1 files changed, 48 insertions, 0 deletions
diff --git a/lib/gamma_pdf.c b/lib/gamma_pdf.c
new file mode 100644
index 0000000..977f8b7
--- /dev/null
+++ b/lib/gamma_pdf.c
@@ -0,0 +1,48 @@
+// Gamma Pdf
+//
+// gamma_pdf
+//
+// Gamma probability density function
+//
+// f(x; α, β) = β^α * x^(α-1) * e^(-βx) / Γ(α)
+//
+// Inputs:    1
+// Outputs:   1
+// Constants: 1
+
+
+#include <math.h>
+#include "ts.h"
+
+typedef struct {
+    fp_t shape;
+} ts_gamma_pdf_params_t;
+
+ts_parameter_t const ts_gamma_pdf_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_gamma_pdf_params_t) };
+
+uint_t ts_gamma_pdf_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( 0 );
+}
+
+int ts_gamma_pdf(
+	fp_t * const *y, uint_t y_n,
+	fp_t const * const *x, uint_t x_n,
+	uint_t n, ts_constant_t const *c
+)
+{
+	TS_PROLOGUE( ts_gamma_pdf_p );
+	if ( !c ) return -1;
+	fp_t shape = ((ts_gamma_pdf_params_t *)c)->shape;
+	if (shape <= 0.0) return -1;
+
+	for( uint_t i = 0; i < n; ++i )
+	{
+		fp_t xi = x[0][i];
+		y[0][i] = xi > 0 ? pow( xi, shape - 1.0 ) * exp( -xi ) / tgamma( shape ) : 0.0;
+	}
+	return 0;
+}
+
+