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SSJ V. 2.6. |
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java.lang.Object umontreal.iro.lecuyer.randvar.RandomVariateGen umontreal.iro.lecuyer.randvar.BetaGen umontreal.iro.lecuyer.randvar.BetaSymmetricalGen umontreal.iro.lecuyer.randvar.BetaSymmetricalBestGen
public class BetaSymmetricalBestGen
This class implements symmetrical beta random variate generators using Devroye's one-liner method. It is based on Best's relation between a Student-t variate and a symmetrical beta variate:
Constructor Summary | |
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BetaSymmetricalBestGen(RandomStream s1,
BetaSymmetricalDist dist)
Creates a new generator for the distribution dist, using only one stream s1. |
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BetaSymmetricalBestGen(RandomStream s1,
double alpha)
Creates a symmetrical beta random variate generator with parameter α = alpha, using only one stream s1 to generate U1, U2, and S as given in equation. |
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BetaSymmetricalBestGen(RandomStream s1,
RandomStream s2,
RandomStream s3,
BetaSymmetricalDist dist)
Creates a new generator for the distribution dist, using stream s1 to generate U1, stream s2 to generate U2 and stream s3 to generate S as given in equation. |
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BetaSymmetricalBestGen(RandomStream s1,
RandomStream s2,
RandomStream s3,
double alpha)
Creates a symmetrical beta random variate generator with parameter α = alpha, using stream s1 to generate U1, stream s2 to generate U2 and stream s3 to generate S, as given in equation. |
Method Summary | |
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RandomStream |
getStream2()
Returns stream s2 associated with this object. |
RandomStream |
getStream3()
Returns stream s3 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 Devroye's one-liner method with only one stream s. |
static double |
nextDouble(RandomStream s1,
RandomStream s2,
RandomStream s3,
double alpha)
Generates a random number using Devroye's one-liner method. |
Methods inherited from class umontreal.iro.lecuyer.randvar.BetaGen |
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getA, getAlpha, getB, getBeta, nextDouble |
Methods inherited from class umontreal.iro.lecuyer.randvar.RandomVariateGen |
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getDistribution, getStream, nextArrayOfDouble, setStream, toString |
Methods inherited from class java.lang.Object |
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equals, getClass, hashCode, notify, notifyAll, wait, wait, wait |
Constructor Detail |
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public BetaSymmetricalBestGen(RandomStream s1, RandomStream s2, RandomStream s3, double alpha)
public BetaSymmetricalBestGen(RandomStream s1, double alpha)
public BetaSymmetricalBestGen(RandomStream s1, RandomStream s2, RandomStream s3, BetaSymmetricalDist dist)
public BetaSymmetricalBestGen(RandomStream s1, BetaSymmetricalDist dist)
Method Detail |
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public static double nextDouble(RandomStream s1, RandomStream s2, RandomStream s3, 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 RandomVariateGen
public RandomStream getStream2()
public RandomStream getStream3()
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SSJ V. 2.6. |
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