API of the gamma distribution. More...

#include "clProbDist/clProbDist.h"
#include "clProbDist/continuous.h"

Typedefs
typedef struct _clprobdistGamma	clprobdistGamma
	Gamma distribution object [device]. More...

Functions
Functions to create and destroy distribution objects
clprobdistGamma *	clprobdistGammaCreate (cl_double alpha, cl_double lambda, int decprec, size_t bufSize, clprobdistStatus err)
	Create a distribution object. More...

clprobdistStatus	clprobdistGammaDestroy (clprobdistGamma *dist)
	Destroy a distribution object. More...

Functions for use with explicit distribution parameters
cl_double	clprobdistGammaDensityWithObject (const clprobdistGamma dist, cl_double x, clprobdistStatus err)
	Probability density function [device]. More...

cl_double	clprobdistGammaCDFWithObject (const clprobdistGamma dist, cl_double x, clprobdistStatus err)
	Cumulative density function [device]. More...

cl_double	clprobdistGammaComplCDFWithObject (const clprobdistGamma dist, cl_double x, clprobdistStatus err)
	Complementary CDF or reliability function [device]. More...

cl_double	clprobdistGammaInverseCDFWithObject (const clprobdistGamma dist, cl_double u, clprobdistStatus err)
	Inverse cumulative density function [device]. More...

cl_double	clprobdistGammaMeanWithObject (const clprobdistGamma dist, clprobdistStatus err)
	Mean of the distribution [device]. More...

cl_double	clprobdistGammaVarianceWithObject (const clprobdistGamma dist, clprobdistStatus err)
	Variance of the distribution [device]. More...

cl_double	clprobdistGammaStdDeviationWithObject (const clprobdistGamma dist, clprobdistStatus err)
	Standard deviation of the distribution [device]. More...

cl_double	clprobdistGammaGetAlpha (const clprobdistGamma dist, clprobdistStatus err)
	Return the shape parameter of the distribution [device]. More...

cl_double	clprobdistGammaGetLambda (const clprobdistGamma dist, clprobdistStatus err)
	Return the scale parameter of the distribution [device]. More...

cl_double	clprobdistGammaDensity (cl_double alpha, cl_double lambda, int decprec, cl_double x, clprobdistStatus *err)
	Probability density function [device]. More...

cl_double	clprobdistGammaCDF (cl_double alpha, cl_double lambda, int decprec, cl_double x, clprobdistStatus *err)
	Cumulative density function [device]. More...

cl_double	clprobdistGammaComplCDF (cl_double alpha, cl_double lambda, int decprec, cl_double x, clprobdistStatus *err)
	Complementary CDF or reliability function [device]. More...

cl_double	clprobdistGammaInverseCDF (cl_double alpha, cl_double lambda, int decprec, cl_double u, clprobdistStatus *err)
	Inverse cumulative density function [device]. More...

cl_double	clprobdistGammaMean (cl_double alpha, cl_double lambda, int decprec, clprobdistStatus *err)
	Mean of the distribution [device]. More...

cl_double	clprobdistGammaVariance (cl_double alpha, cl_double lambda, int decprec, clprobdistStatus *err)
	Variance of the distribution [device]. More...

cl_double	clprobdistGammaStdDeviation (cl_double alpha, cl_double lambda, int decprec, clprobdistStatus *err)
	Standard deviation of the distribution [device]. More...

Detailed Description

API of the gamma distribution.

Implementation of clProbDist_template.h for the gamma distribution, adapted from [5] .

For the sake of uniformity, all functions of the gamma distribution API that take explicit distribution parameters as their first arguments, instead of a distribution object, also include an integer decprec argument, documented in Implemented distributions. Some of them actually use the argument value, others just ignore it. This is indicated in the individual descriptions of these functions.

Typedef Documentation

typedef struct _clprobdistGamma clprobdistGamma

Gamma distribution object [device].

A structure that represents a gamma distribution object.

Function Documentation

clprobdistGamma* clprobdistGammaCreate	(	cl_double	alpha,
		cl_double	lambda,
		int	decprec,
		size_t *	bufSize,
		clprobdistStatus *	err
	)

Create a distribution object.

Create a new gamma distribution object. Since this function allocates memory for the new distribution object; clprobdistDestroy() must be called to release the allocated memory.

Parameters

[in]	alpha	Value of the shape parameter \(\alpha\).
[in]	lambda	Value of the scale parameter \(\lambda\).
[in]	decprec	Value of \(d\).
[out]	bufSize	Size in bytes of the created distribution object, or `NULL`.
[out]	err	Error status variable, or `NULL`.

Returns: New distribution object.

clprobdistStatus clprobdistGammaDestroy ( clprobdistGamma * dist )

Destroy a distribution object.

Release the resources associated to a distribution object.

Parameters

[in,out] dist Distribution object.

Returns: Error status.

cl_double clprobdistGammaDensityWithObject	(	const clprobdistGamma *	dist,
		cl_double	x,
		clprobdistStatus *	err
	)

Probability density function [device].

Return \(f(x)\), the value at \(x=\)x of the probability density function associated with the distribution object dist.

This function is defined only for continuous distributions (see Implemented distributions).

Parameters

[in]	dist	Distribution object.
[in]	x	Value of \(x\).
[out]	err	Error status variable, or `NULL`.

Returns: Value of \(f(x)\).

cl_double clprobdistGammaCDFWithObject	(	const clprobdistGamma *	dist,
		cl_double	x,
		clprobdistStatus *	err
	)

Cumulative density function [device].

Return \(F(x)\), the value at \(x=\)x of the distribution function associated with the distribution object dist.

Parameters

[in]	dist	Distribution object.
[in]	x	Value of \(x\).
[out]	err	Error status variable, or `NULL`.

Returns: Value of \(F(x)\).

cl_double clprobdistGammaComplCDFWithObject	(	const clprobdistGamma *	dist,
		cl_double	x,
		clprobdistStatus *	err
	)

Complementary CDF or reliability function [device].

Return \(\bar F(x)\), the value of the complementary distribution function associated with the distribution object dist.

Parameters

[in]	dist	Distribution object.
[in]	x	Value of \(x\).
[out]	err	Error status variable, or `NULL`.

Returns: Value of \(\bar F(x)\).

cl_double clprobdistGammaInverseCDFWithObject	(	const clprobdistGamma *	dist,
		cl_double	u,
		clprobdistStatus *	err
	)

Inverse cumulative density function [device].

Return \(F^{-1}(u)\), the value at \(u=\)u of the inverse distribution function associated with the distribution object dist. The type of the return value is cl_int for a discrete distribution of cl_double for a continuous distribution.

Parameters

[in]	dist	Distribution object.
[in]	u	Value of \(u \in [0,1]\).
[out]	err	Error status variable, or `NULL`.

Returns: Value of \(F^{-1}(u)\).

cl_double clprobdistGammaMeanWithObject	(	const clprobdistGamma *	dist,
		clprobdistStatus *	err
	)

Mean of the distribution [device].

Return the mean of the distribution associated with the distribution object dist.

Parameters

[in]	dist	Distribution object.
[out]	err	Error status variable, or `NULL`.

Returns: Mean of the distribution.

cl_double clprobdistGammaVarianceWithObject	(	const clprobdistGamma *	dist,
		clprobdistStatus *	err
	)

Variance of the distribution [device].

Return the variance of the distribution associated with the distribution object dist.

Parameters

[in]	dist	Distribution object.
[out]	err	Error status variable, or `NULL`.

Returns: Variance of the distribution.

cl_double clprobdistGammaStdDeviationWithObject	(	const clprobdistGamma *	dist,
		clprobdistStatus *	err
	)

Standard deviation of the distribution [device].

Return the standard deviation of the distribution associated with the distribution object dist.

Parameters

[in]	dist	Distribution object.
[out]	err	Error status variable, or `NULL`.

Returns: Standard deviation of the distribution.

cl_double clprobdistGammaGetAlpha	(	const clprobdistGamma *	dist,
		clprobdistStatus *	err
	)

Return the shape parameter of the distribution [device].

Parameters

[in]	dist	Distribution object.
[out]	err	Error status variable, or `NULL`.

Returns: Value of the shape parameter \(\alpha\).

cl_double clprobdistGammaGetLambda	(	const clprobdistGamma *	dist,
		clprobdistStatus *	err
	)

Return the scale parameter of the distribution [device].

Parameters

[in]	dist	Distribution object.
[out]	err	Error status variable, or `NULL`.

Returns: Value of the scale parameter \(\lambda\).

cl_double clprobdistGammaDensity	(	cl_double	alpha,
		cl_double	lambda,
		int	decprec,
		cl_double	x,
		clprobdistStatus *	err
	)

Probability density function [device].

See also: clprobdistGammaDensityWithObject()

Parameters

[in]	alpha	Value of the shape parameter \(\alpha\).
[in]	lambda	Value of the scale parameter \(\lambda\).
[in]	decprec	This parameter is unused but present for uniformity.
[in]	x	Value of \(x\).
[out]	err	Error status variable, or `NULL`.

Returns: Value of \(f(x)\).

cl_double clprobdistGammaCDF	(	cl_double	alpha,
		cl_double	lambda,
		int	decprec,
		cl_double	x,
		clprobdistStatus *	err
	)

Cumulative density function [device].

See also: clprobdistGammaCDFWithObject()

Parameters

[in]	alpha	Value of the shape parameter \(\alpha\).
[in]	lambda	Value of the scale parameter \(\lambda\).
[in]	decprec	Value of \(d\).
[in]	x	Value of \(x\).
[out]	err	Error status variable, or `NULL`.

Returns: Value of \(F(x)\).

cl_double clprobdistGammaComplCDF	(	cl_double	alpha,
		cl_double	lambda,
		int	decprec,
		cl_double	x,
		clprobdistStatus *	err
	)

Complementary CDF or reliability function [device].

See also: clprobdistGammaComplCDFWithObject()

Parameters

[in]	alpha	Value of the shape parameter \(\alpha\).
[in]	lambda	Value of the scale parameter \(\lambda\).
[in]	decprec	Value of \(d\).
[in]	x	Value of \(x\).
[out]	err	Error status variable, or `NULL`.

Returns: Value of \(\bar F(x)\).

cl_double clprobdistGammaInverseCDF	(	cl_double	alpha,
		cl_double	lambda,
		int	decprec,
		cl_double	u,
		clprobdistStatus *	err
	)

Inverse cumulative density function [device].

See also: clprobdistGammaInverseCDFWithObject()

Parameters

[in]	alpha	Value of the shape parameter \(\alpha\).
[in]	lambda	Value of the scale parameter \(\lambda\).
[in]	decprec	Value of \(d\).
[in]	u	Value of \(u \in [0,1]\).
[out]	err	Error status variable, or `NULL`.

Returns: Value of \(F^{-1}(u)\).

cl_double clprobdistGammaMean	(	cl_double	alpha,
		cl_double	lambda,
		int	decprec,
		clprobdistStatus *	err
	)

Mean of the distribution [device].

See also: clprobdistGammaMeanWithObject()

Parameters

[in]	alpha	Value of the shape parameter \(\alpha\).
[in]	lambda	Value of the scale parameter \(\lambda\).
[in]	decprec	This parameter is unused but present for uniformity.
[out]	err	Error status variable, or `NULL`.

Returns: Mean of the distribution.

cl_double clprobdistGammaVariance	(	cl_double	alpha,
		cl_double	lambda,
		int	decprec,
		clprobdistStatus *	err
	)

Variance of the distribution [device].

See also: clprobdistGammaVarianceWithObject()

Parameters

[in]	alpha	Value of the shape parameter \(\alpha\).
[in]	lambda	Value of the scale parameter \(\lambda\).
[in]	decprec	This parameter is unused but present for uniformity.
[out]	err	Error status variable, or `NULL`.

Returns: Variance of the distribution.

cl_double clprobdistGammaStdDeviation	(	cl_double	alpha,
		cl_double	lambda,
		int	decprec,
		clprobdistStatus *	err
	)

Standard deviation of the distribution [device].

See also: clprobdistGammaStdDeviationWithObject()

Parameters

[in]	alpha	Value of the shape parameter \(\alpha\).
[in]	lambda	Value of the scale parameter \(\lambda\).
[in]	decprec	This parameter is unused but present for uniformity.
[out]	err	Error status variable, or `NULL`.

Returns: Standard deviation of the distribution.

Typedefs

Functions

Detailed Description

Typedef Documentation

Function Documentation