SSJ
V. 1.2.5.

umontreal.iro.lecuyer.randvar
Class ExtremeValueGen

java.lang.Object
  extended by umontreal.iro.lecuyer.randvar.RandomVariateGen
      extended by umontreal.iro.lecuyer.randvar.ExtremeValueGen

public class ExtremeValueGen
extends RandomVariateGen

This class implements random variate generators for the Gumbel (or extreme value) distribution. Its density is

f (x) = λe-e-λ(x-α)-λ(x-α)         for x > 0,

where λ > 0.

No local copy of the parameters α and λ is maintained in this class. The (non-static) nextDouble method simply calls inverseF on the distribution.


Constructor Summary
ExtremeValueGen(RandomStream s, ExtremeValueDist dist)
          Creates a new generator object for distribution dist and stream s.
 
Method Summary
 double nextDouble()
          Generates a random number from the continuous distribution contained in this object.
static double nextDouble(RandomStream s, double alpha, double lambda)
          Uses inversion to generate a new variate from the extreme value distribution with parameters α = alpha and λ = lambda, using stream s.
 
Methods inherited from class umontreal.iro.lecuyer.randvar.RandomVariateGen
getDistribution, getStream, nextArrayOfDouble, setStream
 
Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Constructor Detail

ExtremeValueGen

public ExtremeValueGen(RandomStream s,
                       ExtremeValueDist dist)
Creates a new generator object for distribution dist and stream s.

Method Detail

nextDouble

public double nextDouble()
Description copied from class: RandomVariateGen
Generates a random number from the continuous distribution contained in this object. By default, this method uses inversion by calling the inverseF method of the distribution object. Alternative generating methods are provided in subclasses.

Overrides:
nextDouble in class RandomVariateGen
Returns:
the generated value

nextDouble

public static double nextDouble(RandomStream s,
                                double alpha,
                                double lambda)
Uses inversion to generate a new variate from the extreme value distribution with parameters α = alpha and λ = lambda, using stream s.


SSJ
V. 1.2.5.

To submit a bug or ask questions, send an e-mail to Pierre L'Ecuyer.