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java.lang.Object umontreal.iro.lecuyer.randvar.RandomVariateGen umontreal.iro.lecuyer.randvar.NormalInverseGaussianGen umontreal.iro.lecuyer.randvar.NormalInverseGaussianIGGen
public class NormalInverseGaussianIGGen
.
This class implements a (NIG) random variate generator by
using a normal generator (N) and an inverse gaussian generator (IG),
as described in the following
InverseGaussianGen
.
If
γ = (α^2 - β^2)1/2 with
0 <= | β| < α and
δ > 0, then
X∼NIG(α, β, μ, δ).
Constructor Summary | |
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NormalInverseGaussianIGGen(InverseGaussianGen ig,
NormalGen ng,
double beta,
double mu)
Creates a random variate generator with parameters α, β = beta, μ = mu and δ, using generators ig and ng, as described above. |
Method Summary | |
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double |
nextDouble()
Generates a random number from the continuous distribution contained in this object. |
static double |
nextDouble(InverseGaussianGen ig,
NormalGen ng,
double beta,
double mu)
Generates a new variate from the distribution with parameters α, β = beta, μ = mu and δ, using generators ig and ng, as described in eq.. |
Methods inherited from class umontreal.iro.lecuyer.randvar.NormalInverseGaussianGen |
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getAlpha, getBeta, getDelta, getMu, nextDouble, setParams |
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 NormalInverseGaussianIGGen(InverseGaussianGen ig, NormalGen ng, double beta, double mu)
Method Detail |
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public static double nextDouble(InverseGaussianGen ig, NormalGen ng, double beta, double mu)
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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