/// <inheritdoc/>
public override double InverseLeftProbability(double P)
{
if ((P < 0.0) || (P > 1.0))
{
throw new ArgumentOutOfRangeException(nameof(P));
}
return(Math.Sqrt(2.0 * gamma.InverseLeftProbability(P)));
}
/// <inheritdoc />
public override double InverseLeftProbability(double P)
{
return(2.0 * gamma.InverseLeftProbability(P));
}
public void TimeGammaGenerators()
{
double alpha = 1.0;
Random rng = new Random(1);
//IDeviateGenerator nRng = new AhrensDieterGammaGenerator(alpha);
IDeviateGenerator nRng = new MarsagliaTsangGammaGenerator(new PolarRejectionNormalDeviateGenerator(), alpha);
Distribution d = new GammaDistribution(alpha);
//double sum = 0.0;
Sample sample = new Sample();
Stopwatch timer = Stopwatch.StartNew();
for (int i = 0; i < 1000000; i++) {
//double x = nRng.GetNext(rng);
double x = d.InverseLeftProbability(rng.NextDouble());
//sum += x;
sample.Add(x);
}
timer.Stop();
Console.WriteLine(sample.KolmogorovSmirnovTest(d).RightProbability);
//Console.WriteLine(sum);
Console.WriteLine(timer.ElapsedMilliseconds);
}