This class implements methods for generating random variates from the lognormal distribution. More...
Inheritance diagram for LognormalGen:
Collaboration diagram for LognormalGen:
Public Member Functions | |
| LognormalGen (RandomStream s, double mu, double sigma) | |
Creates a lognormal random variate generator with parameters \(\mu=\) mu and \(\sigma=\) sigma, using stream s. | |
| LognormalGen (RandomStream s) | |
Creates a lognormal random variate generator with parameters \(\mu= 0\) and \(\sigma= 1\), using stream s. | |
| 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 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 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. | |
Additional Inherited Members | |
| Protected Attributes inherited from RandomVariateGen | |
| RandomStream | stream |
| Distribution | dist |
Detailed Description
This class implements methods for generating random variates from the lognormal distribution.
\[ f(x) = \frac{1}{\sqrt{2\pi}\sigma x} e^{-(\ln(x) - \mu)^2/(2\sigma^2)} \qquad\mbox{ for }x>0, \tag{flognormal} \]
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.
The documentation for this class was generated from the following file:
- LognormalGen.java
