This class implements random variate generators with the chi square distribution with \(n>0\) degrees of freedom. More...
Public Member Functions | |
| ChiSquareGen (RandomStream s, int n) | |
| Creates a chi square random variate generator with \(n\) degrees of freedom, using stream s. | |
| ChiSquareGen (RandomStream s, ChiSquareDist dist) | |
| Create a new generator for the distribution dist and stream s. | |
| int | getN () |
| Returns the value of \(n\) 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 n) |
| Generates a new variate from the chi square distribution with. | |
Detailed Description
This class implements random variate generators with the chi square distribution with \(n>0\) degrees of freedom.
Its density function is
\[ f(x) = \frac{e^{-x/2}x^{n/2-1}}{2^{n/2}\Gamma(n/2)} \qquad\mbox{ for } x > 0, \tag{Fchi2} \]
where \(\Gamma(x)\) is the gamma function defined in ( Gamma ).
The (non-static) nextDouble method simply calls inverseF on the distribution.
Definition at line 46 of file ChiSquareGen.java.
Constructor & Destructor Documentation
◆ ChiSquareGen() [1/2]
| umontreal.ssj.randvar.ChiSquareGen.ChiSquareGen | ( | RandomStream | s, |
| int | n ) |
Creates a chi square random variate generator with \(n\) degrees of freedom, using stream s.
Definition at line 53 of file ChiSquareGen.java.
◆ ChiSquareGen() [2/2]
| umontreal.ssj.randvar.ChiSquareGen.ChiSquareGen | ( | RandomStream | s, |
| ChiSquareDist | dist ) |
Create a new generator for the distribution dist and stream s.
Definition at line 61 of file ChiSquareGen.java.
Member Function Documentation
◆ getN()
| int umontreal.ssj.randvar.ChiSquareGen.getN | ( | ) |
Returns the value of \(n\) for this object.
Definition at line 79 of file ChiSquareGen.java.
◆ nextDouble()
|
static |
Generates a new variate from the chi square distribution with.
\(n\) degrees of freedom, using stream s.
Definition at line 72 of file ChiSquareGen.java.
The documentation for this class was generated from the following file:
- src/main/java/umontreal/ssj/randvar/ChiSquareGen.java
