This class implements methods for generating random variates from the half-normal distribution with parameters \(\mu\) and \(\sigma> 0\). More...
Inheritance diagram for HalfNormalGen:
Collaboration diagram for HalfNormalGen:
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. More... | |
| double | getSigma () |
| Returns the parameter \(\sigma\) of this object. More... | |
 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 mu, double sigma) |
Generates a variate from the half-normal distribution with parameters \(\mu= \) mu and \(\sigma= \) sigma, using stream s. More... | |
Protected Member Functions | |
| void | setParams (double mu, double sigma) |
Protected Attributes | |
| double | mu |
| double | sigma |
| Protected Attributes inherited from RandomVariateGen | |
| RandomStream | stream |
| Distribution | dist |
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*}
Member Function Documentation
◆ getMu()
| double getMu | ( | ) |
Returns the parameter \(\mu\) of this object.
- Returns
- the parameter mu
◆ getSigma()
| double getSigma | ( | ) |
Returns the parameter \(\sigma\) of this object.
- Returns
- the parameter mu
◆ 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
The documentation for this class was generated from the following file:
- HalfNormalGen.java
