rgamma_coupled: Sample from maximally coupled Gamma

In pierrejacob/unbiasedpathsampling: Unbiased Path Sampling with couplings

Description

Sample from maximally coupled Gamma distributions with given parameters alpha1, alpha2, beta1, beta2, where alpha is the shape and beta the rate, i.e. the log-density at x is

alpha * log(beta) - lgamma(alpha) + (alpha-1) * log(x) - beta x

Usage

rgamma_coupled(alpha1, alpha2, beta1, beta2)

Arguments

alpha1	shape parameter of first distribution
alpha2	shape parameter of second distribution
beta1	rate parameter of first distribution
beta2	rate parameter of second distribution

pierrejacob/unbiasedpathsampling documentation built on May 17, 2019, 12:03 p.m.