SSJ
V. 2.6.

umontreal.iro.lecuyer.randvar
Class NormalInverseGaussianGen

java.lang.Object
  extended by umontreal.iro.lecuyer.randvar.RandomVariateGen
      extended by umontreal.iro.lecuyer.randvar.NormalInverseGaussianGen
Direct Known Subclasses:
NormalInverseGaussianIGGen

public class NormalInverseGaussianGen
extends RandomVariateGen

This class implements random variate generators for the normal inverse gaussian (NIG) distribution. See the definition of NormalInverseGaussianDist


Constructor Summary
NormalInverseGaussianGen(RandomStream s, double alpha, double beta, double mu, double delta)
          Creates an normal inverse gaussian random variate generator with parameters α = alpha, β = beta, μ = mu and δ = delta, using stream s.
NormalInverseGaussianGen(RandomStream s, NormalInverseGaussianDist dist)
          Creates a new generator for the distribution dist, using stream s.
 
Method Summary
 double getAlpha()
          Returns the parameter α of this object.
 double getBeta()
          Returns the parameter β of this object.
 double getDelta()
          Returns the parameter δ of this object.
 double getMu()
          Returns the parameter μ of this object.
static double nextDouble(RandomStream s, double alpha, double beta, double mu, double delta)
          NOT IMPLEMENTED.
 void setParams(double alpha, double beta, double mu, double delta)
          Sets the parameters α, β, μ and δ of this object.
 
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

NormalInverseGaussianGen

public NormalInverseGaussianGen(RandomStream s,
                                double alpha,
                                double beta,
                                double mu,
                                double delta)
Creates an normal inverse gaussian random variate generator with parameters α = alpha, β = beta, μ = mu and δ = delta, using stream s.


NormalInverseGaussianGen

public NormalInverseGaussianGen(RandomStream s,
                                NormalInverseGaussianDist dist)
Creates a new generator for the distribution dist, using stream s.

Method Detail

nextDouble

public static double nextDouble(RandomStream s,
                                double alpha,
                                double beta,
                                double mu,
                                double delta)
NOT IMPLEMENTED. Use the daughter classes.


getAlpha

public double getAlpha()
Returns the parameter α of this object.


getBeta

public double getBeta()
Returns the parameter β of this object.


getMu

public double getMu()
Returns the parameter μ of this object.


getDelta

public double getDelta()
Returns the parameter δ of this object.


setParams

public void setParams(double alpha,
                      double beta,
                      double mu,
                      double delta)
Sets the parameters α, β, μ and δ of this object.


SSJ
V. 2.6.

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