SSJ  3.3.1
Stochastic Simulation in Java
Public Member Functions | Static Public Member Functions | List of all members
NormalKindermannRamageGen Class Reference

This class implements normal random variate generators using the Kindermann-Ramage method [106] . More...

Inheritance diagram for NormalKindermannRamageGen:
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Collaboration diagram for NormalKindermannRamageGen:
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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: