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Subject [GitHub] [commons-rng] aherbert opened a new pull request #39: RNG-96: Fix parameter interpretation in the
Date Thu, 25 Apr 2019 16:03:53 GMT
aherbert opened a new pull request #39: RNG-96: Fix parameter interpretation in the
URL: https://github.com/apache/commons-rng/pull/39
 
 
   AhrensDieterMarsagliaTsangGammaSampler.
   
   This modifies the algorithm so that alpha is interpreted as a 'shape'
   parameter and theta is a 'scale' parameter. This effectively reverses
   the function of the parameters (alpha => theta and theta => alpha). The
   algorithm parameter names match those defined on MathWorld and
   Wikipedia. The sampler output matches the reference definition in the
   tests when the same parameters for shape and scale are used.
   
   `alpha` is a shape parameter and defines the shape of the distribution and the algorithm
used.
   
   `theta` is a scale parameter and just stretches the distribution.
   

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