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

This class implements random variate generators for the (discrete) logarithmic distribution. More...

Inheritance diagram for LogarithmicGen:
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Collaboration diagram for LogarithmicGen:
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Public Member Functions

 LogarithmicGen (RandomStream s, double theta)
 Creates a logarithmic random variate generator with parameters \(\theta= \) theta and default value \(\theta_0 = 0.96\), using stream s.
 
 LogarithmicGen (RandomStream s, double theta, double theta0)
 Creates a logarithmic random variate generator with parameters \(\theta= \) theta and \(\theta_0 = \mathtt{theta0}\), using stream s.
 
 LogarithmicGen (RandomStream s, LogarithmicDist dist)
 Creates a new generator with distribution dist and stream s, with default value \(\theta_0 = 0.96\).
 
 LogarithmicGen (RandomStream s, LogarithmicDist dist, double theta0)
 Creates a new generator with distribution dist and stream s, with \(\theta_0 = \mathtt{theta0}\).
 
int nextInt ()
 
double getTheta ()
 Returns the \(\theta\) associated with this object.
 
double getTheta0 ()
 Returns the \(\theta_0\) associated with this object.
 
- Public Member Functions inherited from RandomVariateGenInt
 RandomVariateGenInt (RandomStream s, DiscreteDistributionInt dist)
 Creates a new random variate generator for the discrete distribution dist, using stream s. More...
 
int nextInt ()
 Generates a random number (an integer) from the discrete distribution contained in this object. More...
 
void nextArrayOfInt (int[] v, int start, int n)
 Generates n random numbers from the discrete distribution contained in this object. More...
 
int [] nextArrayOfInt (int n)
 Generates n random numbers from the discrete distribution contained in this object, and returns them in a new array of size n. More...
 
DiscreteDistributionInt getDistribution ()
 Returns the umontreal.ssj.probdist.DiscreteDistributionInt used by this generator. More...
 
- 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 int nextInt (RandomStream s, double theta)
 Uses stream s to generate a new variate from the logarithmic distribution with parameter \(\theta=\) theta.
 

Additional Inherited Members

- Protected Attributes inherited from RandomVariateGen
RandomStream stream
 
Distribution dist
 

Detailed Description

This class implements random variate generators for the (discrete) logarithmic distribution.

Its mass function is

\[ p(x) = \frac{-\theta^x}{x \log(1 - \theta)} \qquad\mbox{ for } x = 1,2,…, \tag{flogar} \]

where \(0 < \theta<1\). It uses inversion with the LS chop-down algorithm if \(\theta< \theta_0\) and the LK transformation algorithm if \(\theta\ge\theta_0\), as described in [104] . The threshold \(\theta_0\) can be specified when invoking the constructor. Its default value is \(\theta_0 = 0.96\), as suggested in [104] .

A local copy of the parameter \(\theta\) is maintained in this class.


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