SSJ
V. 2.6.

umontreal.iro.lecuyer.randvar
Class GammaGen

java.lang.Object
  extended by umontreal.iro.lecuyer.randvar.RandomVariateGen
      extended by umontreal.iro.lecuyer.randvar.GammaGen
Direct Known Subclasses:
ErlangGen, GammaAcceptanceRejectionGen, GammaRejectionLoglogisticGen

public class GammaGen
extends RandomVariateGen

This class implements random variate generators for the gamma distribution. Its parameters are α > 0 and λ > 0. Its density function is

f (x) = λαxα-1e-λx/Γ(α)         for x > 0,

where Γ is the gamma function defined by

Γ(α) = ∫0xα-1e-x dx.

The (non-static) nextDouble method simply calls inverseF on the distribution.


Constructor Summary
GammaGen(RandomStream s, double alpha)
          Creates a gamma random variate generator with parameters α = alpha and λ = 1, using stream s.
GammaGen(RandomStream s, double alpha, double lambda)
          Creates a gamma random variate generator with parameters α = alpha and λ = lambda, using stream s.
GammaGen(RandomStream s, GammaDist dist)
          Creates a new generator object for the gamma distribution dist and stream s.
 
Method Summary
 double getAlpha()
          Returns the parameter α of this object.
 double getLambda()
          Returns the parameter λ of this object.
static double nextDouble(RandomStream s, double alpha, double lambda)
          Generates a new gamma random variate with parameters α = alpha and λ = lambda, using stream s.
 
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

GammaGen

public GammaGen(RandomStream s,
                double alpha,
                double lambda)
Creates a gamma random variate generator with parameters α = alpha and λ = lambda, using stream s.


GammaGen

public GammaGen(RandomStream s,
                double alpha)
Creates a gamma random variate generator with parameters α = alpha and λ = 1, using stream s.


GammaGen

public GammaGen(RandomStream s,
                GammaDist dist)
Creates a new generator object for the gamma distribution dist and stream s.

Method Detail

nextDouble

public static double nextDouble(RandomStream s,
                                double alpha,
                                double lambda)
Generates a new gamma random variate with parameters α = alpha and λ = lambda, using stream s.


getAlpha

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


getLambda

public double getLambda()
Returns the parameter λ of this object.


SSJ
V. 2.6.

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