SSJ  3.3.1
Stochastic Simulation in Java
Public Member Functions | Static Public Member Functions | Protected Member Functions | List of all members
InverseGaussianMSHGen Class Reference

This class implements inverse gaussian random variate generators using the many-to-one transformation method of Michael, Schucany and Haas (MHS) [180], [48] . More...

Inheritance diagram for InverseGaussianMSHGen:
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Collaboration diagram for InverseGaussianMSHGen:
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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 ()
 
- Public Member Functions inherited from 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 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, 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 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 \(\lambda> 0\).
 

Protected Member Functions

void setParams (double mu, double lambda, NormalGen sn)
 
- Protected Member Functions inherited from InverseGaussianGen
void setParams (double mu, double lambda)
 Sets the parameters \(\mu\) and \(\lambda\) of this object.
 

Additional Inherited Members

- Protected Attributes inherited from InverseGaussianGen
double mu = -1.0
 
double lambda = -1.0
 
- Protected Attributes inherited from RandomVariateGen
RandomStream stream
 
Distribution dist
 

Detailed Description

This class implements inverse gaussian random variate generators using the many-to-one transformation method of Michael, Schucany and Haas (MHS) [180], [48] .


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