---Robert Cyr wrote: > More general than the ! gamma J function, we can use: > gma=: 4 : 0 > 'a b'=.x > (((y%b)^<:a)*^-y%b)%b*!<:a > ) > where a is the shape parameter and b is the scale parameter. > > I am looking for a Gamma distribution randon number generator in J.
>From the statdist.ijs script ( open 'statdist' ) NB. ========================================================= NB. gammarand NB. random numbers in a gamma distribution NB. y has 2 elements p,n NB. 0 = power parameter NB. 1 = number of trials NB. NB. if p=1 this is the exponential distribution gammarand=: 3 : 0 'p n'=. y r=. n#0 k=. p-i=. <.p if. k do. r=. betarand k,(-.k),n r=. r * -^.rand01 n end. if. i do. r-^.*/rand01 i,n end. ) ---------------------------------------------------------------------- For information about J forums see http://www.jsoftware.com/forums.htm
