This class implements random variate generators for the hypoexponential distribution (see classes umontreal.ssj.probdist.HypoExponentialDist and umontreal.ssj.probdist.HypoExponentialDistQuick in package probdist for the definition). More...
Public Member Functions | |
| HypoExponentialGen (RandomStream stream, double[] lambda) | |
| Creates a hypoexponential random variate generator with rates. | |
| HypoExponentialGen (RandomStream stream, HypoExponentialDist dist) | |
| Creates a new generator for the hypoexponential distribution dist with stream stream. | |
| double[] | getLambda () |
| Returns the \(\lambda_i\) associated with this object. | |
| void | setLambda (double[] lambda) |
| Sets the rates \(\lambda_i = \) lam[ \(i-1\)],. | |
| 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 stream, double[] lambda) |
| Uses inversion to generate a new hypoexponential variate with rates. | |
Detailed Description
This class implements random variate generators for the hypoexponential distribution (see classes umontreal.ssj.probdist.HypoExponentialDist and umontreal.ssj.probdist.HypoExponentialDistQuick in package probdist for the definition).
Definition at line 40 of file HypoExponentialGen.java.
Constructor & Destructor Documentation
◆ HypoExponentialGen() [1/2]
| umontreal.ssj.randvar.HypoExponentialGen.HypoExponentialGen | ( | RandomStream | stream, |
| double[] | lambda ) |
Creates a hypoexponential random variate generator with rates.
\(\lambda_i = \) lambda[ \(i-1\)], \(i = 1,…,k\), using stream stream.
Definition at line 48 of file HypoExponentialGen.java.
◆ HypoExponentialGen() [2/2]
| umontreal.ssj.randvar.HypoExponentialGen.HypoExponentialGen | ( | RandomStream | stream, |
| HypoExponentialDist | dist ) |
Creates a new generator for the hypoexponential distribution dist with stream stream.
Definition at line 56 of file HypoExponentialGen.java.
Member Function Documentation
◆ getLambda()
| double[] umontreal.ssj.randvar.HypoExponentialGen.getLambda | ( | ) |
Returns the \(\lambda_i\) associated with this object.
Definition at line 76 of file HypoExponentialGen.java.
◆ nextDouble()
|
static |
Uses inversion to generate a new hypoexponential variate with rates.
\(\lambda_i = \) lambda[ \(i-1\)], \(i = 1,…,k\), using stream stream. The inversion uses a root-finding method and is very slow.
Definition at line 69 of file HypoExponentialGen.java.
◆ setLambda()
| void umontreal.ssj.randvar.HypoExponentialGen.setLambda | ( | double[] | lambda | ) |
Sets the rates \(\lambda_i = \) lam[ \(i-1\)],.
\(i = 1,…,k\) of this object.
Definition at line 85 of file HypoExponentialGen.java.
The documentation for this class was generated from the following file:
- src/main/java/umontreal/ssj/randvar/HypoExponentialGen.java
