This class implements random variate generators for the normal inverse gaussian ( \(\mathcal{NIG}\)) distribution. More...
Inheritance diagram for NormalInverseGaussianGen:
Collaboration diagram for NormalInverseGaussianGen:
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, \(\mu\) = mu and \(\delta\) = delta, using stream s. | |
| 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 \(\delta\) 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 alpha, double beta, double mu, double delta) |
| NOT IMPLEMENTED. More... | |
Protected Attributes | |
| double | mu |
| double | delta = -1.0 |
| double | alpha = -1.0 |
| double | beta = -2.0 |
| double | gamma = -1.0 |
| Protected Attributes inherited from RandomVariateGen | |
| RandomStream | stream |
| Distribution | dist |
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.
Member Function Documentation
◆ nextDouble()
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static |
NOT IMPLEMENTED.
Use the daughter classes.
The documentation for this class was generated from the following file:
- NormalInverseGaussianGen.java
