This class has been replaced by GumbelGen . More...
Public Member Functions | |
| ExtremeValueGen (RandomStream s, double alpha, double lambda) | |
| Creates an extreme value random variate generator with parameters. | |
| ExtremeValueGen (RandomStream s) | |
| Creates an extreme value random variate generator with parameters. | |
| 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 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, double alpha, double lambda) |
| Uses inversion to generate a new variate from the extreme value distribution with parameters \(\alpha= \) alpha and. | |
Protected Member Functions | |
| void | setParams (double alpha, double lambda) |
| Sets the parameter \(\alpha\) and \(\lambda\) of this object. | |
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This class has been replaced by GumbelGen .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.
Definition at line 48 of file ExtremeValueGen.java.
Constructor & Destructor Documentation
◆ ExtremeValueGen() [1/3]
| umontreal.ssj.randvar.ExtremeValueGen.ExtremeValueGen | ( | RandomStream | s, |
| double | alpha, | ||
| double | lambda ) |
Creates an extreme value random variate generator with parameters.
\(\alpha=\) alpha and \(\lambda\) = lambda, using stream s.
Definition at line 57 of file ExtremeValueGen.java.
◆ ExtremeValueGen() [2/3]
| umontreal.ssj.randvar.ExtremeValueGen.ExtremeValueGen | ( | RandomStream | s | ) |
Creates an extreme value random variate generator with parameters.
\(\alpha= 0\) and \(\lambda=1\), using stream s.
Definition at line 67 of file ExtremeValueGen.java.
◆ ExtremeValueGen() [3/3]
| umontreal.ssj.randvar.ExtremeValueGen.ExtremeValueGen | ( | RandomStream | s, |
| ExtremeValueDist | dist ) |
Creates a new generator object for distribution dist and stream s.
Definition at line 74 of file ExtremeValueGen.java.
Member Function Documentation
◆ getAlpha()
| double umontreal.ssj.randvar.ExtremeValueGen.getAlpha | ( | ) |
Returns the parameter \(\alpha\) of this object.
Definition at line 93 of file ExtremeValueGen.java.
◆ getLambda()
| double umontreal.ssj.randvar.ExtremeValueGen.getLambda | ( | ) |
Returns the parameter \(\lambda\) of this object.
Definition at line 100 of file ExtremeValueGen.java.
◆ nextDouble()
|
static |
Uses inversion to generate a new variate from the extreme value distribution with parameters \(\alpha= \) alpha and.
\(\lambda= \) lambda, using stream s.
Definition at line 86 of file ExtremeValueGen.java.
◆ setParams()
|
protected |
Sets the parameter \(\alpha\) and \(\lambda\) of this object.
Definition at line 107 of file ExtremeValueGen.java.
The documentation for this class was generated from the following file:
- src/main/java/umontreal/ssj/randvar/ExtremeValueGen.java
