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java.lang.Object umontreal.iro.lecuyer.randvar.RandomVariateGen umontreal.iro.lecuyer.randvar.InverseGaussianGen umontreal.iro.lecuyer.randvar.InverseGaussianMSHGen
public class InverseGaussianMSHGen
This class implements inverse gaussian random variate generators using the many-to-one transformation method of Michael, Schucany and Haas (MHS).
Constructor Summary | |
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InverseGaussianMSHGen(RandomStream s,
NormalGen sn,
double mu,
double lambda)
Creates an inverse gaussian random variate generator with parameters μ = mu and λ = lambda, using streams s and sn. |
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InverseGaussianMSHGen(RandomStream s,
NormalGen sn,
InverseGaussianDist dist)
Creates a new generator for the distribution dist using streams s and sn. |
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,
NormalGen sn,
double mu,
double lambda)
Generates a new variate from the inverse gaussian distribution with parameters μ = mu and λ = lambda, using streams s and sn. |
Methods inherited from class umontreal.iro.lecuyer.randvar.InverseGaussianGen |
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getLambda, getMu, 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 InverseGaussianMSHGen(RandomStream s, NormalGen sn, double mu, double lambda)
public InverseGaussianMSHGen(RandomStream s, NormalGen sn, InverseGaussianDist dist)
Method Detail |
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public static double nextDouble(RandomStream s, NormalGen sn, double mu, double lambda)
public double nextDouble()
RandomVariateGen
inverseF
method of the distribution object.
Alternative generating methods are provided in subclasses.
nextDouble
in class RandomVariateGen
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