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...
Public Member Functions | |
| FisherFGen (RandomStream s, int n, int m) | |
| Creates a Fisher F random variate generator with \(n\) and. | |
| 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 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 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. | |
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
\[ f(x) = \frac{\Gamma({(n + m)}/2)n^{n/2}m^{m/2}}{\Gamma(n/2)\Gamma(m/2)} \frac{x^{{(n - 2)}/2}}{(m + nx)^{{(n + m)}/2}}, \qquad\mbox{for } x > 0 \tag{FisherF} \]
Definition at line 43 of file FisherFGen.java.
Constructor & Destructor Documentation
◆ FisherFGen() [1/2]
| umontreal.ssj.randvar.FisherFGen.FisherFGen | ( | RandomStream | s, |
| int | n, | ||
| int | m ) |
Creates a Fisher F random variate generator with \(n\) and.
\(m\) degrees of freedom, using stream s.
Definition at line 52 of file FisherFGen.java.
◆ FisherFGen() [2/2]
| umontreal.ssj.randvar.FisherFGen.FisherFGen | ( | RandomStream | s, |
| FisherFDist | dist ) |
Creates a new generator for the distribution dist, using stream s.
Definition at line 60 of file FisherFGen.java.
Member Function Documentation
◆ getM()
| int umontreal.ssj.randvar.FisherFGen.getM | ( | ) |
Returns the parameter \(p\) of this object.
Definition at line 84 of file FisherFGen.java.
◆ getN()
| int umontreal.ssj.randvar.FisherFGen.getN | ( | ) |
Returns the parameter \(n\) of this object.
Definition at line 77 of file FisherFGen.java.
◆ nextDouble()
|
static |
Generates a variate from the Fisher F distribution with \(n\) and \(m\) degrees of freedom, using stream s.
Definition at line 70 of file FisherFGen.java.
◆ setParams()
|
protected |
Sets the parameters \(n\) and \(m\) of this object.
Definition at line 91 of file FisherFGen.java.
The documentation for this class was generated from the following file:
- src/main/java/umontreal/ssj/randvar/FisherFGen.java
