SSJ  3.3.1
Stochastic Simulation in Java
Public Member Functions | Static Public Member Functions | Protected Member Functions | Protected Attributes | List of all members

This class implements methods for generating random variates from the normal distribution \(N(\mu, \sigma)\). More...

Inheritance diagram for NormalGen:
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Collaboration diagram for NormalGen:
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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 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.
 

Protected Member Functions

void setParams (double mu, double sigma)
 Sets the parameters \(\mu\) and \(\sigma\) of this object.
 

Protected Attributes

double mu
 
double sigma = -1.0
 
- Protected Attributes inherited from RandomVariateGen
RandomStream stream
 
Distribution dist
 

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

The documentation for this class was generated from the following file: