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SSJ V. 1.2.5. |
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java.lang.Objectumontreal.iro.lecuyer.randvar.RandomVariateGen
umontreal.iro.lecuyer.randvar.ExtremeValueGen
public class ExtremeValueGen
This class implements random variate generators for the Gumbel (or extreme value) distribution. Its density is
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 | |
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ExtremeValueGen(RandomStream s,
ExtremeValueDist dist)
Creates a new generator object for distribution dist and stream s. |
Method Summary | |
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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 |
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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 ExtremeValueGen(RandomStream s, ExtremeValueDist dist)
Method Detail |
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public double nextDouble()
RandomVariateGen
inverseF
method of the distribution object.
Alternative generating methods are provided in subclasses.
nextDouble
in class RandomVariateGen
public static double nextDouble(RandomStream s, double alpha, double lambda)
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