This class implements random variate generators for the Pearson type VI distribution with shape parameters \(\alpha_1 > 0\) and \(\alpha_2 > 0\), and scale parameter \(\beta> 0\). More...
Public Member Functions | |
| Pearson6Gen (RandomStream s, double alpha1, double alpha2, double beta) | |
| Creates a Pearson6 random variate generator with parameters. | |
| Pearson6Gen (RandomStream s, double alpha1, double alpha2) | |
| Creates a Pearson6 random variate generator with parameters. | |
| Pearson6Gen (RandomStream s, Pearson6Dist dist) | |
| Creates a new generator for the distribution dist, using stream s. | |
| double | getAlpha1 () |
| Returns the \(\alpha_1\) parameter of this object. | |
| double | getAlpha2 () |
| Returns the \(\alpha_2\) parameter of this object. | |
| double | getBeta () |
| Returns the \(\beta\) parameter of this object. | |
| void | setParams (double alpha1, double alpha2, double beta) |
| Sets the parameters \(\alpha_1\), \(\alpha_2\) and. | |
| 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. | |
| double | nextDouble () |
| Generates a random number from the continuous distribution contained in this object. | |
| 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 alpha1, double alpha2, double beta) |
| Generates a variate from the Pearson VI distribution with shape parameters \(\alpha_1 > 0\) and \(\alpha_2 > 0\), and scale parameter \(\beta> 0\). | |
Detailed Description
This class implements random variate generators for the Pearson type VI distribution with shape parameters \(\alpha_1 > 0\) and \(\alpha_2 > 0\), and scale parameter \(\beta> 0\).
The density function of this distribution is
\[ f(x) =\left\{\begin{array}{ll} \displaystyle\frac{\left(x/{\beta}\right)^{\alpha_1 - 1}}{\beta\mathcal{B}(\alpha_1, \alpha_2)(1 + x/{\beta})^{\alpha_1 + \alpha_2}} & \quad\mbox{for } x > 0, \\ 0 & \quad\mbox{otherwise,} \end{array} \right. \tag{fpearson6} \]
where \(\mathcal{B}\) is the beta function.
Definition at line 48 of file Pearson6Gen.java.
Constructor & Destructor Documentation
◆ Pearson6Gen() [1/3]
| umontreal.ssj.randvar.Pearson6Gen.Pearson6Gen | ( | RandomStream | s, |
| double | alpha1, | ||
| double | alpha2, | ||
| double | beta ) |
Creates a Pearson6 random variate generator with parameters.
\(\alpha_1\) = alpha1, \(\alpha_2\) = alpha2 and \(\beta\) = beta, using stream s.
Definition at line 59 of file Pearson6Gen.java.
◆ Pearson6Gen() [2/3]
| umontreal.ssj.randvar.Pearson6Gen.Pearson6Gen | ( | RandomStream | s, |
| double | alpha1, | ||
| double | alpha2 ) |
Creates a Pearson6 random variate generator with parameters.
\(\alpha_1 =\) alpha1, \(\alpha_2\) = alpha2 and \(\beta=1\), using stream s.
Definition at line 70 of file Pearson6Gen.java.
◆ Pearson6Gen() [3/3]
| umontreal.ssj.randvar.Pearson6Gen.Pearson6Gen | ( | RandomStream | s, |
| Pearson6Dist | dist ) |
Creates a new generator for the distribution dist, using stream s.
Definition at line 77 of file Pearson6Gen.java.
Member Function Documentation
◆ getAlpha1()
| double umontreal.ssj.randvar.Pearson6Gen.getAlpha1 | ( | ) |
Returns the \(\alpha_1\) parameter of this object.
Definition at line 95 of file Pearson6Gen.java.
◆ getAlpha2()
| double umontreal.ssj.randvar.Pearson6Gen.getAlpha2 | ( | ) |
Returns the \(\alpha_2\) parameter of this object.
Definition at line 102 of file Pearson6Gen.java.
◆ getBeta()
| double umontreal.ssj.randvar.Pearson6Gen.getBeta | ( | ) |
Returns the \(\beta\) parameter of this object.
Definition at line 109 of file Pearson6Gen.java.
◆ nextDouble()
|
static |
Generates a variate from the Pearson VI distribution with shape parameters \(\alpha_1 > 0\) and \(\alpha_2 > 0\), and scale parameter \(\beta> 0\).
Definition at line 88 of file Pearson6Gen.java.
◆ setParams()
| void umontreal.ssj.randvar.Pearson6Gen.setParams | ( | double | alpha1, |
| double | alpha2, | ||
| double | beta ) |
Sets the parameters \(\alpha_1\), \(\alpha_2\) and.
\(\beta\) of this object.
Definition at line 118 of file Pearson6Gen.java.
The documentation for this class was generated from the following file:
- src/main/java/umontreal/ssj/randvar/Pearson6Gen.java
