This class implements inverse gaussian random variate generators using the many-to-one transformation method of Michael, Schucany and Haas (MHS). More...

Inheritance diagram for umontreal.ssj.randvar.InverseGaussianMSHGen:

Public Member Functions
	InverseGaussianMSHGen (RandomStream s, NormalGen sn, double mu, double lambda)
	Creates an inverse gaussian random variate generator with parameters \(\mu= \) mu and \(\lambda= \) lambda, using streams s and sn.
	InverseGaussianMSHGen (RandomStream s, NormalGen sn, InverseGaussianDist dist)
	Creates a new generator for the distribution dist using streams s and sn.
double	nextDouble ()
	Generates a random number from the continuous distribution contained in this object.
Public Member Functions inherited from umontreal.ssj.randvar.InverseGaussianGen
	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 umontreal.ssj.randvar.RandomVariateGen
	RandomVariateGen (RandomStream s, Distribution dist)
	Creates a new random variate generator from the distribution dist, using stream s.
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, NormalGen sn, double mu, double lambda)
	Generates a new variate from the inverse gaussian distribution with parameters \(\mu= \) mu and \(\lambda= \) lambda, using streams s and sn.
Static Public Member Functions inherited from umontreal.ssj.randvar.InverseGaussianGen
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 \(\lambda> 0\).

Additional Inherited Members
Protected Member Functions inherited from umontreal.ssj.randvar.InverseGaussianGen
void	setParams (double mu, double lambda)
	Sets the parameters \(\mu\) and \(\lambda\) of this object.

Detailed Description

This class implements inverse gaussian random variate generators using the many-to-one transformation method of Michael, Schucany and Haas (MHS).

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Definition at line 40 of file InverseGaussianMSHGen.java.

Constructor & Destructor Documentation

◆ InverseGaussianMSHGen() [1/2]

umontreal.ssj.randvar.InverseGaussianMSHGen.InverseGaussianMSHGen	(	RandomStream	s,
		NormalGen	sn,
		double	mu,
		double	lambda )

Creates an inverse gaussian random variate generator with parameters \(\mu= \) mu and \(\lambda= \) lambda, using streams s and sn.

Definition at line 48 of file InverseGaussianMSHGen.java.

◆ InverseGaussianMSHGen() [2/2]

umontreal.ssj.randvar.InverseGaussianMSHGen.InverseGaussianMSHGen	(	RandomStream	s,
		NormalGen	sn,
		InverseGaussianDist	dist )

Creates a new generator for the distribution dist using streams s and sn.

Definition at line 57 of file InverseGaussianMSHGen.java.

Member Function Documentation

◆ nextDouble() [1/2]

double umontreal.ssj.randvar.InverseGaussianMSHGen.nextDouble ( )

Generates a random number from the continuous distribution contained in this object.

By default, this method uses inversion by calling the umontreal.ssj.probdist.ContinuousDistribution.inverseF method of the distribution object. Alternative generating methods are provided in subclasses.

Returns: the generated value

Reimplemented from umontreal.ssj.randvar.RandomVariateGen.

Definition at line 72 of file InverseGaussianMSHGen.java.

◆ nextDouble() [2/2]

double umontreal.ssj.randvar.InverseGaussianMSHGen.nextDouble	(	RandomStream	s,
		NormalGen	sn,
		double	mu,
		double	lambda )

static

Generates a new variate from the inverse gaussian distribution with parameters \(\mu= \) mu and \(\lambda= \) lambda, using streams s and sn.

Definition at line 68 of file InverseGaussianMSHGen.java.

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

src/main/java/umontreal/ssj/randvar/InverseGaussianMSHGen.java

SSJ API Documentation Stochastic Simulation in Java

Public Member Functions

Static Public Member Functions