This class implements normal random variate generators using the Box-Muller method from [22] . More...
Public Member Functions | |
| NormalBoxMullerGen (RandomStream s, double mu, double sigma) | |
| Creates a normal random variate generator with mean mu and standard deviation sigma, using stream s. | |
| NormalBoxMullerGen (RandomStream s) | |
| Creates a standard normal random variate generator with mean 0 and standard deviation 1, using stream s. | |
| NormalBoxMullerGen (RandomStream s, NormalDist dist) | |
| Creates a random variate generator for the normal distribution dist and stream s. | |
| double | nextDouble () |
| Generates a random number from the continuous distribution contained in this object. | |
| Public Member Functions inherited from umontreal.ssj.randvar.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 umontreal.ssj.randvar.RandomVariateGen | |
| RandomVariateGen (RandomStream s, Distribution dist) | |
| Creates a new random variate generator from the distribution dist, using stream s. | |
| 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 variate from the normal distribution with parameters \(\mu=
\) mu and \(\sigma= \) sigma, using stream s. | |
Additional Inherited Members | |
| Protected Member Functions inherited from umontreal.ssj.randvar.NormalGen | |
| void | setParams (double mu, double sigma) |
| Sets the parameters \(\mu\) and \(\sigma\) of this object. | |
Detailed Description
This class implements normal random variate generators using the Box-Muller method from [22] .
Since the method generates two variates at a time, the second variate is returned upon the next call to the nextDouble.
Definition at line 40 of file NormalBoxMullerGen.java.
Constructor & Destructor Documentation
◆ NormalBoxMullerGen() [1/3]
| umontreal.ssj.randvar.NormalBoxMullerGen.NormalBoxMullerGen | ( | RandomStream | s, |
| double | mu, | ||
| double | sigma ) |
Creates a normal random variate generator with mean mu and standard deviation sigma, using stream s.
Definition at line 50 of file NormalBoxMullerGen.java.
◆ NormalBoxMullerGen() [2/3]
| umontreal.ssj.randvar.NormalBoxMullerGen.NormalBoxMullerGen | ( | RandomStream | s | ) |
Creates a standard normal random variate generator with mean 0 and standard deviation 1, using stream s.
Definition at line 59 of file NormalBoxMullerGen.java.
◆ NormalBoxMullerGen() [3/3]
| umontreal.ssj.randvar.NormalBoxMullerGen.NormalBoxMullerGen | ( | RandomStream | s, |
| NormalDist | dist ) |
Creates a random variate generator for the normal distribution dist and stream s.
Definition at line 67 of file NormalBoxMullerGen.java.
Member Function Documentation
◆ nextDouble() [1/2]
| double umontreal.ssj.randvar.NormalBoxMullerGen.nextDouble | ( | ) |
Generates a random number from the continuous distribution contained in this object.
By default, this method uses inversion by calling the umontreal.ssj.probdist.ContinuousDistribution.inverseF method of the distribution object. Alternative generating methods are provided in subclasses.
- Returns
- the generated value
Reimplemented from umontreal.ssj.randvar.RandomVariateGen.
Definition at line 73 of file NormalBoxMullerGen.java.
◆ nextDouble() [2/2]
|
static |
Generates a variate from the normal distribution with parameters \(\mu= \) mu and \(\sigma= \) sigma, using stream s.
Reimplemented from umontreal.ssj.randvar.NormalGen.
Definition at line 89 of file NormalBoxMullerGen.java.
The documentation for this class was generated from the following file:
- src/main/java/umontreal/ssj/randvar/NormalBoxMullerGen.java
