SSJ  3.3.1
Stochastic Simulation in Java
Public Member Functions | Static Public Member Functions | Protected Member Functions | Protected Attributes | List of all members

THIS CLASS HAS BEEN RENAMED InverseGammaGen . More...

Inheritance diagram for Pearson5Gen:
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Collaboration diagram for Pearson5Gen:
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Public Member Functions

 Pearson5Gen (RandomStream s, double alpha, double beta)
 THIS CLASS HAS BEEN RENAMED InverseGammaGen . More...
 
 Pearson5Gen (RandomStream s, double alpha)
 Creates a Pearson5 random variate generator with parameters \(\alpha=\) alpha and \(\beta= 1\), using stream s.
 
 Pearson5Gen (RandomStream s, Pearson5Dist 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.
 
- 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)
 Generates a variate from the Pearson V distribution with shape parameter \(\alpha> 0\) and scale parameter \(\beta> 0\).
 

Protected Member Functions

void setParams (double alpha, double beta)
 

Protected Attributes

double alpha
 
double beta
 
- Protected Attributes inherited from RandomVariateGen
RandomStream stream
 
Distribution dist
 

Detailed Description

THIS CLASS HAS BEEN RENAMED InverseGammaGen .

This class implements random variate generators for the Pearson type V distribution with shape parameter \(\alpha> 0\) and scale parameter \(\beta> 0\). The density function of this distribution is

\[ f(x) = \left\{\begin{array}{ll} \displaystyle\frac{x^{-(\alpha+ 1)}e^{-\beta/ x}}{\beta^{-\alpha} \Gamma(\alpha)} & \quad\mbox{for } x > 0 \\ 0 & \quad\mbox{otherwise,} \end{array} \right. \tag{fpearson5} \]

where \(\Gamma\) is the gamma function.

Constructor & Destructor Documentation

◆ Pearson5Gen()

Pearson5Gen ( RandomStream  s,
double  alpha,
double  beta 
)

THIS CLASS HAS BEEN RENAMED InverseGammaGen .

Creates a Pearson5 random variate generator with parameters \(\alpha=\) alpha and \(\beta=\) beta, using stream s.


The documentation for this class was generated from the following file: