SSJ  3.3.1
Stochastic Simulation in Java
Public Member Functions | Static Public Member Functions | List of all members
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:
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Collaboration diagram for HypoExponentialGen:
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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.


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