This class implements methods for generating random variates from the Gumbel distribution. More...
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 |
This class implements methods for generating random variates from the Gumbel distribution.
\[ f (x) = \frac{e^{-z} e^{-e^{-z}}}{|\beta|}, \qquad\mbox{for } -\infty< x < \infty, \tag{densgumbel} \]
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.