This class has been replaced by GumbelGen . More...
Inheritance diagram for ExtremeValueGen:
Collaboration diagram for ExtremeValueGen:
Public Member Functions | |
| ExtremeValueGen (RandomStream s, double alpha, double lambda) | |
Creates an extreme value random variate generator with parameters \(\alpha=\) alpha and \(\lambda\) = lambda, using stream s. | |
| ExtremeValueGen (RandomStream s) | |
Creates an extreme value random variate generator with parameters \(\alpha= 0\) and \(\lambda=1\), using stream s. | |
| ExtremeValueGen (RandomStream s, ExtremeValueDist dist) | |
Creates a new generator object for 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, double alpha, double lambda) |
Uses inversion to generate a new variate from the extreme value distribution with parameters \(\alpha= \) alpha and \(\lambda= \) lambda, using stream s. | |
Protected Member Functions | |
| void | setParams (double alpha, double lambda) |
| Sets the parameter \(\alpha\) and \(\lambda\) of this object. | |
Protected Attributes | |
| double | alpha = -1.0 |
| double | lambda = -1.0 |
| Protected Attributes inherited from RandomVariateGen | |
| RandomStream | stream |
| Distribution | dist |
Detailed Description
This class has been replaced by GumbelGen .
This class implements random variate generators for the Gumbel (or extreme value) distribution. Its density is
\[ f(x) = \lambda e^{-e^{-\lambda(x - \alpha)}-\lambda(x-\alpha)} \tag{fextremevalue} \]
where \(\lambda>0\).
The (non-static) nextDouble method simply calls inverseF on the distribution.
The documentation for this class was generated from the following file:
- ExtremeValueGen.java
