net.finmath.functions.GammaDistribution Maven / Gradle / Ivy

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/*
 * (c) Copyright Christian P. Fries, Germany. All rights reserved. Contact: [email protected].
 *
 * Created on 29.06.2014
 */

package net.finmath.functions;

/**
 * @author Christian Fries
 */
public class GammaDistribution {

    final org.apache.commons.math3.distribution.GammaDistribution gammaDistribution;

	public GammaDistribution(double shape, double scale) {
		super();
		this.gammaDistribution = new org.apache.commons.math3.distribution.GammaDistribution(shape, scale);
	}

	/**
	 * Return the inverse cumulative distribution function at x.
	 * 
	 * @param x Argument
	 * @return Inverse cumulative distribution function at x.
	 */
	public double inverseCumulativeDistribution(double x) {
		return gammaDistribution.inverseCumulativeProbability(x);
	}
}