <EmrysFilter/Core/Print.h>
#include <EmrysFilter/Distributions/Moments.h>
#include <EmrysFilter/Distributions/SampleSet.h>
#include <EmrysFilter/Distributions/Sampling.h>
#include <EmrysFilter/Spaces/Composite.h>
#include <EmrysFilter/Spaces/Indexing.h>
#include <EmrysFilter/Spaces/Space.h>

Go to the source code of this file.

Classes
class	Emrys::Gamma< Space_, Scalar_ >
	Independent Gamma distributions on the coordinates, for positive quantities such as ranges, speeds, and rates. More...

Enumerations
enum class	Emrys::GammaError { GammaError::NotPositive , GammaError::NonFinite }
	Reasons a shape and scale fail to define a Gamma. More...

Functions
template<typename Scalar, typename Space, std::uniform_random_bit_generator G>
SampleSet< Space, Scalar >	Emrys::drawSamples (Gamma< Space, Scalar > const &gamma, Eigen::Index n, G &rng)
template<typename Scalar, typename Space, std::uniform_random_bit_generator G>
Moments< Space, Scalar >::VectorType	Emrys::drawSample (Gamma< Space, Scalar > const &gamma, G &rng)
template<typename Scalar, typename Space, std::uniform_random_bit_generator G>
SamplesWithLogDensity< Space, Scalar >	Emrys::drawSamplesWithLogDensity (Gamma< Space, Scalar > const &gamma, Eigen::Index n, G &rng)
template<typename Scalar, typename Space, std::uniform_random_bit_generator G>
SampleWithLogDensity< Space, Scalar >	Emrys::drawSampleWithLogDensity (Gamma< Space, Scalar > const &gamma, G &rng)

Detailed Description

Gamma: independent Gamma distributions on the coordinates, with the exponential and chi-squared as special cases and a parameterization by mean and standard deviation, and its draws; and GammaError, why parameters fail to define one.

An immutable value, its own parameters, built only by factories that check them (decisions.md [params-and-density], [checked-factories]). Read StudentT.h next.