SSJ  3.3.1
Stochastic Simulation in Java
Public Member Functions | Static Public Member Functions | Protected Member Functions | Protected Attributes | List of all members

This class implements random variate generators for the gamma distribution. More...

Inheritance diagram for GammaGen:
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Collaboration diagram for GammaGen:
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Public Member Functions

 GammaGen (RandomStream s, double alpha, double lambda)
 Creates a gamma random variate generator with parameters \(\alpha=\) alpha and \(\lambda\) = lambda, using stream s.
 
 GammaGen (RandomStream s, double alpha)
 Creates a gamma random variate generator with parameters \(\alpha=\) alpha and \(\lambda= 1\), using stream s.
 
 GammaGen (RandomStream s, GammaDist dist)
 Creates a new generator object for the gamma distribution dist and stream s.
 
double getAlpha ()
 Returns the parameter \(\alpha\) of this object.
 
double getLambda ()
 Returns the parameter \(\lambda\) 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, double alpha, double lambda)
 Generates a new gamma random variate with parameters \(\alpha= \) alpha and \(\lambda= \) lambda, using stream s.
 

Protected Member Functions

void setParams (double alpha, double lambda)
 Sets the parameter \(\alpha\) and \(\lambda\) of this object.
 

Protected Attributes

double alpha = -1.0
 
double lambda = -1.0
 
- Protected Attributes inherited from RandomVariateGen
RandomStream stream
 
Distribution dist
 

Detailed Description

This class implements random variate generators for the gamma distribution.

Its parameters are \(\alpha>0\) and \(\lambda>0\). Its density function is

\[ f(x) = \lambda^{\alpha}x^{\alpha- 1}e^{-\lambda x} / \Gamma(\alpha) \qquad\mbox{ for } x>0, \tag{fgamma} \]

where \(\Gamma\) is the gamma function defined by

\[ \Gamma(\alpha) = \int_0^{\infty}x^{\alpha- 1} e^{-x} dx. \tag{Gamma} \]

The (non-static) nextDouble method simply calls inverseF on the distribution.


The documentation for this class was generated from the following file: