This class implements random variate generators for the inverse Gaussian distribution with location parameter \(\mu> 0\) and scale parameter \(\lambda> 0\). More...
Inheritance diagram for InverseGaussianGen:
Collaboration diagram for InverseGaussianGen:
Public Member Functions | |
| InverseGaussianGen (RandomStream s, double mu, double lambda) | |
Creates an inverse Gaussian random variate generator with parameters \(\mu= \) mu and \(\lambda= \) lambda, using stream s. | |
| InverseGaussianGen (RandomStream s, InverseGaussianDist dist) | |
Creates a new generator for the distribution dist, using stream s. | |
| double | getMu () |
| Returns the parameter \(\mu\) of this object. | |
| double | getLambda () |
| Returns the parameter \(\lambda\) 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 mu, double lambda) |
| Generates a variate from the inverse gaussian distribution with location parameter \(\mu> 0\) and scale parameter \(\lambda> 0\). | |
Protected Member Functions | |
| void | setParams (double mu, double lambda) |
| Sets the parameters \(\mu\) and \(\lambda\) of this object. | |
Protected Attributes | |
| double | mu = -1.0 |
| double | lambda = -1.0 |
| Protected Attributes inherited from RandomVariateGen | |
| RandomStream | stream |
| Distribution | dist |
Detailed Description
This class implements random variate generators for the inverse Gaussian distribution with location parameter \(\mu> 0\) and scale parameter \(\lambda> 0\).
The density function of this distribution is
\[ f(x) = \sqrt{\frac{\lambda}{2\pi x^3}}\; e^{{-\lambda(x - \mu)^2}/{(2\mu^2x)}} \qquad\mbox{for } x > 0. \tag{fInverseGaussian} \]
The documentation for this class was generated from the following file:
- InverseGaussianGen.java
