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...
Public Member Functions | |
| FrechetGen (RandomStream s, double alpha) | |
| Creates a Fréchet random number generator with. | |
| FrechetGen (RandomStream s, double alpha, double beta, double delta) | |
| Creates a Fréchet random number generator with parameters. | |
| 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 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 alpha, double beta, double delta) |
| Generates a new variate from the Fréchet distribution with parameters \(\alpha=\) alpha, \(\beta= \) beta and. | |
Protected Member Functions | |
| void | setParams (double alpha, double beta, double delta) |
| Sets the parameters \(\alpha\), \(\beta\) and \(\delta\) of this object. | |
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 \(x \le\delta\).
Definition at line 42 of file FrechetGen.java.
Constructor & Destructor Documentation
◆ FrechetGen() [1/3]
| umontreal.ssj.randvar.FrechetGen.FrechetGen | ( | RandomStream | s, |
| double | alpha ) |
Creates a Fréchet random number generator with.
\(\alpha=\) alpha, \(\beta= 1\) and \(\delta= 0\) using stream s.
Definition at line 52 of file FrechetGen.java.
◆ FrechetGen() [2/3]
| umontreal.ssj.randvar.FrechetGen.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.
Definition at line 62 of file FrechetGen.java.
◆ FrechetGen() [3/3]
| umontreal.ssj.randvar.FrechetGen.FrechetGen | ( | RandomStream | s, |
| FrechetDist | dist ) |
Creates a new generator for the Fréchet distribution dist and stream s.
Definition at line 71 of file FrechetGen.java.
Member Function Documentation
◆ getAlpha()
| double umontreal.ssj.randvar.FrechetGen.getAlpha | ( | ) |
Returns the parameter \(\alpha\).
Definition at line 90 of file FrechetGen.java.
◆ getBeta()
| double umontreal.ssj.randvar.FrechetGen.getBeta | ( | ) |
Returns the parameter \(\beta\).
Definition at line 97 of file FrechetGen.java.
◆ getDelta()
| double umontreal.ssj.randvar.FrechetGen.getDelta | ( | ) |
Returns the parameter \(\delta\).
Definition at line 104 of file FrechetGen.java.
◆ nextDouble()
|
static |
Generates a new variate from the Fréchet distribution with parameters \(\alpha=\) alpha, \(\beta= \) beta and.
\(\delta= \) delta using stream s.
Definition at line 83 of file FrechetGen.java.
◆ setParams()
|
protected |
Sets the parameters \(\alpha\), \(\beta\) and \(\delta\) of this object.
Definition at line 112 of file FrechetGen.java.
The documentation for this class was generated from the following file:
- src/main/java/umontreal/ssj/randvar/FrechetGen.java
