This class implements gamma random variate generators using a rejection method with loglogistic envelopes, from [33] . More...
Inheritance diagram for GammaRejectionLoglogisticGen:
Collaboration diagram for GammaRejectionLoglogisticGen:
Public Member Functions | |
| 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. More... | |
| GammaRejectionLoglogisticGen (RandomStream s, double alpha, double lambda) | |
Creates a gamma random variate generator with parameters \(\alpha=\) alpha and \(\lambda=\) lambda, using stream s. | |
| 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. More... | |
| 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 () |
 Public Member Functions inherited from GammaGen | |
| 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, 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). | |
| Static Public Member Functions inherited from GammaGen | |
| 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. | |
Additional Inherited Members | |
| Protected Member Functions inherited from GammaGen | |
| void | setParams (double alpha, double lambda) |
| Sets the parameter \(\alpha\) and \(\lambda\) of this object. | |
| Protected Attributes inherited from GammaGen | |
| double | alpha = -1.0 |
| double | lambda = -1.0 |
| Protected Attributes inherited from RandomVariateGen | |
| RandomStream | stream |
| Distribution | dist |
Detailed Description
This class implements gamma random variate generators using a rejection method with loglogistic envelopes, from [33] .
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.
Constructor & Destructor Documentation
◆ GammaRejectionLoglogisticGen() [1/2]
| 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.
◆ GammaRejectionLoglogisticGen() [2/2]
| 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.
The documentation for this class was generated from the following file:
- GammaRejectionLoglogisticGen.java
