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

Inheritance diagram for umontreal.ssj.randvar.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 umontreal.ssj.randvar.RandomVariateGen
	RandomVariateGen (RandomStream s, Distribution dist)
	Creates a new random variate generator from the distribution dist, using stream s.
double	nextDouble ()
	Generates a random number from the continuous distribution contained in this object.
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.

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.

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 [95] , 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).

Definition at line 47 of file ChiGen.java.

Constructor & Destructor Documentation

umontreal.ssj.randvar.ChiGen.ChiGen	(	RandomStream	s,
		int	nu )

Creates a chi random variate generator with \(\nu=\) nu degrees of freedom, using stream s.

Definition at line 54 of file ChiGen.java.

umontreal.ssj.randvar.ChiGen.ChiGen	(	RandomStream	s,
		ChiDist	dist )

Create a new generator for the distribution dist, using stream s.

Definition at line 62 of file ChiGen.java.

int umontreal.ssj.randvar.ChiGen.getNu ( )

Returns the value of \(\nu\) for this object.

Definition at line 82 of file ChiGen.java.

double umontreal.ssj.randvar.ChiGen.nextDouble	(	RandomStream	s,
		int	nu )

static

Generates a random variate from the chi distribution with \(\nu= \) nu degrees of freedom, using stream s.

Definition at line 73 of file ChiGen.java.

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

SSJ API Documentation Stochastic Simulation in Java