This class implements methods for generating random variates from the Laplace distribution. More...
Public Member Functions | |
| LaplaceGen (RandomStream s, double mu, double beta) | |
| Creates a Laplace random variate generator with parameters. | |
| 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 umontreal.ssj.randvar.RandomVariateGen | |
| RandomVariateGen (RandomStream s, Distribution dist) | |
| Creates a new random variate generator from the distribution dist, using stream s. | |
| double | nextDouble () |
| Generates a random number from the continuous distribution contained in this object. | |
| 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, 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. | |
Detailed Description
This class implements methods for generating random variates from the Laplace distribution.
Its density is (see [96] (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.
Definition at line 45 of file LaplaceGen.java.
Constructor & Destructor Documentation
◆ LaplaceGen() [1/3]
| umontreal.ssj.randvar.LaplaceGen.LaplaceGen | ( | RandomStream | s, |
| double | mu, | ||
| double | beta ) |
Creates a Laplace random variate generator with parameters.
\(\mu\) = mu and \(\beta\) = beta, using stream s.
Definition at line 54 of file LaplaceGen.java.
◆ LaplaceGen() [2/3]
| umontreal.ssj.randvar.LaplaceGen.LaplaceGen | ( | RandomStream | s | ) |
Creates a Laplace random variate generator with parameters \(\mu= 0\) and \(\beta= 1\), using stream s.
Definition at line 63 of file LaplaceGen.java.
◆ LaplaceGen() [3/3]
| umontreal.ssj.randvar.LaplaceGen.LaplaceGen | ( | RandomStream | s, |
| LaplaceDist | dist ) |
Creates a new generator for the Laplace distribution dist and stream s.
Definition at line 70 of file LaplaceGen.java.
Member Function Documentation
◆ getBeta()
| double umontreal.ssj.randvar.LaplaceGen.getBeta | ( | ) |
Returns the parameter \(\beta\).
Definition at line 95 of file LaplaceGen.java.
◆ getMu()
| double umontreal.ssj.randvar.LaplaceGen.getMu | ( | ) |
Returns the parameter \(\mu\).
Definition at line 88 of file LaplaceGen.java.
◆ nextDouble()
|
static |
Generates a new variate from the Laplace distribution with parameters \(\mu= \) mu and \(\beta= \) beta, using stream s.
Definition at line 81 of file LaplaceGen.java.
◆ setParams()
|
protected |
Sets the parameters \(\mu\) and \(\beta\) of this object.
Definition at line 102 of file LaplaceGen.java.
The documentation for this class was generated from the following file:
- src/main/java/umontreal/ssj/randvar/LaplaceGen.java
