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SSJ
3.3.1
Stochastic Simulation in Java
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This class implements random variate generators for the Johnson \(S_U\) distribution. More...
Public Member Functions | |
| JohnsonSUGen (RandomStream s, double gamma, double delta, double xi, double lambda) | |
| Creates a JohnsonSU random variate generator. | |
| JohnsonSUGen (RandomStream s, JohnsonSUDist dist) | |
Creates a new generator for the JohnsonSU distribution dist, using stream s. | |
Public Member Functions inherited from JohnsonSystemG | |
| double | getGamma () |
| Returns the value of \(\gamma\). | |
| double | getDelta () |
| Returns the value of \(\delta\). | |
| double | getXi () |
| Returns the value of \(\xi\). | |
| double | getLambda () |
| Returns the value of \(\lambda\). | |
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 gamma, double delta, double xi, double lambda) |
Uses inversion to generate a new JohnsonSU variate, using stream s. | |
Additional Inherited Members | |
Protected Member Functions inherited from JohnsonSystemG | |
| JohnsonSystemG (RandomStream s, double gamma, double delta, double xi, double lambda) | |
Constructs a JohnsonSystemG object with shape parameters \(\gamma= \mathtt{gamma}\) and \(\delta= \mathtt{delta}\), location parameter \(\xi= \mathtt{xi}\), and scale parameter \(\lambda= \mathtt{lambda}\). | |
| JohnsonSystemG (RandomStream s, ContinuousDistribution dist) | |
Constructs a JohnsonSystemG object with parameters obtained from distribution dist. | |
| void | setParams (double gamma, double delta, double xi, double lambda) |
| Sets the value of the parameters \(\gamma\), \(\delta\), \(\xi\) and \(\lambda\) for this object. | |
Protected Attributes inherited from JohnsonSystemG | |
| double | gamma |
| double | delta |
| double | xi |
| double | lambda |
Protected Attributes inherited from RandomVariateGen | |
| RandomStream | stream |
| Distribution | dist |
This class implements random variate generators for the Johnson \(S_U\) distribution.
1.8.14