Method: ERV::GammaDistribution#sample

Defined in:: lib/erv/gamma_distribution.rb

#sample ⇒ `Object`

We use Marsaglia and Tsang’s sampling algorithm

For more details, see [KROESE11], section 4.2.6, algorithm 4.33 and www.hongliangjie.com/2012/12/19/how-to-generate-gamma-random-variables/



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# File 'lib/erv/gamma_distribution.rb', line 34

def sample
  gamrand(@shape, @scale)
end