random_gamma.h

// Description: Gamma-distributed random numbers

#ifndef PASTELSYS_RANDOM_GAMMA_H
#define PASTELSYS_RANDOM_GAMMA_H

#include "pastel/sys/mytypes.h"
#include "pastel/sys/vector.h"

namespace Pastel
{

    //! Returns a gamma-distributed random real with scale 1.
    /*!
   Preconditions:
   shape > 0
   */
    template <typename Real>
    Real randomGamma(
        const NoDeduction<Real>& shape);

    //! Returns a gamma-distributed random real.
    /*!
   Preconditions:
   shape > 0
   scale > 0
   */
    template <typename Real>
    Real randomGamma(
        const NoDeduction<Real>& shape,
        const NoDeduction<Real>& scale);

    //! Converts variance to the scale parameter of the gamma distribution.
    /*!
   Preconditions:
   shape > 0
   variance >= 0
   */
    template <typename Real>
    Real varianceToGammaScale(
        const NoDeduction<Real>& shape,
        const NoDeduction<Real>& variance);

    //! Returns a random vector gamma distributed in each component.

    template <typename Real, integer N>
    Vector<Real, N> randomGammaVector(
        const NoDeduction<Real>& shape);

    //! Returns a random vector gamma distributed in each component.

    template <typename Real, integer N>
    Vector<Real, N> randomGammaVector(
        integer dimension,
        const NoDeduction<Real>& shape);

    //! Probability density function for the gamma distribution with scale 1.
    /*!
   Preconditions:
   shape > 0

   This function assumes scale = 1.
   */
    template <typename Real>
    Real gammaPdf(
        const NoDeduction<Real>& x,
        const NoDeduction<Real>& shape);

    //! Probability density function for the gamma distribution.
    /*!
   Preconditions:
   shape > 0
   scale > 0
   */
    template <typename Real>
    Real gammaPdf(
        const NoDeduction<Real>& x,
        const NoDeduction<Real>& shape,
        const NoDeduction<Real>& scale);

}

#include "pastel/sys/random/random_gamma.hpp"

#endif