FrechetGen.java

/*
 * Class:        FrechetGen
 * Description:  generator of random variates from the Fréchet distribution
 * 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 FrechetGen extends RandomVariateGen {
   private double delta;
   private double beta;
   private double alpha;

   public FrechetGen(RandomStream s, double alpha) {
      this(s, alpha, 1.0, 0.0);
   }

   public FrechetGen(RandomStream s, double alpha, double beta, double delta) {
      super(s, new FrechetDist(alpha, beta, delta));
      setParams(alpha, beta, delta);
   }

   public FrechetGen(RandomStream s, FrechetDist dist) {
      super(s, dist);
      if (dist != null)
         setParams(dist.getAlpha(), dist.getBeta(), dist.getDelta());
   }

   public static double nextDouble(RandomStream s, double alpha, double beta, double delta) {
      return FrechetDist.inverseF(alpha, beta, delta, s.nextDouble());
   }

   public double getAlpha() {
      return alpha;
   }

   public double getBeta() {
      return beta;
   }

   public double getDelta() {
      return delta;
   }

   protected void setParams(double alpha, double beta, double delta) {
      if (beta <= 0.0)
         throw new IllegalArgumentException("beta <= 0");
      if (alpha <= 0.0)
         throw new IllegalArgumentException("alpha <= 0");
      this.delta = delta;
      this.beta = beta;
      this.alpha = alpha;
   }
}