SSJ
V. 1.2.5.

umontreal.iro.lecuyer.randvar
Class GammaAcceptanceRejectionGen

java.lang.Object
  extended by umontreal.iro.lecuyer.randvar.RandomVariateGen
      extended by umontreal.iro.lecuyer.randvar.GammaGen
          extended by umontreal.iro.lecuyer.randvar.GammaAcceptanceRejectionGen

public class GammaAcceptanceRejectionGen
extends GammaGen

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
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.
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
 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
getDistribution, getStream, nextArrayOfDouble, setStream
 
Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Constructor Detail

GammaAcceptanceRejectionGen

public 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.


GammaAcceptanceRejectionGen

public 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. The auxiliary stream is used when a random number of uniforms is required for a rejection-type generation method.

Method Detail

getAuxStream

public RandomStream getAuxStream()
Returns the auxiliary stream associated with this object.


nextDouble

public 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.


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 GammaGen
Returns:
the generated value

nextDouble

public static double nextDouble(RandomStream s,
                                double alpha,
                                double lambda)
Same as nextDouble (s, s, alpha, lambda).


SSJ
V. 1.2.5.

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