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