This class implements random variate generators for the Erlang distribution with parameters \(k > 0\) and \(\lambda> 0\). More...

Inheritance diagram for umontreal.ssj.randvar.ErlangGen:

Public Member Functions
	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.
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 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.

Protected Member Functions
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 random variate generators for the Erlang distribution with parameters \(k > 0\) and \(\lambda> 0\).

This Erlang random variable is the sum of \(k\) exponentials with parameter

\(\lambda\) and has mean \(k/\lambda\).

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

          <div class="SSJ-bigskip"></div>

Definition at line 44 of file ErlangGen.java.

Constructor & Destructor Documentation

◆ ErlangGen() [1/3]

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

Creates an Erlang random variate generator with parameters k and.

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

Definition at line 52 of file ErlangGen.java.

◆ ErlangGen() [2/3]

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

Creates an Erlang random variate generator with parameters k and.

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

Definition at line 62 of file ErlangGen.java.

◆ ErlangGen() [3/3]

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

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

Definition at line 69 of file ErlangGen.java.

Member Function Documentation

◆ getK()

int umontreal.ssj.randvar.ErlangGen.getK ( )

Returns the parameter \(k\) of this object.

Definition at line 87 of file ErlangGen.java.

◆ nextDouble()

double umontreal.ssj.randvar.ErlangGen.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 in umontreal.ssj.randvar.ErlangConvolutionGen.

Definition at line 80 of file ErlangGen.java.

◆ setParams()

void umontreal.ssj.randvar.ErlangGen.setParams	(	int	k,
		double	lambda )

protected

Sets the parameter \(k\) and \(\lambda\) of this object.

Definition at line 94 of file ErlangGen.java.

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

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

SSJ API Documentation Stochastic Simulation in Java

Public Member Functions

Static Public Member Functions

Protected Member Functions