This class implements random variate generators for the inverse gamma distribution with shape parameter \(\alpha> 0\) and scale parameter. More...
Public Member Functions | |
| InverseGammaGen (RandomStream s, double alpha, double beta) | |
| Creates an inverse gamma random variate generator with parameters. | |
| InverseGammaGen (RandomStream s, double alpha) | |
| Creates an inverse gamma random variate generator with parameters. | |
| 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 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 s, double alpha, double beta) |
| Generates a variate from the inverse gamma distribution with shape parameter \(\alpha> 0\) and scale parameter \(\beta> 0\). | |
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.
Definition at line 45 of file InverseGammaGen.java.
Constructor & Destructor Documentation
◆ InverseGammaGen() [1/3]
| umontreal.ssj.randvar.InverseGammaGen.InverseGammaGen | ( | RandomStream | s, |
| double | alpha, | ||
| double | beta ) |
Creates an inverse gamma random variate generator with parameters.
\(\alpha=\) alpha and \(\beta=\) beta, using stream s.
Definition at line 54 of file InverseGammaGen.java.
◆ InverseGammaGen() [2/3]
| umontreal.ssj.randvar.InverseGammaGen.InverseGammaGen | ( | RandomStream | s, |
| double | alpha ) |
Creates an inverse gamma random variate generator with parameters.
\(\alpha=\) alpha and \(\beta= 1\), using stream s.
Definition at line 64 of file InverseGammaGen.java.
◆ InverseGammaGen() [3/3]
| umontreal.ssj.randvar.InverseGammaGen.InverseGammaGen | ( | RandomStream | s, |
| InverseGammaDist | dist ) |
Creates a new generator for the distribution dist, using stream s.
Definition at line 71 of file InverseGammaGen.java.
Member Function Documentation
◆ getAlpha()
| double umontreal.ssj.randvar.InverseGammaGen.getAlpha | ( | ) |
Returns the parameter \(\alpha\) of this object.
Definition at line 88 of file InverseGammaGen.java.
◆ getBeta()
| double umontreal.ssj.randvar.InverseGammaGen.getBeta | ( | ) |
Returns the parameter \(\beta\) of this object.
Definition at line 95 of file InverseGammaGen.java.
◆ nextDouble()
|
static |
Generates a variate from the inverse gamma distribution with shape parameter \(\alpha> 0\) and scale parameter \(\beta> 0\).
Definition at line 81 of file InverseGammaGen.java.
The documentation for this class was generated from the following file:
- src/main/java/umontreal/ssj/randvar/InverseGammaGen.java
