This class implements random variate generators for the Fisher F distribution with \(n\) and \(m\) degrees of freedom, where \(n\) and \(m\) are positive integers. More...
Inheritance diagram for FisherFGen:
Collaboration diagram for FisherFGen:
Public Member Functions | |
| FisherFGen (RandomStream s, int n, int m) | |
Creates a Fisher F random variate generator with \(n\) and \(m\) degrees of freedom, using stream s. | |
| FisherFGen (RandomStream s, FisherFDist dist) | |
Creates a new generator for the distribution dist, using stream s. | |
| int | getN () |
| Returns the parameter \(n\) of this object. | |
| int | getM () |
| Returns the parameter \(p\) 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, int n, int m) |
Generates a variate from the Fisher F distribution with \(n\) and \(m\) degrees of freedom, using stream s. | |
Protected Member Functions | |
| void | setParams (int n, int m) |
| Sets the parameters \(n\) and \(m\) of this object. | |
Protected Attributes | |
| int | n = -1 |
| int | m = -1 |
| Protected Attributes inherited from RandomVariateGen | |
| RandomStream | stream |
| Distribution | dist |
Detailed Description
This class implements random variate generators for the Fisher F distribution with \(n\) and \(m\) degrees of freedom, where \(n\) and \(m\) are positive integers.
The density function of this distribution is
\[ f(x) = \frac{\Gamma({(n + m)}/2)n^{n/2}m^{m/2}}{\Gamma(n/2)\Gamma(m/2)} \frac{x^{{(n - 2)}/2}}{(m + nx)^{{(n + m)}/2}}, \qquad\mbox{for } x > 0 \tag{FisherF} \]
The documentation for this class was generated from the following file:
- FisherFGen.java
