This class implements methods for generating random variates from the half-normal distribution with parameters \(\mu\) and \(\sigma> 0\). More...
Public Member Functions | |
| HalfNormalGen (RandomStream s, double mu, double sigma) | |
| Creates a new half-normal generator with parameters \(\mu=\) mu and \(\sigma=\) sigma, using stream s. | |
| HalfNormalGen (RandomStream s, HalfNormalDist dist) | |
| Creates a new generator for the distribution dist, using stream s. | |
| double | getMu () |
| Returns the parameter \(\mu\) of this object. | |
| double | getSigma () |
| Returns the parameter \(\sigma\) 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. | |
| double | nextDouble () |
| Generates a random number from the continuous distribution contained in this object. | |
| 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, double mu, double sigma) |
| Generates a variate from the half-normal distribution with parameters \(\mu= \) mu and \(\sigma= \) sigma, using stream s. | |
Detailed Description
This class implements methods for generating random variates from the half-normal distribution with parameters \(\mu\) and \(\sigma> 0\).
Its density is
\begin{align*} f(x) & = \frac{1}{\sigma}\sqrt{\frac{2}{\pi}}\; e^{-(x-\mu)^2/2\sigma^2}, \qquad\mbox{for } x \ge\mu. \\ f(x) & = 0, \qquad\mbox{for } x < \mu. \end{align*}
Definition at line 42 of file HalfNormalGen.java.
Constructor & Destructor Documentation
◆ HalfNormalGen() [1/2]
| umontreal.ssj.randvar.HalfNormalGen.HalfNormalGen | ( | RandomStream | s, |
| double | mu, | ||
| double | sigma ) |
Creates a new half-normal generator with parameters \(\mu=\) mu and \(\sigma=\) sigma, using stream s.
Definition at line 52 of file HalfNormalGen.java.
◆ HalfNormalGen() [2/2]
| umontreal.ssj.randvar.HalfNormalGen.HalfNormalGen | ( | RandomStream | s, |
| HalfNormalDist | dist ) |
Creates a new generator for the distribution dist, using stream s.
Definition at line 60 of file HalfNormalGen.java.
Member Function Documentation
◆ getMu()
| double umontreal.ssj.randvar.HalfNormalGen.getMu | ( | ) |
Returns the parameter \(\mu\) of this object.
- Returns
- the parameter mu
Definition at line 85 of file HalfNormalGen.java.
◆ getSigma()
| double umontreal.ssj.randvar.HalfNormalGen.getSigma | ( | ) |
Returns the parameter \(\sigma\) of this object.
- Returns
- the parameter mu
Definition at line 94 of file HalfNormalGen.java.
◆ nextDouble()
|
static |
Generates a variate from the half-normal distribution with parameters \(\mu= \) mu and \(\sigma= \) sigma, using stream s.
- Parameters
-
s the random stream mu the parameter mu sigma the parameter sigma
- Returns
- Generates a variate from the HalfNormal distribution
Definition at line 76 of file HalfNormalGen.java.
The documentation for this class was generated from the following file:
- src/main/java/umontreal/ssj/randvar/HalfNormalGen.java
