gamma_distribution.hpp File Reference
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class  GammaDistribution
 This class represents the Gamma distribution. More...



Linear algebra utility functions, generally performed on matrices or vectors.
Probability distributions.

Detailed Description

Yannis Mentekidis
Rohan Raj

Implementation of a Gamma distribution of multidimensional data that fits gamma parameters (alpha, beta) to data. The fitting is done independently for each dataset dimension (row), based on the assumption each dimension is fully independent.

Based on "Estimating a Gamma Distribution" by Thomas P. Minka:

mlpack is free software; you may redistribute it and/or modify it under the terms of the 3-clause BSD license. You should have received a copy of the 3-clause BSD license along with mlpack. If not, see for more information.

Definition in file gamma_distribution.hpp.