<blockquote>
<p>Do you have time to implement the other functions used by other distributions? Specifically it would be Probability(arma::vec&), Random(), Train(observations, probabilities) (that's the hard one, since we have to factor in different weights for each point; at that point we'd be deriving an original algorithm for estimation, but I think it might be a fairly straightforward modification), Serialize(), and LogProbability() (plus tests). If you don't, that's fine, but then I would ask if you can instead just open an issue mentioning that each of these methods needs to be implemented for GammaDistribution to be a true distribution that can be used in the rest of mlpack. :)</p>
</blockquote>
<p>I think I prefer to move to the rest of the LSH model for now and come back to do these once that's done, so I'll go with opening an issue if that's ok (I'll assign myself).</p>
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