This class implements Erlang random variate generators using the convolution method. More...
Inheritance diagram for ErlangConvolutionGen:
Collaboration diagram for ErlangConvolutionGen:
Public Member Functions | |
| ErlangConvolutionGen (RandomStream s, int k, double lambda) | |
Creates an Erlang random variate generator with parameters k and \(\lambda\) = lambda, using stream s. | |
| ErlangConvolutionGen (RandomStream s, int k) | |
Creates an Erlang random variate generator with parameters k and \(\lambda= 1\), using stream s. | |
| ErlangConvolutionGen (RandomStream s, ErlangDist dist) | |
Creates a new generator for the distribution dist and stream s. | |
| double | nextDouble () |
 Public Member Functions inherited from ErlangGen | |
| ErlangGen (RandomStream s, int k, double lambda) | |
Creates an Erlang random variate generator with parameters k and \(\lambda\) = lambda, using stream s. | |
| ErlangGen (RandomStream s, int k) | |
Creates an Erlang random variate generator with parameters k and \(\lambda= 1\), using stream s. | |
| ErlangGen (RandomStream s, ErlangDist dist) | |
Creates a new generator for the distribution dist and stream s. | |
| int | getK () |
| Returns the parameter \(k\) of this object. | |
| Public Member Functions inherited from GammaGen | |
| GammaGen (RandomStream s, double alpha, double lambda) | |
Creates a gamma random variate generator with parameters \(\alpha=\) alpha and \(\lambda\) = lambda, using stream s. | |
| GammaGen (RandomStream s, double alpha) | |
Creates a gamma random variate generator with parameters \(\alpha=\) alpha and \(\lambda= 1\), using stream s. | |
| GammaGen (RandomStream s, GammaDist dist) | |
Creates a new generator object for the gamma distribution dist and stream s. | |
| double | getAlpha () |
| Returns the parameter \(\alpha\) of this object. | |
| double | getLambda () |
| Returns the parameter \(\lambda\) 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, int k, double lambda) |
| Static Public Member Functions inherited from ErlangGen | |
| static double | nextDouble (RandomStream s, int k, double lambda) |
Generates a new variate from the Erlang distribution with parameters \(k = \) k and \(\lambda= \) lambda, using stream s. | |
| Static Public Member Functions inherited from GammaGen | |
| static double | nextDouble (RandomStream s, double alpha, double lambda) |
Generates a new gamma random variate with parameters \(\alpha= \) alpha and \(\lambda= \) lambda, using stream s. | |
Additional Inherited Members | |
| Protected Member Functions inherited from ErlangGen | |
| void | setParams (int k, double lambda) |
| Sets the parameter \(k\) and \(\lambda\) of this object. | |
| Protected Member Functions inherited from GammaGen | |
| void | setParams (double alpha, double lambda) |
| Sets the parameter \(\alpha\) and \(\lambda\) of this object. | |
| Protected Attributes inherited from ErlangGen | |
| int | k = -1 |
| Protected Attributes inherited from GammaGen | |
| double | alpha = -1.0 |
| double | lambda = -1.0 |
| Protected Attributes inherited from RandomVariateGen | |
| RandomStream | stream |
| Distribution | dist |
Detailed Description
This class implements Erlang random variate generators using the convolution method.
This method uses inversion to generate \(k\) exponential variates with parameter \(\lambda\) and returns their sum.
The documentation for this class was generated from the following file:
- ErlangConvolutionGen.java
