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Implement the Gamma Distribution. #161

Merged
merged 1 commit into from
Jan 16, 2025
Merged

Implement the Gamma Distribution. #161

merged 1 commit into from
Jan 16, 2025

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estebanz01
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Description

This PR implements the Gamma Distribution now that we have available a relatively good implementation of the regularised lower incomplete gamma function.

This implementation has the notion of rate, so when you initialise the class distribution without specifying the scale: parameter, it will default to a rate function with rate: 1/shape. Keep in mind that this will affect all calculations made.

The following functions are availble:

  • does it behave like a rate distribution? (#as_rate?)
  • Probability Density Function (#density_function)
  • Cumulative Distribution Function (#cumulative_function)
  • Mean (#mean)
  • Mode (#mode)
  • Variance (#variance)
  • Skewness (#skewness)

This change implements the gamma distribution, now that it's possible to
have a more precise calculation of the regularised lower incomplete
gamma function (called `normalised_lower_incomplete_gamma_function`).
@estebanz01 estebanz01 merged commit c7e4157 into master Jan 16, 2025
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@estebanz01 estebanz01 deleted the gamma-distribution branch January 16, 2025 14:09
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