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);
}