Option variable
random_gamma_algorithm
Default value: ahrens_cheng
This is the selected algorithm for simulating random gamma variates. Implemented algorithms are ahrens_cheng
and inverse
ahrens_cheng
, this is a combinantion of two procedures, depending on the value of parameter a:
For a>=1, Cheng, R.C.H. and Feast, G.M. (1979). Some simple gamma variate generators. Appl. Stat., 28, 3, 290-295.
For 0<a<1, Ahrens, J.H. and Dieter, U. (1974). Computer methods for sampling from gamma, beta, poisson and binomial cdf_tributions. Computing, 12, 223-246.
inverse
, based on the general inverse method.