HypoExponentialGen Class Reference

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 double nextDouble ( RandomStream  stream, double []  lambda  )

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.

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The documentation for this class was generated from the following file:

• HypoExponentialGen.java