SSJ
3.3.1
Stochastic Simulation in Java
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This class implements normal random variate generators using the acceptance-complement ratio method [87] . More...
Public Member Functions | |
NormalACRGen (RandomStream s, double mu, double sigma) | |
Creates a normal random variate generator with mean mu and standard deviation sigma , using stream s . | |
NormalACRGen (RandomStream s) | |
Creates a standard normal random variate generator with mean 0 and standard deviation 1 , using stream s . | |
NormalACRGen (RandomStream s, NormalDist dist) | |
Creates a random variate generator for the normal distribution dist and stream s . | |
double | nextDouble () |
Public Member Functions inherited from NormalGen | |
NormalGen (RandomStream s, double mu, double sigma) | |
Creates a normal random variate generator with mean mu and standard deviation sigma , using stream s . | |
NormalGen (RandomStream s) | |
Creates a standard normal random variate generator with mean 0 and standard deviation 1 , using stream s . | |
NormalGen (RandomStream s, NormalDist dist) | |
Creates a random variate generator for the normal 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 variate from the normal distribution with parameters \(\mu= \) mu and \(\sigma= \) sigma , using stream s . | |
Static Public Member Functions inherited from NormalGen | |
static double | nextDouble (RandomStream s, double mu, double sigma) |
Generates a variate from the normal distribution with parameters \(\mu= \) mu and \(\sigma= \) sigma , using stream s . | |
Additional Inherited Members | |
Protected Member Functions inherited from NormalGen | |
void | setParams (double mu, double sigma) |
Sets the parameters \(\mu\) and \(\sigma\) of this object. | |
Protected Attributes inherited from NormalGen | |
double | mu |
double | sigma = -1.0 |
Protected Attributes inherited from RandomVariateGen | |
RandomStream | stream |
Distribution | dist |
This class implements normal random variate generators using the acceptance-complement ratio method [87] .
For all the methods, the code was taken from UNURAN [166] .