This class implements normal random variate generators using the Kindermann-Ramage method [106] . More...
Inheritance diagram for NormalKindermannRamageGen:
Collaboration diagram for NormalKindermannRamageGen:
Public Member Functions | |
| NormalKindermannRamageGen (RandomStream s, double mu, double sigma) | |
Creates a normal random variate generator with mean mu and standard deviation sigma, using stream s. | |
| NormalKindermannRamageGen (RandomStream s) | |
Creates a standard normal random variate generator with mean 0 and standard deviation 1, using stream s. | |
| NormalKindermannRamageGen (RandomStream s, NormalDist dist) | |
Creates a random variate generator for the normal distribution dist and stream s. | |
| double | nextDouble () |
 Public Member Functions inherited from 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 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. | |
| Static Public Member Functions inherited from NormalGen | |
| 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 NormalGen | |
| void | setParams (double mu, double sigma) |
| Sets the parameters \(\mu\) and \(\sigma\) of this object. | |
| Protected Attributes inherited from NormalGen | |
| double | mu |
| double | sigma = -1.0 |
| Protected Attributes inherited from RandomVariateGen | |
| RandomStream | stream |
| Distribution | dist |
Detailed Description
This class implements normal random variate generators using the Kindermann-Ramage method [106] .
The code was taken from UNURAN [166] . It includes the correction of the error in the original Kindermann-Ramage method found by the authors in [231] .
The documentation for this class was generated from the following file:
- NormalKindermannRamageGen.java
