rgamma_c: Generates a Gamma-distributed sample

In Rsubbotools: Fast Estimation of Subbottin and AEP Distributions (Generalized Error Distribution)

Generates a Gamma-distributed sample

Description

Returns a sample from a gamma-distributed random variable. The function uses the Marsaglia-Tsang fast gamma method used to generate the random samples. See more details below. The name was chosen so it doesn't clash with R's native method.

Usage

rgamma_c(n, b = 2, a = 1/2)

Arguments

n	(int)
b	(numeric) - shape parameter. Must be in the range (0, \infty).
a	(numeric) - scale parameter. Must be in the range (0, \infty).

Details

The gamma distribution is given by the function:

f(x) = \frac{1}{\Gamma(b)a^b}x^{b-1}e^{-x/a}, x > 0

where b is a shape parameter and a is a scale parameter. The RNG is given by Marsaglia and Tsang, "A Simple Method for generating gamma variables", ACM Transactions on Mathematical Software, Vol 26, No 3 (2000), p363-372. Available at \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1145/358407.358414")}. The code is based on the original 'GSL' version, adapted to use 'R' version of RNGs. All credits to the original authors. Implemented by [e-mail], minor modifications for 'GSL' by Brian Gough. Adapted to 'R' by Elias Haddad.

Value

a numeric vector containing a random sample with above parameters.

Examples

sample_gamma <- rgamma_c(1000, 1, 1)

Rsubbotools documentation built on April 16, 2025, 5:10 p.m.