Implements Beta random variate generators using the rejection method with log-logistic envelopes from [33] . More...
Public Member Functions | |
| BetaRejectionLoglogisticGen (RandomStream s, RandomStream aux, double alpha, double beta) | |
| Creates a beta random variate generator with parameters. | |
| BetaRejectionLoglogisticGen (RandomStream s, double alpha, double beta) | |
| Creates a beta random variate generator with parameters. | |
| BetaRejectionLoglogisticGen (RandomStream s, RandomStream aux, double alpha, double beta, double a, double b) | |
| Creates a beta random variate generator with parameters. | |
| BetaRejectionLoglogisticGen (RandomStream s, double alpha, double beta, double a, double b) | |
| Creates a beta random variate generator with parameters. | |
| BetaRejectionLoglogisticGen (RandomStream s, RandomStream aux, BetaDist dist) | |
| Creates a new generator for the distribution dist, using stream s and auxiliary stream aux. | |
| BetaRejectionLoglogisticGen (RandomStream s, BetaDist dist) | |
Same as BetaRejectionLoglogisticGen(s,
s, dist). | |
| RandomStream | getAuxStream () |
| Returns the auxiliary stream associated with that object. | |
| double | nextDouble () |
| Generates a random number from the continuous distribution contained in this object. | |
| Public Member Functions inherited from umontreal.ssj.randvar.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. | |
| 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 umontreal.ssj.randvar.RandomVariateGen | |
| RandomVariateGen (RandomStream s, Distribution dist) | |
| Creates a new random variate generator from the distribution dist, using stream s. | |
| void | nextArrayOfDouble (double[] v, int start, int n) |
| Generates n random numbers from the continuous distribution contained in this object. | |
| 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. | |
| RandomStream | getStream () |
| Returns the umontreal.ssj.rng.RandomStream used by this generator. | |
| 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. | |
| String | toString () |
| Returns a String containing information about the current generator. | |
Additional Inherited Members | |
| Static Public Member Functions inherited from umontreal.ssj.randvar.BetaGen | |
| static double | nextDouble (RandomStream s, double alpha, double beta, double a, double b) |
| Generates a variate from the beta distribution with parameters. | |
Detailed Description
Implements Beta random variate generators using the rejection method with log-logistic envelopes from [33] .
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.
Definition at line 43 of file BetaRejectionLoglogisticGen.java.
Constructor & Destructor Documentation
◆ BetaRejectionLoglogisticGen() [1/6]
| umontreal.ssj.randvar.BetaRejectionLoglogisticGen.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.
Definition at line 67 of file BetaRejectionLoglogisticGen.java.
◆ BetaRejectionLoglogisticGen() [2/6]
| umontreal.ssj.randvar.BetaRejectionLoglogisticGen.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.
Definition at line 80 of file BetaRejectionLoglogisticGen.java.
◆ BetaRejectionLoglogisticGen() [3/6]
| umontreal.ssj.randvar.BetaRejectionLoglogisticGen.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.
Definition at line 92 of file BetaRejectionLoglogisticGen.java.
◆ BetaRejectionLoglogisticGen() [4/6]
| umontreal.ssj.randvar.BetaRejectionLoglogisticGen.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.
Definition at line 105 of file BetaRejectionLoglogisticGen.java.
◆ BetaRejectionLoglogisticGen() [5/6]
| umontreal.ssj.randvar.BetaRejectionLoglogisticGen.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).
Definition at line 115 of file BetaRejectionLoglogisticGen.java.
◆ BetaRejectionLoglogisticGen() [6/6]
| umontreal.ssj.randvar.BetaRejectionLoglogisticGen.BetaRejectionLoglogisticGen | ( | RandomStream | s, |
| BetaDist | dist ) |
Same as BetaRejectionLoglogisticGen(s,
s, dist).
The auxiliary stream used will be the same as the main stream.
Definition at line 127 of file BetaRejectionLoglogisticGen.java.
Member Function Documentation
◆ getAuxStream()
| RandomStream umontreal.ssj.randvar.BetaRejectionLoglogisticGen.getAuxStream | ( | ) |
Returns the auxiliary stream associated with that object.
Definition at line 134 of file BetaRejectionLoglogisticGen.java.
◆ nextDouble()
| double umontreal.ssj.randvar.BetaRejectionLoglogisticGen.nextDouble | ( | ) |
Generates a random number from the continuous distribution contained in this object.
By default, this method uses inversion by calling the umontreal.ssj.probdist.ContinuousDistribution.inverseF method of the distribution object. Alternative generating methods are provided in subclasses.
- Returns
- the generated value
Reimplemented from umontreal.ssj.randvar.RandomVariateGen.
Definition at line 160 of file BetaRejectionLoglogisticGen.java.
The documentation for this class was generated from the following file:
- src/main/java/umontreal/ssj/randvar/BetaRejectionLoglogisticGen.java
