SSJ API Documentation
Stochastic Simulation in Java
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ExtremeValueGen.java
1/*
2 * Class: ExtremeValueGen
3 * Description: random variate generators for the Gumbel distribution
4 * Environment: Java
5 * Software: SSJ
6 * Copyright (C) 2001 Pierre L'Ecuyer and Universite de Montreal
7 * Organization: DIRO, Universite de Montreal
8 * @author
9 * @since
10 *
11 *
12 * Licensed under the Apache License, Version 2.0 (the "License");
13 * you may not use this file except in compliance with the License.
14 * You may obtain a copy of the License at
15 *
16 * http://www.apache.org/licenses/LICENSE-2.0
17 *
18 * Unless required by applicable law or agreed to in writing, software
19 * distributed under the License is distributed on an "AS IS" BASIS,
20 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
21 * See the License for the specific language governing permissions and
22 * limitations under the License.
23 *
24 */
25package umontreal.ssj.randvar;
26
27import umontreal.ssj.rng.*;
28import umontreal.ssj.probdist.*;
29
47@Deprecated
48public class ExtremeValueGen extends RandomVariateGen {
49 protected double alpha = -1.0;
50 protected double lambda = -1.0;
51
57 public ExtremeValueGen(RandomStream s, double alpha, double lambda) {
58 super(s, new ExtremeValueDist(alpha, lambda));
59 setParams(alpha, lambda);
60 }
61
68 this(s, 0.0, 1.0);
69 }
70
75 super(s, dist);
76 if (dist != null)
77 setParams(dist.getAlpha(), dist.getLambda());
78 }
79
86 public static double nextDouble(RandomStream s, double alpha, double lambda) {
87 return ExtremeValueDist.inverseF(alpha, lambda, s.nextDouble());
88 }
89
93 public double getAlpha() {
94 return alpha;
95 }
96
100 public double getLambda() {
101 return lambda;
102 }
103
107 protected void setParams(double alpha, double lambda) {
108 if (lambda <= 0.0)
109 throw new IllegalArgumentException("lambda <= 0");
110 this.lambda = lambda;
111 this.alpha = alpha;
112 }
113}
This class has been replaced by GumbelDist .
double inverseF(double u)
Returns the inverse distribution function .
static double nextDouble(RandomStream s, double alpha, double lambda)
Uses inversion to generate a new variate from the extreme value distribution with parameters &#160;alpha ...
double getLambda()
Returns the parameter of this object.
void setParams(double alpha, double lambda)
Sets the parameter and of this object.
double getAlpha()
Returns the parameter of this object.
ExtremeValueGen(RandomStream s, double alpha, double lambda)
Creates an extreme value random variate generator with parameters.
ExtremeValueGen(RandomStream s, ExtremeValueDist dist)
Creates a new generator object for distribution dist and stream s.
ExtremeValueGen(RandomStream s)
Creates an extreme value random variate generator with parameters.
This interface defines the basic structures to handle multiple streams of uniform (pseudo)random numb...
double nextDouble()
Returns a (pseudo)random number from the uniform distribution over the interval , using this stream,...