SSJ
V. 2.6.

umontreal.iro.lecuyer.randvar
Class GumbelGen

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

public class GumbelGen
extends RandomVariateGen

This class implements methods for generating random variates from the Gumbel distribution. Its density is given by

f (x) = e-ze-e-z/| β|,        for - ∞ < x < ∞.

where we use the notation z = (x - δ)/β. The scale parameter β can be positive (for the Gumbel distribution) or negative (for the reverse Gumbel distribution), but not 0.


Constructor Summary
GumbelGen(RandomStream s)
          Creates a Gumbel random number generator with β = 1 and δ = 0 using stream s.
GumbelGen(RandomStream s, double beta, double delta)
          Creates a Gumbel random number generator with parameters β = beta and δ = delta using stream s.
GumbelGen(RandomStream s, GumbelDist dist)
          Creates a new generator for the Gumbel distribution dist and stream s.
 
Method Summary
 double getBeta()
          Returns the parameter β.
 double getDelta()
          Returns the parameter δ.
static double nextDouble(RandomStream s, double beta, double delta)
          Generates a new variate from the Gumbel distribution with parameters β = beta and δ = delta using stream s.
 
Methods inherited from class umontreal.iro.lecuyer.randvar.RandomVariateGen
getDistribution, getStream, nextArrayOfDouble, nextDouble, setStream, toString
 
Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, wait, wait, wait
 

Constructor Detail

GumbelGen

public GumbelGen(RandomStream s)
Creates a Gumbel random number generator with β = 1 and δ = 0 using stream s.


GumbelGen

public GumbelGen(RandomStream s,
                 double beta,
                 double delta)
Creates a Gumbel random number generator with parameters β = beta and δ = delta using stream s.


GumbelGen

public GumbelGen(RandomStream s,
                 GumbelDist dist)
Creates a new generator for the Gumbel distribution dist and stream s.

Method Detail

nextDouble

public static double nextDouble(RandomStream s,
                                double beta,
                                double delta)
Generates a new variate from the Gumbel distribution with parameters β = beta and δ = delta using stream s.


getBeta

public double getBeta()
Returns the parameter β.


getDelta

public double getDelta()
Returns the parameter δ.


SSJ
V. 2.6.

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