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...
Inheritance diagram for Pearson6Gen:
Collaboration diagram for Pearson6Gen:
Public Member Functions | |
| 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. | |
| 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. | |
| 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 \(\beta\) 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 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 \(\beta> 0\). | |
Protected Attributes | |
| double | alpha1 |
| double | alpha2 |
| double | beta |
| Protected Attributes inherited from RandomVariateGen | |
| RandomStream | stream |
| Distribution | dist |
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.
The documentation for this class was generated from the following file:
- Pearson6Gen.java
