SSJ API Documentation
Stochastic Simulation in Java
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ParetoGen.java
1/*
2 * Class: ParetoGen
3 * Description: random variate generators for the Pareto 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
45public class ParetoGen extends RandomVariateGen {
46 protected double alpha;
47 protected double beta;
48
54 public ParetoGen(RandomStream s, double alpha, double beta) {
55 super(s, new ParetoDist(alpha, beta));
56 setParams(alpha, beta);
57 }
58
64 public ParetoGen(RandomStream s, double alpha) {
65 this(s, alpha, 1.0);
66 }
67
72 super(s, dist);
73 if (dist != null)
74 setParams(dist.getAlpha(), dist.getBeta());
75 }
76
82 public static double nextDouble(RandomStream s, double alpha, double beta) {
83 return ParetoDist.inverseF(alpha, beta, s.nextDouble());
84 }
85
89 public double getAlpha() {
90 return alpha;
91 }
92
96 public double getBeta() {
97 return beta;
98 }
99
100 protected void setParams(double alpha, double beta) {
101 if (alpha <= 0.0)
102 throw new IllegalArgumentException("alpha <= 0");
103 if (beta <= 0.0)
104 throw new IllegalArgumentException("beta <= 0");
105 this.alpha = alpha;
106 this.beta = beta;
107 }
108}
Extends the class ContinuousDistribution for a distribution from the Pareto family,...
double inverseF(double u)
Returns the inverse distribution function .
ParetoGen(RandomStream s, ParetoDist dist)
Creates a new generator for the Pareto distribution dist and stream s.
ParetoGen(RandomStream s, double alpha)
Creates a Pareto random variate generator with parameters.
double getAlpha()
Returns the parameter of this object.
double getBeta()
Returns the parameter of this object.
ParetoGen(RandomStream s, double alpha, double beta)
Creates a Pareto random variate generator with parameters.
static double nextDouble(RandomStream s, double alpha, double beta)
Generates a new variate from the Pareto distribution 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,...