gamma_distribution.hpp File Reference
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Classes

class  GammaDistribution
 This class represents the Gamma distribution. More...

 

Namespaces

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

Detailed Description

Author
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: research.microsoft.com/~minka/papers/minka-gamma.pdf

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 http://www.opensource.org/licenses/BSD-3-Clause for more information.

Definition in file gamma_distribution.hpp.