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SSJ V. 1.2.5. |
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java.lang.Objectumontreal.iro.lecuyer.randvar.RandomVariateGen
umontreal.iro.lecuyer.randvar.GammaGen
umontreal.iro.lecuyer.randvar.GammaAcceptanceRejectionGen
public class GammaAcceptanceRejectionGen
This class implements gamma random variate generators using a method that combines acceptance-rejection with acceptance-complement. It uses acceptance-rejection for α < 1 and acceptance-complement for α >= 1. For each gamma variate, the first uniform required is taken from the main stream and all additional uniforms (after the first rejection) are obtained from the auxiliary stream.
Constructor Summary | |
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GammaAcceptanceRejectionGen(RandomStream s,
GammaDist dist)
Creates a new generator object for the gamma distribution dist and stream s for both the main and auxiliary stream. |
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GammaAcceptanceRejectionGen(RandomStream s,
RandomStream aux,
GammaDist dist)
Creates a new generator object for the gamma distribution dist, using main stream s and auxiliary stream aux. |
Method Summary | |
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RandomStream |
getAuxStream()
Returns the auxiliary stream 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,
double lambda)
Same as nextDouble (s, s, alpha, lambda). |
static double |
nextDouble(RandomStream s,
RandomStream aux,
double alpha,
double lambda)
Generates a new gamma variate with parameters α = alpha and λ = lambda, using main stream s and auxiliary stream aux. |
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 GammaAcceptanceRejectionGen(RandomStream s, GammaDist dist)
public GammaAcceptanceRejectionGen(RandomStream s, RandomStream aux, GammaDist dist)
Method Detail |
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public RandomStream getAuxStream()
public static double nextDouble(RandomStream s, RandomStream aux, double alpha, double lambda)
public double nextDouble()
RandomVariateGen
inverseF
method of the distribution object.
Alternative generating methods are provided in subclasses.
nextDouble
in class GammaGen
public static double nextDouble(RandomStream s, double alpha, double lambda)
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SSJ V. 1.2.5. |
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