This class implements random variate generators for the chi distribution. More...

Inheritance diagram for ChiGen:

Collaboration diagram for ChiGen:

Public Member Functions
	ChiGen (RandomStream s, int nu)
	Creates a chi random variate generator with \(\nu=\) `nu` degrees of freedom, using stream `s`.

	ChiGen (RandomStream s, ChiDist dist)
	Create a new generator for the distribution `dist`, using stream `s`.

int	getNu ()
	Returns the value of \(\nu\) for 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, int nu)
	Generates a random variate from the chi distribution with \(\nu= \) `nu` degrees of freedom, using stream `s`.

Protected Attributes
int	nu = -1

Protected Attributes inherited from RandomVariateGen
RandomStream	stream

Distribution	dist

Detailed Description

This class implements random variate generators for the chi distribution.

It has \(\nu>0\) degrees of freedom and its density function is (see [99] , page 417)

\[ f (x) = \frac{e^{-x^2 /2} x^{\nu-1}}{2^{(\nu/2) - 1}\Gamma(\nu/2)} \qquad\mbox{for } x > 0, \tag{Fchi} \]

where \(\Gamma(x)\) is the gamma function defined in ( Gamma ).

The (non-static) nextDouble method simply calls inverseF on the distribution (slow).

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

Public Member Functions