Gamma Distribution in Boost

I'm trying to use the Gamma distribution from boost::math开发者_JS百科 but it looks like it isn't possible to use it with boost::variate_generator. Could someone confirm that? Or is there a way to use it.

I discovered that there is a boost::gamma_distribution undocumented that could probably be used too but it only allows to choose the alpha parameter from the distribution and not the beta.

Thanks!

As mentioned in this link, you can extend Boost's (or TR1's) one-parameter gamma distribution simply by multiplying the output of the rng by your desired scale.

Below is sample code that uses variate_generator to draw numbers from a gamma distribution, parameterized by mean and variance:

#include <boost/random.hpp>
#include <boost/random/gamma_distribution.hpp>

double rgamma( double mean, double variance, boost::mt19937& rng ) {
  const double shape = ( mean*mean )/variance;
  double scale = variance/mean;

  boost::gamma_distribution<> gd( shape );
  boost::variate_generator<boost::mt19937&,boost::gamma_distribution<> > var_gamma( rng, gd );

  return scale*var_gamma();
}