This class implements random variate generators for a mixture distribution. More...

Inheritance diagram for MixtureGen:

Collaboration diagram for MixtureGen:

Public Member Functions
	MixtureGen (RandomStream s, Distribution[] dists, double[] weights)
	Creates a new mixture distribution generator defined by the given Distribution and weights, using the random stream `s`. More...

double	nextDouble ()

Mixture distribution parameters
Distribution	getDistribution ()
	This method is not supported, it will throw an `UnsupportedOperationException`. More...

Distribution []	getDistributions ()
	Returns the distributions of this mixture. More...

double []	getWeights ()
	Returns the probability associated with each distribution of the mixture. 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.

Protected Attributes
Distribution []	dists
	The different distributions that compose this mixture.

DiscreteDistribution	weightsDist
	The discrete distribution that is used to select randomly a distribution from the mixture when generating a random variate.

double []	weights
	The probability of each distribution that compose this mixture, see variable dists .

Protected Attributes inherited from RandomVariateGen
RandomStream	stream

Distribution	dist

Detailed Description

This class implements random variate generators for a mixture distribution.

Consider a random variable \(X\) defined by a mixture of \(k\) distributions. Let \(f_i(x)\) be the density or probability mass function of the \(i\)-th distribution with associated weight \(w_i \in [0, 1]\). The sum of the \(k\) weights must equal to 1, i.e., \(\sum_{i=1}^k w_i = 1\).

The density or probability mass function \(f(x)\) of \(X\) is then

\[ f(x) = \sum_{i=1}^k f_i(x). \]

In the class constructor, the user must give an array of size \(k\) of umontreal.ssj.probdist.Distribution and an array of double of same length for the associated weights \(w_i\). To generate a random variate, the implementation of this class will first select randomly (and proportionally to the weights \(w_i\)) a distribution \(D_i\) from the mixture. Then, it will generate a random variate by inversion by calling the method Distribution.inverseF.

Constructor & Destructor Documentation

◆ MixtureGen()

MixtureGen	(	RandomStream	s,
		Distribution []	dists,
		double []	weights
	)

Creates a new mixture distribution generator defined by the given Distribution and weights, using the random stream s.

The list of distributions and associated weights are given by arguments dists and weights. The weights must be non-negative, and they must sum to 1.

Parameters

s	the random stream that will be used to generate the random variates
dists	the distributions that define the mixture
weights	the probability to select each distribution in the mixture

Member Function Documentation

◆ getDistribution()

Distribution getDistribution ( )

This method is not supported, it will throw an UnsupportedOperationException.

Use method getDistributions instead.

Exceptions

UnsupportedOperationException this method is not supported

◆ getDistributions()

Distribution [] getDistributions ( )

Returns the distributions of this mixture.

◆ getWeights()

double [] getWeights ( )

Returns the probability associated with each distribution of the mixture.

Public Member Functions