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Probability Distribution and Statistical Functions -- Gamma Distribution Module #278

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@Jim-215-Fisher Jim-215-Fisher commented Dec 22, 2020

This is the second round of probability distribution and statistical functions, continuing from #240. Since the whole modular structure has been changed, each distribution will have its own PR.
This PR contains gamma distributions. Files uploaded are:

  • src/stdlib_stats_distribtuion_gamma.fypp
  • src/CMakeLists.txt
  • src/tests/test_distribution_gamma.f90
  • src/tests/CMakeLists.txt
  • doc/specs/stdlib_stats_distribution_gamma.md
  • doc/specs/index.md

Link to the open-access article on which this PR is based.
P.369 (7/10) has a summary of the final algorithm.

@awvwgk awvwgk added the reviewers needed This patch requires extra eyes label Apr 17, 2021
@awvwgk awvwgk added the topic: statistics Statistical functions label Sep 18, 2021
@Jim-215-Fisher Jim-215-Fisher marked this pull request as draft September 22, 2021 00:08
@Jim-215-Fisher Jim-215-Fisher marked this pull request as ready for review June 20, 2022 18:46
@Jim-215-Fisher
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This one is ready for review.

@Jim-215-Fisher
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Compilation failed due to Build-API-Docs failure of other modules. Error message is AttributeError: 'FortranSubmoduleProcedure' object has no attribute 'module'. What does that mean?

@14NGiestas
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@Jim-215-Fisher it looks related to the ford issue ford#466.
Apart from that, this PR is LGTM. The only thing I'm unsure about it is: How was your approach to testing, and where did you get the expected output?

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Thank you for the info. Regarding the testing, gamma random number is tested with common Pearson's chi-squared test, pdf and cdf were tested against results from scipy or excel formula with the same parameters.

@Jim-215-Fisher it looks related to the ford issue ford#466. Apart from that, this PR is LGTM. The only thing I'm unsure about it is: How was your approach to testing, and where did you get the expected output?

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