GammaPDF - fabiankindermann/ce-fortran GitHub Wiki

function GammaPDF(x, alpha, beta)

Calculates the probability density function

of the Gamma distribution with shape and rate . denotes the complete gamma function.

• real*8 :: x
  The point where to evaluate the probability density function of the Gamma distribution.

• real*8 :: alpha
  Shape parameter. If not present, the function uses alpha = 1. Note that this input variable needs to be strictly greater than zero.
• real*8 :: beta
  Rate parameter. If not present, the function uses beta = 1. Note that this input variable needs to be strictly greater than zero.

• real*8 :: GammaPDF
  The value of the density at x.

• For further reading refer to:
  • Toral, R. & Colet, P. (2014). Stochastic Numerical Methods: An Introduction for Students and Scientists. Weinheim: Wiley.
• This routine is used in the following programs:
  • prog02_15.f90