This class implements methods for generating random variates from the folded normal distribution with parameters \(\mu\ge0\) and. More...
Public Member Functions | |
| FoldedNormalGen (RandomStream s, double mu, double sigma) | |
| Creates a new folded normal generator with parameters \(\mu=\) mu and \(\sigma=\) sigma, using stream s. | |
| FoldedNormalGen (RandomStream s, FoldedNormalDist dist) | |
| Creates a new generator for the distribution dist, using stream s. | |
| double | getMu () |
| Returns the parameter \(\mu\) of this object. | |
| double | getSigma () |
| Returns the parameter \(\sigma\) 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 mu, double sigma) |
| Generates a variate from the folded normal distribution with parameters \(\mu= \) mu and \(\sigma= \) sigma, using stream s. | |
Detailed Description
This class implements methods for generating random variates from the folded normal distribution with parameters \(\mu\ge0\) and.
\[ f(x) = \phi\left(\frac{x-\mu}{\sigma}\right) + \phi\left(\frac{-x-\mu}{\sigma}\right) \qquad\mbox{for } x \ge0, \tag{fFoldedNormal} \]
where \( \phi\) denotes the density function of a standard normal distribution.
Definition at line 45 of file FoldedNormalGen.java.
Constructor & Destructor Documentation
◆ FoldedNormalGen() [1/2]
| umontreal.ssj.randvar.FoldedNormalGen.FoldedNormalGen | ( | RandomStream | s, |
| double | mu, | ||
| double | sigma ) |
Creates a new folded normal generator with parameters \(\mu=\) mu and \(\sigma=\) sigma, using stream s.
Definition at line 55 of file FoldedNormalGen.java.
◆ FoldedNormalGen() [2/2]
| umontreal.ssj.randvar.FoldedNormalGen.FoldedNormalGen | ( | RandomStream | s, |
| FoldedNormalDist | dist ) |
Creates a new generator for the distribution dist, using stream s.
Definition at line 63 of file FoldedNormalGen.java.
Member Function Documentation
◆ getMu()
| double umontreal.ssj.randvar.FoldedNormalGen.getMu | ( | ) |
Returns the parameter \(\mu\) of this object.
- Returns
- the parameter mu
Definition at line 88 of file FoldedNormalGen.java.
◆ getSigma()
| double umontreal.ssj.randvar.FoldedNormalGen.getSigma | ( | ) |
Returns the parameter \(\sigma\) of this object.
- Returns
- the parameter mu
Definition at line 97 of file FoldedNormalGen.java.
◆ nextDouble()
|
static |
Generates a variate from the folded normal distribution with parameters \(\mu= \) mu and \(\sigma= \) sigma, using stream s.
- Parameters
-
s the random stream mu the parameter mu sigma the parameter sigma
- Returns
- Generates a variate from the FoldedNormal distribution
Definition at line 79 of file FoldedNormalGen.java.
The documentation for this class was generated from the following file:
- src/main/java/umontreal/ssj/randvar/FoldedNormalGen.java
