This class implements Erlang random variate generators using the convolution method. More...

Inheritance diagram for umontreal.ssj.randvar.ErlangConvolutionGen:

Public Member Functions
	ErlangConvolutionGen (RandomStream s, int k, double lambda)
	Creates an Erlang random variate generator with parameters k and.
	ErlangConvolutionGen (RandomStream s, int k)
	Creates an Erlang random variate generator with parameters k and.
	ErlangConvolutionGen (RandomStream s, ErlangDist dist)
	Creates a new generator for the distribution dist and stream s.
double	nextDouble ()
	Generates a random number from the continuous distribution contained in this object.
Public Member Functions inherited from umontreal.ssj.randvar.ErlangGen
	ErlangGen (RandomStream s, int k, double lambda)
	Creates an Erlang random variate generator with parameters k and.
	ErlangGen (RandomStream s, int k)
	Creates an Erlang random variate generator with parameters k and.
	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 umontreal.ssj.randvar.GammaGen
	GammaGen (RandomStream s, double alpha, double lambda)
	Creates a gamma random variate generator with parameters.
	GammaGen (RandomStream s, double alpha)
	Creates a gamma random variate generator with parameters.
	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 umontreal.ssj.randvar.RandomVariateGen
	RandomVariateGen (RandomStream s, Distribution dist)
	Creates a new random variate generator from the distribution dist, using stream s.
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 k, double lambda)
	Generates a new variate from the Erlang distribution with parameters.
Static Public Member Functions inherited from umontreal.ssj.randvar.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 umontreal.ssj.randvar.ErlangGen
void	setParams (int k, double lambda)
	Sets the parameter \(k\) and \(\lambda\) of this object.
Protected Member Functions inherited from umontreal.ssj.randvar.GammaGen
void	setParams (double alpha, double lambda)
	Sets the parameter \(\alpha\) and \(\lambda\) of this object.

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.

Definition at line 39 of file ErlangConvolutionGen.java.

Constructor & Destructor Documentation

◆ ErlangConvolutionGen() [1/3]

umontreal.ssj.randvar.ErlangConvolutionGen.ErlangConvolutionGen	(	RandomStream	s,
		int	k,
		double	lambda )

Creates an Erlang random variate generator with parameters k and.

\(\lambda\) = lambda, using stream s.

Definition at line 46 of file ErlangConvolutionGen.java.

◆ ErlangConvolutionGen() [2/3]

umontreal.ssj.randvar.ErlangConvolutionGen.ErlangConvolutionGen	(	RandomStream	s,
		int	k )

Creates an Erlang random variate generator with parameters k and.

\(\lambda= 1\), using stream s.

Definition at line 56 of file ErlangConvolutionGen.java.

◆ ErlangConvolutionGen() [3/3]

umontreal.ssj.randvar.ErlangConvolutionGen.ErlangConvolutionGen	(	RandomStream	s,
		ErlangDist	dist )

Creates a new generator for the distribution dist and stream s.

Definition at line 63 of file ErlangConvolutionGen.java.

Member Function Documentation

◆ nextDouble() [1/2]

double umontreal.ssj.randvar.ErlangConvolutionGen.nextDouble ( )

Generates a random number from the continuous distribution contained in this object.

By default, this method uses inversion by calling the umontreal.ssj.probdist.ContinuousDistribution.inverseF method of the distribution object. Alternative generating methods are provided in subclasses.

Returns: the generated value

Reimplemented from umontreal.ssj.randvar.RandomVariateGen.

Definition at line 69 of file ErlangConvolutionGen.java.

◆ nextDouble() [2/2]

double umontreal.ssj.randvar.ErlangConvolutionGen.nextDouble	(	RandomStream	s,
		int	k,
		double	lambda )

static

Generates a new variate from the Erlang distribution with parameters.

\(k = \) k and \(\lambda= \) lambda, using stream s.

Reimplemented from umontreal.ssj.randvar.ErlangGen.

Definition at line 73 of file ErlangConvolutionGen.java.

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

src/main/java/umontreal/ssj/randvar/ErlangConvolutionGen.java

SSJ API Documentation Stochastic Simulation in Java

Public Member Functions

Static Public Member Functions

Additional Inherited Members