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java.lang.Objectumontreal.iro.lecuyer.randvar.RandomVariateGen
umontreal.iro.lecuyer.randvar.BetaGen
umontreal.iro.lecuyer.randvar.BetaSymmetricalGen
umontreal.iro.lecuyer.randvar.BetaSymmetricalPolarGen
public class BetaSymmetricalPolarGen
This class implements symmetrical beta random variate generators using Ulrich's polar method. The method generates two uniform random variables x∈[0, 1] and y∈[- 1, 1] until x2 + y2 <= 1. Then it returns
where S = x2 + y2, and α is the shape parameter of the beta distribution. The method is valid only when α > 1/2.
Constructor Summary | |
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BetaSymmetricalPolarGen(RandomStream stream,
BetaSymmetricalDist dist)
Creates a new generator for the distribution dist, using only one stream stream. |
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BetaSymmetricalPolarGen(RandomStream stream,
RandomStream s2,
BetaSymmetricalDist dist)
Creates a new generator for the distribution dist, using stream stream to generate x, and stream s2 to generate y as described in eq. |
Method Summary | |
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RandomStream |
getStream2()
Returns stream s2 associated with this object. |
double |
nextDouble()
Generates a random number from the continuous distribution contained in this object. |
static double |
nextDouble(RandomStream s,
double alpha)
Generates a random number using Ulrich's polar method with only one stream s. |
static double |
nextDouble(RandomStream s1,
RandomStream s2,
double alpha)
Generates a random number using Ulrich's polar method. |
Methods inherited from class umontreal.iro.lecuyer.randvar.BetaGen |
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nextDouble |
Methods inherited from class umontreal.iro.lecuyer.randvar.RandomVariateGen |
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getDistribution, getStream, nextArrayOfDouble, setStream |
Methods inherited from class java.lang.Object |
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equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Constructor Detail |
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public BetaSymmetricalPolarGen(RandomStream stream, RandomStream s2, BetaSymmetricalDist dist)
public BetaSymmetricalPolarGen(RandomStream stream, BetaSymmetricalDist dist)
Method Detail |
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public static double nextDouble(RandomStream s1, RandomStream s2, double alpha)
public static double nextDouble(RandomStream s, double alpha)
public double nextDouble()
RandomVariateGen
inverseF
method of the distribution object.
Alternative generating methods are provided in subclasses.
nextDouble
in class BetaSymmetricalGen
public RandomStream getStream2()
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SSJ V. 1.2.5. |
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