This class implements gamma random variate generators using a rejection method with loglogistic envelopes, from [32] . More...

Inheritance diagram for umontreal.ssj.randvar.GammaRejectionLoglogisticGen:

Public Member Functions
	GammaRejectionLoglogisticGen (RandomStream s, RandomStream aux, double alpha, double lambda)
	Creates a gamma random variate generator with parameters.
	GammaRejectionLoglogisticGen (RandomStream s, double alpha, double lambda)
	Creates a gamma random variate generator with parameters.
	GammaRejectionLoglogisticGen (RandomStream s, RandomStream aux, GammaDist dist)
	Creates a new generator object for the gamma distribution dist, using main stream s and auxiliary stream aux.
	GammaRejectionLoglogisticGen (RandomStream s, GammaDist dist)
	Creates a new generator object for the gamma distribution dist and stream s for both the main and auxiliary stream.
RandomStream	getAuxStream ()
	Returns the auxiliary stream associated with this object.
double	nextDouble ()
	Generates a random number from the continuous distribution contained in this object.
Public Member Functions inherited from umontreal.ssj.randvar.GammaGen
	GammaGen (RandomStream s, double alpha, double lambda)
	Creates a gamma random variate generator with parameters.
	GammaGen (RandomStream s, double alpha)
	Creates a gamma random variate generator with parameters.
	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 umontreal.ssj.randvar.RandomVariateGen
	RandomVariateGen (RandomStream s, Distribution dist)
	Creates a new random variate generator from the distribution dist, using stream s.
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, RandomStream aux, double alpha, double lambda)
	Generates a new gamma variate with parameters \(\alpha= \) alpha and \(\lambda= \) lambda, using main stream s and auxiliary stream aux.
static double	nextDouble (RandomStream s, double alpha, double lambda)
	Same as `nextDouble(s, s, alpha, lambda)`.

Additional Inherited Members
Protected Member Functions inherited from umontreal.ssj.randvar.GammaGen
void	setParams (double alpha, double lambda)
	Sets the parameter \(\alpha\) and \(\lambda\) of this object.

Detailed Description

This class implements gamma random variate generators using a rejection method with loglogistic envelopes, from [32] .

For each gamma variate, the first two uniforms are taken from the main stream and all additional uniforms (after the first rejection) are obtained from the auxiliary stream.

Definition at line 42 of file GammaRejectionLoglogisticGen.java.

Constructor & Destructor Documentation

◆ GammaRejectionLoglogisticGen() [1/4]

umontreal.ssj.randvar.GammaRejectionLoglogisticGen.GammaRejectionLoglogisticGen	(	RandomStream	s,
		RandomStream	aux,
		double	alpha,
		double	lambda )

Creates a gamma random variate generator with parameters.

\(\alpha=\) alpha and \(\lambda=\) lambda, using main stream s and auxiliary stream aux. The auxiliary stream is used when a random number of uniforms is required for a rejection-type generation method.

Definition at line 63 of file GammaRejectionLoglogisticGen.java.

◆ GammaRejectionLoglogisticGen() [2/4]

umontreal.ssj.randvar.GammaRejectionLoglogisticGen.GammaRejectionLoglogisticGen	(	RandomStream	s,
		double	alpha,
		double	lambda )

Creates a gamma random variate generator with parameters.

\(\alpha=\) alpha and \(\lambda=\) lambda, using stream s.

Definition at line 77 of file GammaRejectionLoglogisticGen.java.

◆ GammaRejectionLoglogisticGen() [3/4]

umontreal.ssj.randvar.GammaRejectionLoglogisticGen.GammaRejectionLoglogisticGen	(	RandomStream	s,
		RandomStream	aux,
		GammaDist	dist )

Creates a new generator object for the gamma distribution dist, using main stream s and auxiliary stream aux.

The auxiliary stream is used when a random number of uniforms is required for a rejection-type generation method.

Definition at line 86 of file GammaRejectionLoglogisticGen.java.

◆ GammaRejectionLoglogisticGen() [4/4]

umontreal.ssj.randvar.GammaRejectionLoglogisticGen.GammaRejectionLoglogisticGen	(	RandomStream	s,
		GammaDist	dist )

Creates a new generator object for the gamma distribution dist and stream s for both the main and auxiliary stream.

Definition at line 100 of file GammaRejectionLoglogisticGen.java.

Member Function Documentation

◆ getAuxStream()

RandomStream umontreal.ssj.randvar.GammaRejectionLoglogisticGen.getAuxStream ( )

Returns the auxiliary stream associated with this object.

Definition at line 107 of file GammaRejectionLoglogisticGen.java.

◆ nextDouble() [1/3]

double umontreal.ssj.randvar.GammaRejectionLoglogisticGen.nextDouble ( )

Generates a random number from the continuous distribution contained in this object.

By default, this method uses inversion by calling the umontreal.ssj.probdist.ContinuousDistribution.inverseF method of the distribution object. Alternative generating methods are provided in subclasses.