This class implements methods for generating random variates from the Laplace distribution. More...
Inheritance diagram for LaplaceGen:
Collaboration diagram for LaplaceGen:
Public Member Functions | |
| LaplaceGen (RandomStream s, double mu, double beta) | |
Creates a Laplace random variate generator with parameters \(\mu\) = mu and \(\beta\) = beta, using stream s. | |
| LaplaceGen (RandomStream s) | |
Creates a Laplace random variate generator with parameters \(\mu= 0\) and \(\beta= 1\), using stream s. | |
| LaplaceGen (RandomStream s, LaplaceDist dist) | |
Creates a new generator for the Laplace distribution dist and stream s. | |
| double | getMu () |
| Returns the parameter \(\mu\). | |
| double | getBeta () |
| Returns the parameter \(\beta\). | |
 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 beta) |
Generates a new variate from the Laplace distribution with parameters \(\mu= \) mu and \(\beta= \) beta, using stream s. | |
Protected Member Functions | |
| void | setParams (double mu, double beta) |
| Sets the parameters \(\mu\) and \(\beta\) of this object. | |
Additional Inherited Members | |
| Protected Attributes inherited from RandomVariateGen | |
| RandomStream | stream |
| Distribution | dist |
Detailed Description
This class implements methods for generating random variates from the Laplace distribution.
Its density is (see [100] (page 165))
\[ f(x) = \frac{1}{2\beta}e^{-|x-\mu|/\beta} \qquad\mbox{for } -\infty< x < \infty, \tag{flaplace} \]
where \(\beta> 0\).
The (non-static) nextDouble method simply calls inverseF on the distribution.
The documentation for this class was generated from the following file:
- LaplaceGen.java
