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SSJ V. 2.6. |
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java.lang.Object umontreal.iro.lecuyer.randvar.RandomVariateGen umontreal.iro.lecuyer.randvar.NormalGen
public class NormalGen
This class implements methods for generating random variates from the normal distribution N(μ, σ). It has mean μ and variance σ2, where σ > 0. Its density function is
The following table gives the CPU time needed to generate 108 standard normal random variates using the different implementations available in SSJ. The first time is for a generator object (non-static method), and the second time is for the static method where no object is created. These tests were made on a machine with processor AMD Athlon 4000, running Red Hat Linux, with clock speed at 2403 MHz. The static method nextDouble() for NormalBoxMullerGen and NormalPolarGen uses only one number out of two that are generated; thus they are twice slower than the non-static method.
Generator | time in seconds | time in seconds |
(object) | (static) | |
NormalGen | 7.67 | 7.72 |
NormalACRGen | 4.71 | 4.76 |
NormalBoxMullerGen | 16.07 | 31.45 |
NormalPolarGen | 7.31 | 13.74 |
NormalKindermannRamageGen | 5.38 | 5.34 |
Constructor Summary | |
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NormalGen(RandomStream s)
Creates a standard normal random variate generator with mean 0 and standard deviation 1, using stream s. |
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NormalGen(RandomStream s,
double mu,
double sigma)
Creates a normal random variate generator with mean mu and standard deviation sigma, using stream s. |
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NormalGen(RandomStream s,
NormalDist dist)
Creates a random variate generator for the normal distribution dist and stream s. |
Method Summary | |
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double |
getMu()
Returns the parameter μ of this object. |
double |
getSigma()
Returns the parameter σ of this object. |
static double |
nextDouble(RandomStream s,
double mu,
double sigma)
Generates a variate from the normal distribution with parameters μ = mu and σ = sigma, using stream s. |
Methods inherited from class umontreal.iro.lecuyer.randvar.RandomVariateGen |
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getDistribution, getStream, nextArrayOfDouble, nextDouble, 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 NormalGen(RandomStream s, double mu, double sigma)
public NormalGen(RandomStream s)
public NormalGen(RandomStream s, NormalDist dist)
Method Detail |
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public static double nextDouble(RandomStream s, double mu, double sigma)
public double getMu()
public double getSigma()
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SSJ V. 2.6. |
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