Gamma extends AbstractContinousDistribution { @Override public double cdf(double x) { return Probability.gamma(alpha, rate, x); } Gamma(double alpha, double rate, Random randomGenerator); @Override double cdf(double x); @Override double nextDouble(); double nextDouble(double alpha, double rate); @Override double pdf(double x); @Override String toString(); static double logGamma(double x);  }
@Test public void testCdf() { Random gen = RandomUtils.getRandom(); for (double beta : new double[]{1, 0.1, 2, 100}) { Gamma g1 = new Gamma(1, beta, gen); Gamma g2 = new Gamma(1, 1, gen); for (double x : seq(0, 0.99, 0.1)) { assertEquals(String.format(Locale.ENGLISH, "Rate invariance: x = %.4f, alpha = 1, beta = %.1f", x, beta), 1 - Math.exp(-x * beta), g1.cdf(x), 1.0e-9); assertEquals(String.format(Locale.ENGLISH, "Rate invariance: x = %.4f, alpha = 1, beta = %.1f", x, beta), g2.cdf(beta * x), g1.cdf(x), 1.0e-9); } } for (double alpha : new double[]{0.01, 0.1, 1, 2, 10, 100, 1000}) { Gamma g = new Gamma(alpha, 1, gen); for (double beta : new double[]{0.1, 1, 2, 100}) { Gamma g1 = new Gamma(alpha, beta, gen); for (double x : seq(0, 0.9999, 0.001)) { assertEquals( String.format(Locale.ENGLISH, "Rate invariance: x = %.4f, alpha = %.2f, beta = %.1f", x, alpha, beta), g.cdf(x * beta), g1.cdf(x), 0); } } } checkGammaCdf(0.01, 1, 0.0000000, 0.9450896, 0.9516444, 0.9554919, 0.9582258, 0.9603474, 0.9620810, 0.9635462, 0.9648148, 0.9659329, 0.9669321); checkGammaCdf(0.1, 1, 0.0000000, 0.7095387, 0.7591012, 0.7891072, 0.8107067, 0.8275518, 0.8413180, 0.8529198, 0.8629131, 0.8716623, 0.8794196); checkGammaCdf(1, 1, 0.0000000, 0.1812692, 0.3296800, 0.4511884, 0.5506710, 0.6321206, 0.6988058, 0.7534030, 0.7981035, 0.8347011, 0.8646647); checkGammaCdf(10, 1, 0.000000e+00, 4.649808e-05, 8.132243e-03, 8.392402e-02, 2.833757e-01, 5.420703e-01, 7.576078e-01, 8.906006e-01, 9.567017e-01, 9.846189e-01, 9.950046e-01); checkGammaCdf(100, 1, 0.000000e+00, 3.488879e-37, 1.206254e-15, 1.481528e-06, 1.710831e-02, 5.132988e-01, 9.721363e-01, 9.998389e-01, 9.999999e-01, 1.000000e+00, 1.000000e+00); }