This class implements random variate generators for the Rayleigh distribution. More...
Public Member Functions | |
| RayleighGen (RandomStream s, double a, double beta) | |
| Creates a Rayleigh random variate generator with parameters \(a =\) a and \(\beta=\) beta, using stream s. | |
| RayleighGen (RandomStream s, double beta) | |
| Creates a Rayleigh random variate generator with parameters \(a = 0\) and \(\beta= \) beta, using stream s. | |
| RayleighGen (RandomStream s, RayleighDist dist) | |
| Creates a new generator for the Rayleigh distribution dist and stream s. | |
| double | getA () |
| Returns the parameter \(a\). | |
| double | getSigma () |
| Returns the parameter \(\beta\). | |
| void | setParams (double a, double beta) |
| Sets the parameters \(a = \) a 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 a, double beta) |
| Uses inversion to generate a new variate from the Rayleigh distribution with parameters \(a = \) a and \(\beta=
\) beta, using stream s. | |
Detailed Description
This class implements random variate generators for the Rayleigh distribution.
Its density is
\[ f(x) = \left\{ \begin{array}{ll} \frac{(x-a)}{\beta^2} e^{-(x-a)^2/2\beta^2} \quad & \mbox{ for } x \ge a \\ 0 & \mbox{ for } x < a, \end{array} \right. \]
where \(\beta> 0\).
Definition at line 40 of file RayleighGen.java.
Constructor & Destructor Documentation
◆ RayleighGen() [1/3]
| umontreal.ssj.randvar.RayleighGen.RayleighGen | ( | RandomStream | s, |
| double | a, | ||
| double | beta ) |
Creates a Rayleigh random variate generator with parameters \(a =\) a and \(\beta=\) beta, using stream s.
Definition at line 48 of file RayleighGen.java.
◆ RayleighGen() [2/3]
| umontreal.ssj.randvar.RayleighGen.RayleighGen | ( | RandomStream | s, |
| double | beta ) |
Creates a Rayleigh random variate generator with parameters \(a = 0\) and \(\beta= \) beta, using stream s.
Definition at line 57 of file RayleighGen.java.
◆ RayleighGen() [3/3]
| umontreal.ssj.randvar.RayleighGen.RayleighGen | ( | RandomStream | s, |
| RayleighDist | dist ) |
Creates a new generator for the Rayleigh distribution dist and stream s.
Definition at line 64 of file RayleighGen.java.
Member Function Documentation
◆ getA()
| double umontreal.ssj.randvar.RayleighGen.getA | ( | ) |
Returns the parameter \(a\).
Definition at line 83 of file RayleighGen.java.
◆ getSigma()
| double umontreal.ssj.randvar.RayleighGen.getSigma | ( | ) |
Returns the parameter \(\beta\).
Definition at line 90 of file RayleighGen.java.
◆ nextDouble()
|
static |
Uses inversion to generate a new variate from the Rayleigh distribution with parameters \(a = \) a and \(\beta= \) beta, using stream s.
Definition at line 76 of file RayleighGen.java.
◆ setParams()
| void umontreal.ssj.randvar.RayleighGen.setParams | ( | double | a, |
| double | beta ) |
Sets the parameters \(a = \) a and.
\(\beta=\) beta for this object.
Definition at line 99 of file RayleighGen.java.
The documentation for this class was generated from the following file:
- src/main/java/umontreal/ssj/randvar/RayleighGen.java
