This class implements random variate generators for the normal inverse gaussian ( \(\mathcal{NIG}\)) distribution. More...
Public Member Functions | |
| NormalInverseGaussianGen (RandomStream s, double alpha, double beta, double mu, double delta) | |
| Creates an normal inverse gaussian random variate generator with parameters \(\alpha\) = alpha, \(\beta\) = beta,. | |
| NormalInverseGaussianGen (RandomStream s, NormalInverseGaussianDist dist) | |
| Creates a new generator for the distribution dist, using stream s. | |
| double | getAlpha () |
| Returns the parameter \(\alpha\) of this object. | |
| double | getBeta () |
| Returns the parameter \(\beta\) of this object. | |
| double | getMu () |
| Returns the parameter \(\mu\) of this object. | |
| double | getDelta () |
| Returns the parameter \(\delta\) of this object. | |
| void | setParams (double alpha, double beta, double mu, double delta) |
| Sets the parameters \(\alpha\), \(\beta\), \(\mu\) and. | |
| 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 alpha, double beta, double mu, double delta) |
| NOT IMPLEMENTED. | |
Detailed Description
This class implements random variate generators for the normal inverse gaussian ( \(\mathcal{NIG}\)) distribution.
See the definition of
umontreal.ssj.probdist.NormalInverseGaussianDist in package probdist.
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Definition at line 40 of file NormalInverseGaussianGen.java.
Constructor & Destructor Documentation
◆ NormalInverseGaussianGen() [1/2]
| umontreal.ssj.randvar.NormalInverseGaussianGen.NormalInverseGaussianGen | ( | RandomStream | s, |
| double | alpha, | ||
| double | beta, | ||
| double | mu, | ||
| double | delta ) |
Creates an normal inverse gaussian random variate generator with parameters \(\alpha\) = alpha, \(\beta\) = beta,.
\(\mu\) = mu and \(\delta\) = delta, using stream s.
Definition at line 53 of file NormalInverseGaussianGen.java.
◆ NormalInverseGaussianGen() [2/2]
| umontreal.ssj.randvar.NormalInverseGaussianGen.NormalInverseGaussianGen | ( | RandomStream | s, |
| NormalInverseGaussianDist | dist ) |
Creates a new generator for the distribution dist, using stream s.
Definition at line 61 of file NormalInverseGaussianGen.java.
Member Function Documentation
◆ getAlpha()
| double umontreal.ssj.randvar.NormalInverseGaussianGen.getAlpha | ( | ) |
Returns the parameter \(\alpha\) of this object.
Definition at line 77 of file NormalInverseGaussianGen.java.
◆ getBeta()
| double umontreal.ssj.randvar.NormalInverseGaussianGen.getBeta | ( | ) |
Returns the parameter \(\beta\) of this object.
Definition at line 84 of file NormalInverseGaussianGen.java.
◆ getDelta()
| double umontreal.ssj.randvar.NormalInverseGaussianGen.getDelta | ( | ) |
Returns the parameter \(\delta\) of this object.
Definition at line 98 of file NormalInverseGaussianGen.java.
◆ getMu()
| double umontreal.ssj.randvar.NormalInverseGaussianGen.getMu | ( | ) |
Returns the parameter \(\mu\) of this object.
Definition at line 91 of file NormalInverseGaussianGen.java.
◆ nextDouble()
|
static |
NOT IMPLEMENTED.
Use the daughter classes.
Definition at line 70 of file NormalInverseGaussianGen.java.
◆ setParams()
| void umontreal.ssj.randvar.NormalInverseGaussianGen.setParams | ( | double | alpha, |
| double | beta, | ||
| double | mu, | ||
| double | delta ) |
Sets the parameters \(\alpha\), \(\beta\), \(\mu\) and.
\(\delta\) of this object.
Definition at line 107 of file NormalInverseGaussianGen.java.
The documentation for this class was generated from the following file:
- src/main/java/umontreal/ssj/randvar/NormalInverseGaussianGen.java
