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SSJ
3.2.1
Stochastic Simulation in Java
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This class implements Student random variate generators using the polar method of [14] . More...
Public Member Functions | |
| StudentPolarGen (RandomStream s, int n) | |
Creates a Student random variate generator with \(n\) degrees of freedom, using stream s. | |
| StudentPolarGen (RandomStream s, StudentDist dist) | |
Creates a new generator for the Student distribution dist and stream s. | |
| double | nextDouble () |
Public Member Functions inherited from StudentGen | |
| StudentGen (RandomStream s, int n) | |
Creates a Student random variate generator with \(n\) degrees of freedom, using stream s. | |
| StudentGen (RandomStream s, StudentDist dist) | |
Creates a new generator for the Student distribution dist and stream s. | |
| int | getN () |
| Returns the value of \(n\) for this object. | |
Public Member Functions inherited from RandomVariateGen | |
| RandomVariateGen (RandomStream s, Distribution dist) | |
Creates a new random variate generator from the distribution dist, using stream s. More... | |
| double | nextDouble () |
| Generates a random number from the continuous distribution contained in this object. More... | |
| void | nextArrayOfDouble (double[] v, int start, int n) |
Generates n random numbers from the continuous distribution contained in this object. More... | |
| double [] | nextArrayOfDouble (int n) |
Generates n random numbers from the continuous distribution contained in this object, and returns them in a new array of size n. More... | |
| RandomStream | getStream () |
| Returns the umontreal.ssj.rng.RandomStream used by this generator. More... | |
| void | setStream (RandomStream stream) |
Sets the umontreal.ssj.rng.RandomStream used by this generator to stream. | |
| Distribution | getDistribution () |
| Returns the umontreal.ssj.probdist.Distribution used by this generator. More... | |
| String | toString () |
Returns a String containing information about the current generator. | |
Static Public Member Functions | |
| static double | nextDouble (RandomStream s, int n) |
Generates a new variate from the Student distribution with \(n = \) n degrees of freedom, using stream s. | |
Static Public Member Functions inherited from StudentGen | |
| static double | nextDouble (RandomStream s, int n) |
Generates a new variate from the Student distribution with \(n = \) n degrees of freedom, using stream s. | |
Additional Inherited Members | |
Protected Member Functions inherited from StudentGen | |
| void | setN (int nu) |
Protected Attributes inherited from StudentGen | |
| int | n = -1 |
Protected Attributes inherited from RandomVariateGen | |
| RandomStream | stream |
| Distribution | dist |
This class implements Student random variate generators using the polar method of [14] .
The code is adapted from UNURAN (see [157] ).
The non-static nextDouble method generates two variates at a time and the second one is saved for the next call. A pair of variates is generated every second call. In the static case, two variates are generated per call but only the first one is returned and the second is discarded.
1.8.14