BetaStratifiedRejectionGen Class Reference

This class implements Beta random variate generators using the stratified rejection/patchwork rejection method from [210], [223] . More...

Inheritance diagram for BetaStratifiedRejectionGen:

Collaboration diagram for BetaStratifiedRejectionGen:

Public Member Functions
	BetaStratifiedRejectionGen (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...
	BetaStratifiedRejectionGen (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.
	BetaStratifiedRejectionGen (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...
	BetaStratifiedRejectionGen (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.
	BetaStratifiedRejectionGen (RandomStream s, RandomStream aux, BetaDist dist)
	Creates a new generator for the distribution dist, using the given stream s and auxiliary stream aux. More...
	BetaStratifiedRejectionGen (RandomStream s, BetaDist dist)
	Same as BetaStratifiedRejectionGen(s, s, dist). More...
RandomStream	getAuxStream ()
	Returns the auxiliary stream associated with this 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.

Static Public Member Functions
static double	nextDouble (RandomStream s, double alpha, double beta, double a, double b)
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.

Additional Inherited Members
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

This class implements Beta random variate generators using the stratified rejection/patchwork rejection method from [210], [223] .

This method draws one uniform from the main stream and uses the auxiliary stream for any additional uniform variates that might be needed.

Constructor & Destructor Documentation

BetaStratifiedRejectionGen() [1/4]

BetaStratifiedRejectionGen	(	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.

BetaStratifiedRejectionGen() [2/4]

BetaStratifiedRejectionGen	(	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.

BetaStratifiedRejectionGen() [3/4]

BetaStratifiedRejectionGen	(	RandomStream	s,
		RandomStream	aux,
		BetaDist	dist
	)

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

The auxiliary stream is used when a random number of variates must be drawn from the main stream.

BetaStratifiedRejectionGen() [4/4]

BetaStratifiedRejectionGen	(	RandomStream	s,
		BetaDist	dist
	)

Same as BetaStratifiedRejectionGen(s, s, dist).

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

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

• BetaStratifiedRejectionGen.java