This class implements random variate generators for the inverse gamma distribution with shape parameter \(\alpha> 0\) and scale parameter \(\beta> 0\). More...
Inheritance diagram for InverseGammaGen:
Collaboration diagram for InverseGammaGen:
Public Member Functions | |
| InverseGammaGen (RandomStream s, double alpha, double beta) | |
Creates an inverse gamma random variate generator with parameters \(\alpha=\) alpha and \(\beta=\) beta, using stream s. | |
| InverseGammaGen (RandomStream s, double alpha) | |
Creates an inverse gamma random variate generator with parameters \(\alpha=\) alpha and \(\beta= 1\), using stream s. | |
| InverseGammaGen (RandomStream s, InverseGammaDist dist) | |
Creates a new generator for the distribution dist, using stream s. | |
| double | getAlpha () |
| Returns the parameter \(\alpha\) of this object. | |
| double | getBeta () |
| Returns the parameter \(\beta\) 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 s, double alpha, double beta) |
| Generates a variate from the inverse gamma distribution with shape parameter \(\alpha> 0\) and scale parameter \(\beta> 0\). | |
Protected Member Functions | |
| void | setParams (double alpha, double beta) |
Protected Attributes | |
| double | alpha |
| double | beta |
| Protected Attributes inherited from RandomVariateGen | |
| RandomStream | stream |
| Distribution | dist |
Detailed Description
This class implements random variate generators for the inverse gamma distribution with shape parameter \(\alpha> 0\) and scale parameter \(\beta> 0\).
The density function of this distribution is
\[ f(x) = \left\{\begin{array}{ll} \displaystyle\frac{\beta^{\alpha}}{ \Gamma(\alpha)} \frac{ e^{-\beta/ x}}{ x^{\alpha+ 1}} & \quad\mbox{for } x > 0 \\ 0 & \quad\mbox{otherwise,} \end{array} \right. \tag{finvgam} \]
where \(\Gamma\) is the gamma function.
The documentation for this class was generated from the following file:
- InverseGammaGen.java
