public static double NextGamma(this PcgRandom rand, double a, double b)
{
// Marsaliga and Tsang - assumes a > 0
if (a < 1)
{
return(rand.NextGamma(1.0 + a, b) * Math.Pow(rand.NextDouble(), 1.0 / a));
}
double d = a - 1.0 / 3.0;
double c = 1.0 / Math.Sqrt(9.0 * d);
double z, u, v;
do
{
do
{
z = rand.NextNormal(0, 1.0);
v = 1.0 + c * z;
}while (v <= 0);
v = v * v * v;
u = rand.NextDouble();
if (u < 1 - 0.0331 * z * z * z * z)
{
break;
}
}while (Math.Log(u) >= 0.5 * z * z + d * (1 - v + Math.Log(v)));
return(d * v / b);
}
public static int NextBinomial(this PcgRandom rand, int n, double p)
{
if (n <= 30)
{
// Run Bernouilli samples for small n.
int successes = 0;
for (int i = 0; i < n; i++)
{
if (rand.NextDouble() < p)
{
successes++;
}
}
return(successes);
}
else
{
// Approximate with the normal distribution for large n.
int normal = (int)rand.NextNormal(n * p, n * p * (1 - p));
if (normal < 0)
{
return(0);
}
else if (normal > n)
{
return(n);
}
else
{
return(normal);
}
}
}