This class implements methods for generating random variates from the Fréchet distribution, with location parameter \(\delta\), scale parameter \(\beta> 0\), and shape parameter \(\alpha> 0\), where we use the notation \(z = (x-\delta)/\beta\). More...
Inheritance diagram for FrechetGen:
Collaboration diagram for FrechetGen:
Public Member Functions | |
| FrechetGen (RandomStream s, double alpha) | |
Creates a Fréchet random number generator with \(\alpha=\) alpha, \(\beta= 1\) and \(\delta= 0\) using stream s. | |
| FrechetGen (RandomStream s, double alpha, double beta, double delta) | |
Creates a Fréchet random number generator with parameters \(\alpha\) = alpha, \(\beta\) = beta and \(\delta\) = delta using stream s. | |
| FrechetGen (RandomStream s, FrechetDist dist) | |
Creates a new generator for the Fréchet distribution dist and stream s. | |
| double | getAlpha () |
| Returns the parameter \(\alpha\). | |
| double | getBeta () |
| Returns the parameter \(\beta\). | |
| double | getDelta () |
| Returns the parameter \(\delta\). | |
 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, double alpha, double beta, double delta) |
Generates a new variate from the Fréchet distribution with parameters \(\alpha=\) alpha, \(\beta= \) beta and \(\delta= \) delta using stream s. | |
Protected Member Functions | |
| void | setParams (double alpha, double beta, double delta) |
| Sets the parameters \(\alpha\), \(\beta\) and \(\delta\) of this object. | |
Additional Inherited Members | |
| Protected Attributes inherited from RandomVariateGen | |
| RandomStream | stream |
| Distribution | dist |
Detailed Description
This class implements methods for generating random variates from the Fréchet distribution, with location parameter \(\delta\), scale parameter \(\beta> 0\), and shape parameter \(\alpha> 0\), where we use the notation \(z = (x-\delta)/\beta\).
It has density
\[ f (x) = \frac{\alpha e^{-z^{-\alpha}}}{\beta z^{\alpha+1}}, \qquad\mbox{for } x > \delta. \]
The density is 0 for \(x \le\delta\).
The documentation for this class was generated from the following file:
- FrechetGen.java
