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SSJ  3.3.1
Stochastic Simulation in Java
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This class implements methods for generating random variates from the Gumbel distribution. More...

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

 GumbelGen (RandomStream s)
 Creates a Gumbel random number generator with \(\beta= 1\) and \(\delta= 0\) using stream s.
 
 GumbelGen (RandomStream s, double beta, double delta)
 Creates a Gumbel random number generator with parameters \(\beta\) = beta and \(\delta\) = delta using stream s.
 
 GumbelGen (RandomStream s, GumbelDist dist)
 Creates a new generator for the Gumbel distribution dist and stream s.
 
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 beta, double delta)
 Generates a new variate from the Gumbel distribution with parameters \(\beta= \) beta and \(\delta= \) delta using stream s.
 

Protected Member Functions

void setParams (double beta, double delta)
 Sets the parameters \(\beta\) 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 Gumbel distribution.

Its density is given by

\[ f (x) = \frac{e^{-z} e^{-e^{-z}}}{|\beta|}, \qquad\mbox{for } -\infty< x < \infty, \tag{densgumbel} \]

where we use the notation \(z = (x-\delta)/\beta\). The scale parameter \(\beta\) can be positive (for the Gumbel distribution) or negative (for the reverse Gumbel distribution), but not 0.


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