This class represents a random variate generator whose values are cached for more efficiency when using common random numbers. More...

Inheritance diagram for umontreal.ssj.randvar.RandomVariateGenWithCache:

Public Member Functions
	RandomVariateGenWithCache (RandomVariateGen rvg)
	Constructs a new cached random variate generator with internal generator rvg.
	RandomVariateGenWithCache (RandomVariateGen rvg, int initialCapacity)
	Constructs a new cached random variate generator with internal generator rvg.
boolean	isCaching ()
	Determines if the random variate generator is caching values, default being true.
void	setCaching (boolean caching)
	Sets the caching indicator to caching.
RandomVariateGen	getCachedGen ()
	Returns a reference to the random variate generator whose values are cached.
void	setCachedGen (RandomVariateGen rvg)
	Sets the random variate generator whose values are cached to rvg.
void	clearCache ()
	Clears the cached values for this cached generator.
void	initCache ()
	Resets this generator to recover values from the cache.
int	getNumCachedValues ()
	Returns the total number of values cached by this generator.
int	getCacheIndex ()
	Return the index of the next cached value that will be returned by the generator.
void	setCacheIndex (int newIndex)
	Sets the index, in the cache, of the next value returned by nextDouble.
DoubleArrayList	getCachedValues ()
	Returns an array list containing the values cached by this random variate generator.
void	setCachedValues (DoubleArrayList values)
	Sets the array list containing the cached values to values.
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.
RandomStream	getStream ()
	Returns the umontreal.ssj.rng.RandomStream used by this generator.
Distribution	getDistribution ()
	Returns the umontreal.ssj.probdist.Distribution used by this generator.
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[]	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.
void	setStream (RandomStream stream)
	Sets the umontreal.ssj.rng.RandomStream used by this generator to stream.
String	toString ()
	Returns a String containing information about the current generator.

Detailed Description

This class represents a random variate generator whose values are cached for more efficiency when using common random numbers.

An object from this class is constructed with a reference to a RandomVariateGen instance used to get the random numbers. These numbers are stored in an internal array to be retrieved later. The dimension of the array increases as the values are generated. If the nextDouble method is called after the object is reset (by calling setCachedValues(DoubleArrayList) ), it gives back the cached values instead of computing new ones. If the cache is exhausted before the generator is reset, new values are computed and added to the cache.

Such caching allows for a better performance with common random numbers, when generating random variates is time-consuming. However, using such caching may lead to memory problems if a large quantity of random numbers are needed.

Definition at line 51 of file RandomVariateGenWithCache.java.

Constructor & Destructor Documentation

◆ RandomVariateGenWithCache() [1/2]

umontreal.ssj.randvar.RandomVariateGenWithCache.RandomVariateGenWithCache ( RandomVariateGen rvg )

Constructs a new cached random variate generator with internal generator rvg.

Parameters

rvg	the random variate generator whose values are cached.

Exceptions

NullPointerException if `rvg` is `null`.

Definition at line 64 of file RandomVariateGenWithCache.java.

◆ RandomVariateGenWithCache() [2/2]

umontreal.ssj.randvar.RandomVariateGenWithCache.RandomVariateGenWithCache	(	RandomVariateGen	rvg,
		int	initialCapacity )

Constructs a new cached random variate generator with internal generator rvg.

The initialCapacity parameter is used to set the initial capacity of the internal array which can grow as needed; it does not limit the maximal number of cached values.

Parameters

rvg	the random variate generator whose values are cached.
initialCapacity	the number of cached values.

Exceptions

NullPointerException if `rvg` is `null`.

Definition at line 81 of file RandomVariateGenWithCache.java.

Member Function Documentation

◆ clearCache()

void umontreal.ssj.randvar.RandomVariateGenWithCache.clearCache ( )

Clears the cached values for this cached generator.

Any subsequent call will then obtain new values from the internal generator.

Definition at line 141 of file RandomVariateGenWithCache.java.

◆ getCachedGen()

RandomVariateGen umontreal.ssj.randvar.RandomVariateGenWithCache.getCachedGen ( )

Returns a reference to the random variate generator whose values are cached.

Returns: a reference to the random variate generator whose values are cached.

Definition at line 117 of file RandomVariateGenWithCache.java.

◆ getCachedValues()

DoubleArrayList umontreal.ssj.randvar.RandomVariateGenWithCache.getCachedValues ( )

Returns an array list containing the values cached by this random variate generator.

Returns: the array of cached values.

Definition at line 206 of file RandomVariateGenWithCache.java.

◆ getCacheIndex()

int umontreal.ssj.randvar.RandomVariateGenWithCache.getCacheIndex ( )

Return the index of the next cached value that will be returned by the generator.

If the cache is exhausted, the returned value corresponds to the value returned by getNumCachedValues, and a subsequent call to nextDouble will generate a new variate rather than reading a previous one from the cache. If caching is disabled, this always returns 0.

Returns: the index of the next cached value.

Definition at line 180 of file RandomVariateGenWithCache.java.

◆ getDistribution()

Distribution umontreal.ssj.randvar.RandomVariateGenWithCache.getDistribution ( )

Returns the umontreal.ssj.probdist.Distribution used by this generator.

Returns: the distribution associated to that object

Reimplemented from umontreal.ssj.randvar.RandomVariateGen.

Definition at line 263 of file RandomVariateGenWithCache.java.

◆ getNumCachedValues()

int umontreal.ssj.randvar.RandomVariateGenWithCache.getNumCachedValues ( )

Returns the total number of values cached by this generator.

Returns: the total number of cached values.

Definition at line 167 of file RandomVariateGenWithCache.java.

◆ getStream()

RandomStream umontreal.ssj.randvar.RandomVariateGenWithCache.getStream ( )

Returns the umontreal.ssj.rng.RandomStream used by this generator.

Returns: the stream associated to this object

Reimplemented from umontreal.ssj.randvar.RandomVariateGen.

Definition at line 259 of file RandomVariateGenWithCache.java.

◆ initCache()

void umontreal.ssj.randvar.RandomVariateGenWithCache.initCache ( )

Resets this generator to recover values from the cache.

Subsequent calls to nextDouble will return the cached random values until all the values are returned. When the array of cached values is exhausted, the internal random variate generator is used to generate new values which are added to the internal array as well. This method is equivalent to calling setCacheIndex(int).

Definition at line 158 of file RandomVariateGenWithCache.java.

◆ isCaching()

boolean umontreal.ssj.randvar.RandomVariateGenWithCache.isCaching ( )

Determines if the random variate generator is caching values, default being true.

When caching is turned OFF, the nextDouble method simply calls the corresponding method on the internal random variate generator, without storing the generated values.

Returns: the caching indicator.

Definition at line 96 of file RandomVariateGenWithCache.java.

◆ nextArrayOfDouble()

void umontreal.ssj.randvar.RandomVariateGenWithCache.nextArrayOfDouble	(	double[]	v,
		int	start,
		int	n )

Generates n random numbers from the continuous distribution contained in this object.

These numbers are stored in the array v, starting from index start. By default, this method calls nextDouble() n times, but one can override it in subclasses for better efficiency.

Parameters

v	array in which the variates will be stored
start	starting index, in v, of the new variates
n	number of variates to generate

Reimplemented from umontreal.ssj.randvar.RandomVariateGen.

Definition at line 236 of file RandomVariateGenWithCache.java.

◆ nextDouble()

double umontreal.ssj.randvar.RandomVariateGenWithCache.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.

Returns: the generated value

Reimplemented from umontreal.ssj.randvar.RandomVariateGen.

Definition at line 224 of file RandomVariateGenWithCache.java.

◆ setCachedGen()

void umontreal.ssj.randvar.RandomVariateGenWithCache.setCachedGen ( RandomVariateGen rvg )

Sets the random variate generator whose values are cached to rvg.

If the generator is changed, the clearCache method is called.

Parameters

rvg	the new random variate generator whose values are cached.

Exceptions

NullPointerException if `rvg` is `null`.

Definition at line 128 of file RandomVariateGenWithCache.java.

◆ setCachedValues()

void umontreal.ssj.randvar.RandomVariateGenWithCache.setCachedValues ( DoubleArrayList values )

Sets the array list containing the cached values to values.

This resets the cache index to the size of the given array.

Parameters

values the array list of cached values.

Exceptions

NullPointerException if `values` is `null`.

Definition at line 217 of file RandomVariateGenWithCache.java.

◆ setCacheIndex()

void umontreal.ssj.randvar.RandomVariateGenWithCache.setCacheIndex ( int newIndex )

Sets the index, in the cache, of the next value returned by nextDouble.

If newIndex is 0, this is equivalent to calling initCache. If newIndex is getNumCachedValues, subsequent calls to nextDouble will add new values to the cache.

Parameters

newIndex the new index.

Exceptions

IllegalArgumentException if `newIndex` is negative or greater than or equal to the cache size.

Definition at line 194 of file RandomVariateGenWithCache.java.

◆ setCaching()

void umontreal.ssj.randvar.RandomVariateGenWithCache.setCaching ( boolean caching )

Sets the caching indicator to caching.

If caching is turned OFF, this method calls clearCache to clear the cached values.

Parameters

caching the new value of the caching indicator.

Definition at line 106 of file RandomVariateGenWithCache.java.

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

src/main/java/umontreal/ssj/randvar/RandomVariateGenWithCache.java

SSJ API Documentation Stochastic Simulation in Java

Public Member Functions

Detailed Description

Constructor & Destructor Documentation

◆ RandomVariateGenWithCache() [1/2]

◆ RandomVariateGenWithCache() [2/2]

Member Function Documentation

◆ clearCache()

◆ getCachedGen()

◆ getCachedValues()

◆ getCacheIndex()

◆ getDistribution()

◆ getNumCachedValues()

◆ getStream()

◆ initCache()

◆ isCaching()

◆ nextArrayOfDouble()

◆ nextDouble()

◆ setCachedGen()

◆ setCachedValues()

◆ setCacheIndex()

◆ setCaching()