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java.lang.Object umontreal.iro.lecuyer.randvar.RandomVariateGen umontreal.iro.lecuyer.randvar.NormalInverseGaussianGen
public class NormalInverseGaussianGen
This class implements random variate generators for
the normal inverse gaussian (NIG) distribution. See the definition of
NormalInverseGaussianDist
Constructor Summary | |
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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. |
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NormalInverseGaussianGen(RandomStream s,
NormalInverseGaussianDist dist)
Creates a new generator for the distribution dist, using stream s. |
Method Summary | |
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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 |
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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 NormalInverseGaussianGen(RandomStream s, double alpha, double beta, double mu, double delta)
public NormalInverseGaussianGen(RandomStream s, NormalInverseGaussianDist dist)
Method Detail |
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public static double nextDouble(RandomStream s, double alpha, double beta, double mu, double delta)
public double getAlpha()
public double getBeta()
public double getMu()
public double getDelta()
public void setParams(double alpha, double beta, double mu, double delta)
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