This class implements methods for generating random variates from the lognormal distribution. More...
Public Member Functions | |
| LognormalGen (RandomStream s, double mu, double sigma) | |
| Creates a lognormal random variate generator with parameters. | |
| LognormalGen (RandomStream s) | |
| Creates a lognormal random variate generator with parameters. | |
| LognormalGen (RandomStream s, LognormalDist dist) | |
| Create a random variate generator for the lognormal distribution dist and stream s. | |
| double | getMu () |
| Returns the parameter \(\mu\) of this object. | |
| double | getSigma () |
| Returns the parameter \(\sigma\) of this object. | |
| 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 sigma) |
| Generates a new variate from the lognormal distribution with parameters \(\mu= \) mu and \(\sigma= \) sigma, using stream s. | |
Protected Member Functions | |
| void | setParams (double mu, double sigma) |
| Sets the parameters \(\mu\) and \(\sigma\) of this object. | |
Detailed Description
This class implements methods for generating random variates from the lognormal distribution.
Its density is
\[ f(x) = \frac{1}{\sqrt{2\pi}\sigma x} e^{-(\ln(x) - \mu)^2/(2\sigma^2)} \qquad\mbox{ for }x>0, \tag{flognormal} \]
where \(\sigma>0\).
The (non-static) nextDouble method simply calls inverseF on the lognormal distribution object. One can also generate a lognormal random variate \(X\) via
\[ \mbox{\texttt{X = Math.exp (NormalGen.nextDouble (s, mu, sigma))}}, \]
in which NormalGen can actually be replaced by any subclass of NormalGen.
Definition at line 48 of file LognormalGen.java.
Constructor & Destructor Documentation
◆ LognormalGen() [1/3]
| umontreal.ssj.randvar.LognormalGen.LognormalGen | ( | RandomStream | s, |
| double | mu, | ||
| double | sigma ) |
Creates a lognormal random variate generator with parameters.
\(\mu=\) mu and \(\sigma=\) sigma, using stream s.
Definition at line 57 of file LognormalGen.java.
◆ LognormalGen() [2/3]
| umontreal.ssj.randvar.LognormalGen.LognormalGen | ( | RandomStream | s | ) |
Creates a lognormal random variate generator with parameters.
\(\mu= 0\) and \(\sigma= 1\), using stream s.
Definition at line 67 of file LognormalGen.java.
◆ LognormalGen() [3/3]
| umontreal.ssj.randvar.LognormalGen.LognormalGen | ( | RandomStream | s, |
| LognormalDist | dist ) |
Create a random variate generator for the lognormal distribution dist and stream s.
Definition at line 75 of file LognormalGen.java.
Member Function Documentation
◆ getMu()
| double umontreal.ssj.randvar.LognormalGen.getMu | ( | ) |
Returns the parameter \(\mu\) of this object.
Definition at line 93 of file LognormalGen.java.
◆ getSigma()
| double umontreal.ssj.randvar.LognormalGen.getSigma | ( | ) |
Returns the parameter \(\sigma\) of this object.
Definition at line 100 of file LognormalGen.java.
◆ nextDouble()
|
static |
Generates a new variate from the lognormal distribution with parameters \(\mu= \) mu and \(\sigma= \) sigma, using stream s.
Definition at line 86 of file LognormalGen.java.
◆ setParams()
|
protected |
Sets the parameters \(\mu\) and \(\sigma\) of this object.
Definition at line 107 of file LognormalGen.java.
The documentation for this class was generated from the following file:
- src/main/java/umontreal/ssj/randvar/LognormalGen.java
