Using Boost's pdf function

Question

Silly question but I'm spending too much time looking for answers on the web with no success. I have a boost::random::gamma_distribution object and a float value for which I would like to compute the pdf.

Which Boost modules exactly should I inlude and how to I call the function that computes a pdf for gamma?

Thanks

Answer 1

I have peeked at random/gamma_distribution.hpp and there isn't a method to return a pdf, so an instance of gamma_distribution won't help you. However, boost::math::gamma_distribution provides implementation notes and a formula (the table at the bottom) to define a pdf using a library function gamma_p_derivative.

Now you can put together a pdf function yourself:

#include <boost/math/special_functions/gamma.hpp>

// Makes sense for k, theta, x greater than 0.
double gamma_pdf(double k, double theta, double x) {
    return boost::math::gamma_p_derivative(k, x / theta) / theta;
}

And that's basically it. Since gamma.hpp contains the required definitions you don't have to link any additional libraries during compilation.