In Julia, I have an array of shape values and I would like to sample an array who's values are gamma distributed according to the corresponding shape element of my shape array. What I want is:
shapes = [1.1, 0.5, 10]
scale = 1
x = SampleGammaWithDifferentShapes(shapes,scale)
where x[1] is sampled from a gamma distribution with shape=shapes[1], and x[2] is sampled from a gamma distribution with shape=shape[2], and so on.
Is there a built in function that allows you to do this in one line or will I have to define my own function for this? This seems like it should be a built in function.
The possibility to just broadcast any function over arrays makes it unnecessary to add special array-versions of functions. Can you do it for 1 value? Then just broadcast.
using Distributions
shapes = [1.1, 0.5, 10.]
scale = 1
x = rand.(Gamma.(shapes, scale))