<p>In <a href="https://github.com/mlpack/mlpack/pull/729#discussion_r71821650">src/mlpack/core/dists/gamma_distribution.hpp</a>:</p>
<pre style='color:#555'>&gt; + * gamma parameters (alpha, beta) to data. Assumes each data dimension is
&gt; + * uncorrelated.
&gt; + *
&gt; + * Based on &quot;Estimating a Gamma Distribution&quot; by Thomas P. Minka:
&gt; + * research.microsoft.com/~minka/papers/minka-gamma.pdf
&gt; + */
&gt; +
&gt; +#ifndef _MLPACK_CORE_DISTRIBUTIONS_GAMMA_DISTRIBUTION_HPP 
&gt; +#define _MLPACK_CORE_DISTRIBUTIONS_GAMMA_DISTRIBUTION_HPP
&gt; +
&gt; +#include &lt;mlpack/core.hpp&gt;
&gt; +namespace mlpack{
&gt; +namespace distribution{
&gt; +
&gt; +/**
&gt; + * Class for fitting the Gamma Distribution to a dataset.
</pre>
<p>We should point out here that this is a multidimensional Gamma distribution, but it assumes that each dimension is fully independent.</p>

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