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

This class implements methods for generating random variates from the Laplace distribution. More...

Inheritance diagram for LaplaceGen:
[legend]
Collaboration diagram for LaplaceGen:
[legend]

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: