This class implements normal random variate generators using the Kindermann-Ramage method [102] . More...

Inheritance diagram for umontreal.ssj.randvar.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 ()
	Generates a random number from the continuous distribution contained in this object.
Public Member Functions inherited from 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.
	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.
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 \(\mu= \) mu and \(\sigma= \) sigma, using stream s.

Additional Inherited Members
Protected Member Functions inherited from umontreal.ssj.randvar.NormalGen
void	setParams (double mu, double sigma)
	Sets the parameters \(\mu\) and \(\sigma\) of this object.

Detailed Description

This class implements normal random variate generators using the Kindermann-Ramage method [102] .

The code was taken from UNURAN [162] . It includes the correction of the error in the original Kindermann-Ramage method found by the authors in

[222] .

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Definition at line 42 of file NormalKindermannRamageGen.java.

Constructor & Destructor Documentation

◆ NormalKindermannRamageGen() [1/3]

umontreal.ssj.randvar.NormalKindermannRamageGen.NormalKindermannRamageGen	(	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 48 of file NormalKindermannRamageGen.java.

◆ NormalKindermannRamageGen() [2/3]

umontreal.ssj.randvar.NormalKindermannRamageGen.NormalKindermannRamageGen ( RandomStream s )

Creates a standard normal random variate generator with mean 0 and standard deviation 1, using stream s.

Definition at line 57 of file NormalKindermannRamageGen.java.

◆ NormalKindermannRamageGen() [3/3]

umontreal.ssj.randvar.NormalKindermannRamageGen.NormalKindermannRamageGen	(	RandomStream	s,
		NormalDist	dist )

Creates a random variate generator for the normal distribution dist and stream s.

Definition at line 65 of file NormalKindermannRamageGen.java.

Member Function Documentation

◆ nextDouble() [1/2]

double umontreal.ssj.randvar.NormalKindermannRamageGen.nextDouble ( )

Generates a random number from the continuous distribution contained in this object.

By default, this method uses inversion by calling the umontreal.ssj.probdist.ContinuousDistribution.inverseF method of the distribution object. Alternative generating methods are provided in subclasses.