Implements Beta random variate generators using the rejection method with log-logistic envelopes from [34] . More...

Inheritance diagram for BetaRejectionLoglogisticGen:

Collaboration diagram for BetaRejectionLoglogisticGen:

Public Member Functions
	BetaRejectionLoglogisticGen (RandomStream s, RandomStream aux, double alpha, double beta)
	Creates a beta random variate generator with parameters \(\alpha=\) `alpha` and \(\beta=\) `beta` over the interval \((0,1)\), using main stream `s` and auxiliary stream `aux`. More...

	BetaRejectionLoglogisticGen (RandomStream s, double alpha, double beta)
	Creates a beta random variate generator with parameters \(\alpha=\) `alpha` and \(\beta=\) `beta`, over the interval \((0,1)\), using stream `s`.

	BetaRejectionLoglogisticGen (RandomStream s, RandomStream aux, double alpha, double beta, double a, double b)
	Creates a beta random variate generator with parameters \(\alpha=\) `alpha` and \(\beta=\) `beta` over the interval (`a`, `b`), using main stream `s` and auxiliary stream `aux`. More...

	BetaRejectionLoglogisticGen (RandomStream s, double alpha, double beta, double a, double b)
	Creates a beta random variate generator with parameters \(\alpha=\) `alpha` and \(\beta=\) `beta`, over the interval (`a`, `b`), using stream `s`.

	BetaRejectionLoglogisticGen (RandomStream s, RandomStream aux, BetaDist dist)
	Creates a new generator for the distribution `dist`, using stream `s` and auxiliary stream `aux`. More...

	BetaRejectionLoglogisticGen (RandomStream s, BetaDist dist)
	Same as BetaRejectionLoglogisticGen(s, s, dist). More...

RandomStream	getAuxStream ()
	Returns the auxiliary stream associated with that object.

double	nextDouble ()

Public Member Functions inherited from BetaGen
	BetaGen (RandomStream s, double alpha, double beta, double a, double b)
	Creates a new beta generator with parameters \(\alpha=\) `alpha` and \(\beta=\) `beta`, over the interval \((\)`a` \(,\) `b` \()\), using stream `s`.

	BetaGen (RandomStream s, double alpha, double beta)
	Creates a new beta generator with parameters \(\alpha=\) `alpha` and \(\beta=\) `beta`, over the interval \((0,1)\), using stream `s`.

	BetaGen (RandomStream s, BetaDist dist)
	Creates a new generator for the distribution `dist`, using stream `s`.

double	getAlpha ()
	Returns the parameter \(\alpha\) of this object.

double	getBeta ()
	Returns the parameter \(\beta\) of this object.

double	getA ()
	Returns the parameter \(a\) of this object.

double	getB ()
	Returns the parameter \(b\) of this object.

Public Member Functions inherited from RandomVariateGen
	RandomVariateGen (RandomStream s, Distribution dist)
	Creates a new random variate generator from the distribution `dist`, using stream `s`. More...

double	nextDouble ()
	Generates a random number from the continuous distribution contained in this object. More...

void	nextArrayOfDouble (double[] v, int start, int n)
	Generates `n` random numbers from the continuous distribution contained in this object. More...

double []	nextArrayOfDouble (int n)
	Generates `n` random numbers from the continuous distribution contained in this object, and returns them in a new array of size `n`. More...

RandomStream	getStream ()
	Returns the umontreal.ssj.rng.RandomStream used by this generator. More...

void	setStream (RandomStream stream)
	Sets the umontreal.ssj.rng.RandomStream used by this generator to `stream`.

Distribution	getDistribution ()
	Returns the umontreal.ssj.probdist.Distribution used by this generator. More...

String	toString ()
	Returns a `String` containing information about the current generator.

Additional Inherited Members
Static Public Member Functions inherited from BetaGen
static double	nextDouble (RandomStream s, double alpha, double beta, double a, double b)
	Generates a variate from the beta distribution with parameters \(\alpha= \) `alpha`, \(\beta= \) `beta`, over the interval \((a, b)\), using stream `s`.

Protected Member Functions inherited from BetaGen
void	setParams (double alpha, double beta, double aa, double bb)

Protected Attributes inherited from BetaGen
double	p

double	q

double	a

double	b

int	gen

Protected Attributes inherited from RandomVariateGen
RandomStream	stream

Distribution	dist

Detailed Description

Implements Beta random variate generators using the rejection method with log-logistic envelopes from [34] .

The method draws the first two uniforms from the main stream and uses the auxiliary stream for the remaining uniforms, when more than two are needed (i.e., when rejection occurs). The current implementation is adapted from UNURAN.

Constructor & Destructor Documentation

◆ BetaRejectionLoglogisticGen() [1/4]

BetaRejectionLoglogisticGen	(	RandomStream	s,
		RandomStream	aux,
		double	alpha,
		double	beta
	)

Creates a beta random variate generator with parameters \(\alpha=\) alpha and \(\beta=\) beta over the interval \((0,1)\), using main stream s and auxiliary stream aux.

The auxiliary stream is used when a random number of uniforms is required for a rejection-type generation method.

◆ BetaRejectionLoglogisticGen() [2/4]

BetaRejectionLoglogisticGen	(	RandomStream	s,
		RandomStream	aux,
		double	alpha,
		double	beta,
		double	a,
		double	b
	)

Creates a beta random variate generator with parameters \(\alpha=\) alpha and \(\beta=\) beta over the interval (a, b), using main stream s and auxiliary stream aux.

The auxiliary stream is used when a random number of uniforms is required for a rejection-type generation method.

◆ BetaRejectionLoglogisticGen() [3/4]

BetaRejectionLoglogisticGen	(	RandomStream	s,
		RandomStream	aux,
		BetaDist	dist
	)

Creates a new generator for the distribution dist, using stream s and auxiliary stream aux.

The main stream is used for the first uniforms (before a rejection occurs) and the auxiliary stream is used afterwards (after the first rejection).

◆ BetaRejectionLoglogisticGen() [4/4]

BetaRejectionLoglogisticGen	(	RandomStream	s,
		BetaDist	dist
	)

Same as BetaRejectionLoglogisticGen(s, s, dist).

The auxiliary stream used will be the same as the main stream.

The documentation for this class was generated from the following file:

BetaRejectionLoglogisticGen.java