random-fu-0.1.4: Random number generation

Data.Random.Distribution.Gamma

Synopsis

Documentation

data Gamma a Source

Constructors

Gamma a a 

gamma :: Distribution Gamma a => a -> a -> RVar aSource

gammaT :: Distribution Gamma a => a -> a -> RVarT m aSource

data Erlang a b Source

Constructors

Erlang a 

erlangT :: Distribution (Erlang a) b => a -> RVarT m bSource

mtGamma :: (Floating a, Ord a, Distribution StdUniform a, Distribution Normal a) => a -> a -> RVarT m aSource

derived from Marsaglia & Tang, A Simple Method for generating gamma variables, ACM Transactions on Mathematical Software, Vol 26, No 3 (2000), p363-372.