1 files changed, 8 insertions, 0 deletions
diff --git a/src/misc.c b/src/misc.c
index 605f3ea..d5667e8 100644
--- a/src/misc.c
+++ b/src/misc.c
@@ -498,3 +498,11 @@ double std(const double *x, size_t n)
 
     return sqrt(sum/n);
 }
+
+double gamma_pdf(double x, double k, double theta)
+{
+    /* Returns the PDF for the gamma distribution.
+     *
+     * See https://en.wikipedia.org/wiki/Gamma_distribution. */
+    return pow(x,k-1)*exp(-x/theta)/(gsl_sf_gamma(k)*pow(theta,k));
+}