ErlangConvolutionGen.java

/*
 * Class:        ErlangConvolutionGen
 * Description:  Erlang random variate generators using the convolution method
 * Environment:  Java
 * Software:     SSJ 
 * Copyright (C) 2001  Pierre L'Ecuyer and Universite de Montreal
 * Organization: DIRO, Universite de Montreal
 * @author       
 * @since
 *
 *
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at
 *
 *     http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 *
 */
package umontreal.ssj.randvar;
 
import umontreal.ssj.rng.*;
import umontreal.ssj.probdist.*;

public class ErlangConvolutionGen extends ErlangGen {

   public ErlangConvolutionGen(RandomStream s, int k, double lambda) {
      super(s, null);
      setParams(k, lambda);
   }

   public ErlangConvolutionGen(RandomStream s, int k) {
      this(s, k, 1.0);
   }

   public ErlangConvolutionGen(RandomStream s, ErlangDist dist) {
      super(s, dist);
      if (dist != null)
         setParams(dist.getK(), dist.getLambda());
   }
 
   public double nextDouble() {
      return convolution(stream, k, lambda);
   }
 
   public static double nextDouble(RandomStream s, int k, double lambda) {
      return convolution(s, k, lambda);
   }
 
   private static double convolution(RandomStream s, int k, double lambda) {
      double x = 0.0;
      for (int i = 0; i < k; i++)
         x += ExponentialDist.inverseF(lambda, s.nextDouble());
      return x;
   }
}