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How do I output a probability density for gamma distribution at a specific value x? In C++
What are the rules about using an underscore in a C++ identifier?How can I profile C++ code running on Linux?Gamma Distribution in BoostGamma distributed random variables in C++C++11 introduced a standardized memory model. What does it mean? And how is it going to affect C++ programming?Image Processing: Algorithm Improvement for 'Coca-Cola Can' RecognitionR calculated gamma distribution density wrong?How can we find percentile or quantile of gamma distribution in MATLAB?compute the density of a multivariate Dirichlet and Gamma distribution in RAbout Gamma density simulation
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-2
How do I output the probability density of a gamma distribution at a specific value x? (also the cdf, if possible!) Thanks!
c++ gamma-distribution
asked Mar 28 at 18:38
rnt88rnt88
1
add a comment
|
-2
How do I output the probability density of a gamma distribution at a specific value x? (also the cdf, if possible!) Thanks!
c++ gamma-distribution
asked Mar 28 at 18:38
rnt88rnt88
1
Are you trying to hardcode the implementation of the gamma distribution or use a library add-on? I guarantee the boost library already has this implemented and optimized for you if you're willing to put in the work to figure out how to use it. boost.org/doc/libs/1_46_1/libs/math/doc/sf_and_dist/html/…
– CodeoftheWarrior
Mar 28 at 18:42
Did you try anything?
– Valentino
Mar 28 at 19:24
1
@CodeoftheWarrior Since C++ 11 the standard headers already have these functions. en.cppreference.com/w/cpp/numeric/math/tgamma
– Max Langhof
Mar 28 at 20:50
@MaxLanghof Thank you for that. That is the gamma function not the gamma distribution, but it pointed me in the right direction. OP, look in the <random> header file for the pdf of the gamma distribution. cplusplus.com/reference/random/gamma_distribution Correction this generates a value based on the distribution not the actual probability.
– CodeoftheWarrior
Mar 28 at 21:21
add a comment
|
-2
-2
-2
How do I output the probability density of a gamma distribution at a specific value x? (also the cdf, if possible!) Thanks!
c++ gamma-distribution
asked Mar 28 at 18:38
rnt88rnt88
1
How do I output the probability density of a gamma distribution at a specific value x? (also the cdf, if possible!) Thanks!
c++ gamma-distribution
c++ gamma-distribution
asked Mar 28 at 18:38
rnt88rnt88
1
asked Mar 28 at 18:38
rnt88rnt88
1
asked Mar 28 at 18:38
rnt88rnt88
1
asked Mar 28 at 18:38
rnt88rnt88
1
asked Mar 28 at 18:38
rnt88rnt88
1
1
Are you trying to hardcode the implementation of the gamma distribution or use a library add-on? I guarantee the boost library already has this implemented and optimized for you if you're willing to put in the work to figure out how to use it. boost.org/doc/libs/1_46_1/libs/math/doc/sf_and_dist/html/…
– CodeoftheWarrior
Mar 28 at 18:42
Did you try anything?
– Valentino
Mar 28 at 19:24
1
@CodeoftheWarrior Since C++ 11 the standard headers already have these functions. en.cppreference.com/w/cpp/numeric/math/tgamma
– Max Langhof
Mar 28 at 20:50
@MaxLanghof Thank you for that. That is the gamma function not the gamma distribution, but it pointed me in the right direction. OP, look in the <random> header file for the pdf of the gamma distribution. cplusplus.com/reference/random/gamma_distribution Correction this generates a value based on the distribution not the actual probability.
– CodeoftheWarrior
Mar 28 at 21:21
add a comment
|
Are you trying to hardcode the implementation of the gamma distribution or use a library add-on? I guarantee the boost library already has this implemented and optimized for you if you're willing to put in the work to figure out how to use it. boost.org/doc/libs/1_46_1/libs/math/doc/sf_and_dist/html/…
– CodeoftheWarrior
Mar 28 at 18:42
Did you try anything?
– Valentino
Mar 28 at 19:24
1
@CodeoftheWarrior Since C++ 11 the standard headers already have these functions. en.cppreference.com/w/cpp/numeric/math/tgamma
– Max Langhof
Mar 28 at 20:50
@MaxLanghof Thank you for that. That is the gamma function not the gamma distribution, but it pointed me in the right direction. OP, look in the <random> header file for the pdf of the gamma distribution. cplusplus.com/reference/random/gamma_distribution Correction this generates a value based on the distribution not the actual probability.
– CodeoftheWarrior
Mar 28 at 21:21
Are you trying to hardcode the implementation of the gamma distribution or use a library add-on? I guarantee the boost library already has this implemented and optimized for you if you're willing to put in the work to figure out how to use it. boost.org/doc/libs/1_46_1/libs/math/doc/sf_and_dist/html/…
– CodeoftheWarrior
Mar 28 at 18:42
Are you trying to hardcode the implementation of the gamma distribution or use a library add-on? I guarantee the boost library already has this implemented and optimized for you if you're willing to put in the work to figure out how to use it. boost.org/doc/libs/1_46_1/libs/math/doc/sf_and_dist/html/…
– CodeoftheWarrior
Mar 28 at 18:42
Did you try anything?
– Valentino
Mar 28 at 19:24
Did you try anything?
– Valentino
Mar 28 at 19:24
1
1
@CodeoftheWarrior Since C++ 11 the standard headers already have these functions. en.cppreference.com/w/cpp/numeric/math/tgamma
– Max Langhof
Mar 28 at 20:50
@CodeoftheWarrior Since C++ 11 the standard headers already have these functions. en.cppreference.com/w/cpp/numeric/math/tgamma
– Max Langhof
Mar 28 at 20:50
@MaxLanghof Thank you for that. That is the gamma function not the gamma distribution, but it pointed me in the right direction. OP, look in the <random> header file for the pdf of the gamma distribution. cplusplus.com/reference/random/gamma_distribution Correction this generates a value based on the distribution not the actual probability.
– CodeoftheWarrior
Mar 28 at 21:21
@MaxLanghof Thank you for that. That is the gamma function not the gamma distribution, but it pointed me in the right direction. OP, look in the <random> header file for the pdf of the gamma distribution. cplusplus.com/reference/random/gamma_distribution Correction this generates a value based on the distribution not the actual probability.
– CodeoftheWarrior
Mar 28 at 21:21
add a comment
|
1 Answer
1
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oldest
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0
double gammapdf(double value, double alpha, double beta)
return (std::pow(beta, alpha)*std::pow(value, (alpha-1))*std::pow(M_E, (-1*beta*value)))/tgamma(alpha);
This implements the gamma distribution pdf calculation as listed on wikipedia. Did a little digging. The cdf is a bit more difficult and I'm not sure how to solve that one.
answered Mar 28 at 21:48
CodeoftheWarriorCodeoftheWarrior
974 bronze badges
Thanks very much for this! That's great! I have implemented it and it seems to work ok. I can also numerically integrate it for the cdf which is a good workaround... However, your suggestion of using a boost library also sounds good. I'm inexperienced at this - do I simply add a #include at the top pointing at the boost library (which I should download as a file)? Thank you!!
– rnt88
Mar 29 at 10:47
boost.org/doc/libs/1_62_0/more/getting_started/windows.html Unfortunately, no. Boost is an add-on library and you are going to need to find some way to compile the libraries and then link those libraries to the project that needs them. It will require some leg-work, but it's good experience.
– CodeoftheWarrior
Mar 29 at 15:37
I would be curious if this calculation is also ok from a numerical perspective. There are many algorithms (e.g. gauss elimination) where a straightforward replication of the mathematical operations can introduce massive floating point errors. But I have no idea if that is relevant in this particular case.
– Max Langhof
Mar 29 at 22:17
add a comment
|
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double gammapdf(double value, double alpha, double beta)
return (std::pow(beta, alpha)*std::pow(value, (alpha-1))*std::pow(M_E, (-1*beta*value)))/tgamma(alpha);
This implements the gamma distribution pdf calculation as listed on wikipedia. Did a little digging. The cdf is a bit more difficult and I'm not sure how to solve that one.
answered Mar 28 at 21:48
CodeoftheWarriorCodeoftheWarrior
974 bronze badges
Thanks very much for this! That's great! I have implemented it and it seems to work ok. I can also numerically integrate it for the cdf which is a good workaround... However, your suggestion of using a boost library also sounds good. I'm inexperienced at this - do I simply add a #include at the top pointing at the boost library (which I should download as a file)? Thank you!!
– rnt88
Mar 29 at 10:47
boost.org/doc/libs/1_62_0/more/getting_started/windows.html Unfortunately, no. Boost is an add-on library and you are going to need to find some way to compile the libraries and then link those libraries to the project that needs them. It will require some leg-work, but it's good experience.
– CodeoftheWarrior
Mar 29 at 15:37
I would be curious if this calculation is also ok from a numerical perspective. There are many algorithms (e.g. gauss elimination) where a straightforward replication of the mathematical operations can introduce massive floating point errors. But I have no idea if that is relevant in this particular case.
– Max Langhof
Mar 29 at 22:17
add a comment
|
0
double gammapdf(double value, double alpha, double beta)
return (std::pow(beta, alpha)*std::pow(value, (alpha-1))*std::pow(M_E, (-1*beta*value)))/tgamma(alpha);
This implements the gamma distribution pdf calculation as listed on wikipedia. Did a little digging. The cdf is a bit more difficult and I'm not sure how to solve that one.
answered Mar 28 at 21:48
CodeoftheWarriorCodeoftheWarrior
974 bronze badges
Thanks very much for this! That's great! I have implemented it and it seems to work ok. I can also numerically integrate it for the cdf which is a good workaround... However, your suggestion of using a boost library also sounds good. I'm inexperienced at this - do I simply add a #include at the top pointing at the boost library (which I should download as a file)? Thank you!!
– rnt88
Mar 29 at 10:47
boost.org/doc/libs/1_62_0/more/getting_started/windows.html Unfortunately, no. Boost is an add-on library and you are going to need to find some way to compile the libraries and then link those libraries to the project that needs them. It will require some leg-work, but it's good experience.
– CodeoftheWarrior
Mar 29 at 15:37
I would be curious if this calculation is also ok from a numerical perspective. There are many algorithms (e.g. gauss elimination) where a straightforward replication of the mathematical operations can introduce massive floating point errors. But I have no idea if that is relevant in this particular case.
– Max Langhof
Mar 29 at 22:17
add a comment
|
0
0
0
double gammapdf(double value, double alpha, double beta)
return (std::pow(beta, alpha)*std::pow(value, (alpha-1))*std::pow(M_E, (-1*beta*value)))/tgamma(alpha);
This implements the gamma distribution pdf calculation as listed on wikipedia. Did a little digging. The cdf is a bit more difficult and I'm not sure how to solve that one.
answered Mar 28 at 21:48
CodeoftheWarriorCodeoftheWarrior
974 bronze badges
double gammapdf(double value, double alpha, double beta)
return (std::pow(beta, alpha)*std::pow(value, (alpha-1))*std::pow(M_E, (-1*beta*value)))/tgamma(alpha);
This implements the gamma distribution pdf calculation as listed on wikipedia. Did a little digging. The cdf is a bit more difficult and I'm not sure how to solve that one.
answered Mar 28 at 21:48
CodeoftheWarriorCodeoftheWarrior
974 bronze badges
answered Mar 28 at 21:48
CodeoftheWarriorCodeoftheWarrior
974 bronze badges
answered Mar 28 at 21:48
CodeoftheWarriorCodeoftheWarrior
974 bronze badges
answered Mar 28 at 21:48
CodeoftheWarriorCodeoftheWarrior
974 bronze badges
974 bronze badges
Thanks very much for this! That's great! I have implemented it and it seems to work ok. I can also numerically integrate it for the cdf which is a good workaround... However, your suggestion of using a boost library also sounds good. I'm inexperienced at this - do I simply add a #include at the top pointing at the boost library (which I should download as a file)? Thank you!!
– rnt88
Mar 29 at 10:47
boost.org/doc/libs/1_62_0/more/getting_started/windows.html Unfortunately, no. Boost is an add-on library and you are going to need to find some way to compile the libraries and then link those libraries to the project that needs them. It will require some leg-work, but it's good experience.
– CodeoftheWarrior
Mar 29 at 15:37
I would be curious if this calculation is also ok from a numerical perspective. There are many algorithms (e.g. gauss elimination) where a straightforward replication of the mathematical operations can introduce massive floating point errors. But I have no idea if that is relevant in this particular case.
– Max Langhof
Mar 29 at 22:17
add a comment
|
Thanks very much for this! That's great! I have implemented it and it seems to work ok. I can also numerically integrate it for the cdf which is a good workaround... However, your suggestion of using a boost library also sounds good. I'm inexperienced at this - do I simply add a #include at the top pointing at the boost library (which I should download as a file)? Thank you!!
– rnt88
Mar 29 at 10:47
boost.org/doc/libs/1_62_0/more/getting_started/windows.html Unfortunately, no. Boost is an add-on library and you are going to need to find some way to compile the libraries and then link those libraries to the project that needs them. It will require some leg-work, but it's good experience.
– CodeoftheWarrior
Mar 29 at 15:37
I would be curious if this calculation is also ok from a numerical perspective. There are many algorithms (e.g. gauss elimination) where a straightforward replication of the mathematical operations can introduce massive floating point errors. But I have no idea if that is relevant in this particular case.
– Max Langhof
Mar 29 at 22:17
Thanks very much for this! That's great! I have implemented it and it seems to work ok. I can also numerically integrate it for the cdf which is a good workaround... However, your suggestion of using a boost library also sounds good. I'm inexperienced at this - do I simply add a #include at the top pointing at the boost library (which I should download as a file)? Thank you!!
– rnt88
Mar 29 at 10:47
Thanks very much for this! That's great! I have implemented it and it seems to work ok. I can also numerically integrate it for the cdf which is a good workaround... However, your suggestion of using a boost library also sounds good. I'm inexperienced at this - do I simply add a #include at the top pointing at the boost library (which I should download as a file)? Thank you!!
– rnt88
Mar 29 at 10:47
boost.org/doc/libs/1_62_0/more/getting_started/windows.html Unfortunately, no. Boost is an add-on library and you are going to need to find some way to compile the libraries and then link those libraries to the project that needs them. It will require some leg-work, but it's good experience.
– CodeoftheWarrior
Mar 29 at 15:37
boost.org/doc/libs/1_62_0/more/getting_started/windows.html Unfortunately, no. Boost is an add-on library and you are going to need to find some way to compile the libraries and then link those libraries to the project that needs them. It will require some leg-work, but it's good experience.
– CodeoftheWarrior
Mar 29 at 15:37
I would be curious if this calculation is also ok from a numerical perspective. There are many algorithms (e.g. gauss elimination) where a straightforward replication of the mathematical operations can introduce massive floating point errors. But I have no idea if that is relevant in this particular case.
– Max Langhof
Mar 29 at 22:17
I would be curious if this calculation is also ok from a numerical perspective. There are many algorithms (e.g. gauss elimination) where a straightforward replication of the mathematical operations can introduce massive floating point errors. But I have no idea if that is relevant in this particular case.
– Max Langhof
Mar 29 at 22:17
add a comment
|
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Are you trying to hardcode the implementation of the gamma distribution or use a library add-on? I guarantee the boost library already has this implemented and optimized for you if you're willing to put in the work to figure out how to use it. boost.org/doc/libs/1_46_1/libs/math/doc/sf_and_dist/html/…
– CodeoftheWarrior
Mar 28 at 18:42
Did you try anything?
– Valentino
Mar 28 at 19:24
1
@CodeoftheWarrior Since C++ 11 the standard headers already have these functions. en.cppreference.com/w/cpp/numeric/math/tgamma
– Max Langhof
Mar 28 at 20:50
@MaxLanghof Thank you for that. That is the gamma function not the gamma distribution, but it pointed me in the right direction. OP, look in the <random> header file for the pdf of the gamma distribution. cplusplus.com/reference/random/gamma_distribution Correction this generates a value based on the distribution not the actual probability.
– CodeoftheWarrior
Mar 28 at 21:21