This class implements random variate generators for the noncentral F-distribution. More...
Public Member Functions | |
| double | nextDouble () |
| Generates a random number from the continuous distribution contained in this object. | |
| FNoncentralGen (ChiSquareNoncentralGen ncgen, ChiSquareGen cgen) | |
| Creates a noncentral-F random variate generator using noncentral chi-square generator ncgen and chi-square generator cgen. | |
| void | setChiSquareNoncentralGen (ChiSquareNoncentralGen ncgen) |
| Sets the noncentral chi-square generator to ncgen. | |
| void | setChiSquareGen (ChiSquareGen cgen) |
| Sets the chi-square generator to cgen. | |
| 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. | |
Detailed Description
This class implements random variate generators for the noncentral F-distribution.
If \(X\) is a noncentral chi-square random variable with \(\nu_1 > 0\) degrees of freedom and noncentrality parameter
\(\lambda> 0\), and \(Y\) is a chi-square random variable (statistically independent of \(X\)) with \(\nu_2>0\) degrees of freedom, then
\[ F’ = \frac{X/\nu_1}{Y/\nu_2} \]
has a noncentral \(F\)-distribution.
Definition at line 44 of file FNoncentralGen.java.
Constructor & Destructor Documentation
◆ FNoncentralGen()
| umontreal.ssj.randvar.FNoncentralGen.FNoncentralGen | ( | ChiSquareNoncentralGen | ncgen, |
| ChiSquareGen | cgen ) |
Creates a noncentral-F random variate generator using noncentral chi-square generator ncgen and chi-square generator cgen.
Definition at line 60 of file FNoncentralGen.java.
Member Function Documentation
◆ nextDouble()
| double umontreal.ssj.randvar.FNoncentralGen.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 50 of file FNoncentralGen.java.
◆ setChiSquareGen()
| void umontreal.ssj.randvar.FNoncentralGen.setChiSquareGen | ( | ChiSquareGen | cgen | ) |
Sets the chi-square generator to cgen.
Definition at line 77 of file FNoncentralGen.java.
◆ setChiSquareNoncentralGen()
| void umontreal.ssj.randvar.FNoncentralGen.setChiSquareNoncentralGen | ( | ChiSquareNoncentralGen | ncgen | ) |
Sets the noncentral chi-square generator to ncgen.
Definition at line 69 of file FNoncentralGen.java.
The documentation for this class was generated from the following file:
- src/main/java/umontreal/ssj/randvar/FNoncentralGen.java
