This class implements methods for generating random variates from the normal distribution \(N(\mu, \sigma)\). More...
Public Member Functions | |
| 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. | |
| 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 variate from the normal distribution with parameters. | |
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 normal distribution \(N(\mu, \sigma)\).
It has mean \(\mu\) and variance \(\sigma^2\), where \(\sigma>0\). Its density function is
\[ f(x) = \frac{1}{\sqrt{2\pi}\sigma} e^{(x-\mu)^2/(2\sigma^2)} \tag{fnormal} \]
The nextDouble method simply calls inverseF on the distribution.
The following table gives the CPU time needed to generate \(10^8\) standard normal random variates using the different implementations available in SSJ. The first time is for a generator object (non-static method), and the second time is for the static method where no object is created. These tests were made on a machine with processor AMD Athlon 4000, running Red Hat Linux, with clock speed at 2403 MHz. The static method nextDouble() for NormalBoxMullerGen and NormalPolarGen uses only one number out of two that are generated; thus they are twice slower than the non-static method.
| Generator | time in seconds | time in seconds |
| (object) | (static) | |
| NormalGen | 7.67 | 7.72 |
| NormalACRGen | 4.71 | 4.76 |
| NormalBoxMullerGen | 16.07 | 31.45 |
| NormalPolarGen | 7.31 | 13.74 |
| NormalKindermannRamageGen | 5.38 | 5.34 |
Definition at line 96 of file NormalGen.java.
Constructor & Destructor Documentation
◆ NormalGen() [1/3]
| 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.
Definition at line 104 of file NormalGen.java.
◆ NormalGen() [2/3]
| umontreal.ssj.randvar.NormalGen.NormalGen | ( | RandomStream | s | ) |
Creates a standard normal random variate generator with mean 0 and standard deviation 1, using stream s.
Definition at line 113 of file NormalGen.java.
◆ NormalGen() [3/3]
| umontreal.ssj.randvar.NormalGen.NormalGen | ( | RandomStream | s, |
| NormalDist | dist ) |
Creates a random variate generator for the normal distribution dist and stream s.
Definition at line 121 of file NormalGen.java.
Member Function Documentation
◆ getMu()
| double umontreal.ssj.randvar.NormalGen.getMu | ( | ) |
Returns the parameter \(\mu\) of this object.
Definition at line 139 of file NormalGen.java.
◆ getSigma()
| double umontreal.ssj.randvar.NormalGen.getSigma | ( | ) |
Returns the parameter \(\sigma\) of this object.
Definition at line 146 of file NormalGen.java.
◆ nextDouble()
|
static |
Generates a variate from the normal distribution with parameters.
\(\mu= \) mu and \(\sigma= \) sigma, using stream s.
Reimplemented in umontreal.ssj.randvar.NormalACRGen, umontreal.ssj.randvar.NormalBoxMullerGen, umontreal.ssj.randvar.NormalKindermannRamageGen, and umontreal.ssj.randvar.NormalPolarGen.
Definition at line 132 of file NormalGen.java.
◆ setParams()
|
protected |
Sets the parameters \(\mu\) and \(\sigma\) of this object.
Definition at line 153 of file NormalGen.java.
The documentation for this class was generated from the following file:
- src/main/java/umontreal/ssj/randvar/NormalGen.java
