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...
Inheritance diagram for HypoExponentialGen:
Collaboration diagram for HypoExponentialGen:
Public Member Functions | |
| HypoExponentialGen (RandomStream stream, double[] lambda) | |
Creates a hypoexponential random variate generator with rates \(\lambda_i = \) lambda[ \(i-1\)], \(i = 1,…,k\), using stream stream. | |
| 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[ \(i-1\)], \(i = 1,…,k\) of this object. | |
 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 stream, double[] lambda) |
Uses inversion to generate a new hypoexponential variate with rates \(\lambda_i = \) lambda[ \(i-1\)], \(i = 1,…,k\), using stream stream. More... | |
Additional Inherited Members | |
| Protected Attributes inherited from RandomVariateGen | |
| RandomStream | stream |
| Distribution | dist |
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).
Member Function Documentation
◆ 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.
The documentation for this class was generated from the following file:
- HypoExponentialGen.java
