This class implements random variate generators for the Rayleigh distribution. More...
Inheritance diagram for RayleighGen:
Collaboration diagram for RayleighGen:
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 \(\beta=\) beta for 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 a, double beta) |
Uses inversion to generate a new variate from the Rayleigh distribution with parameters \(a = \) a and \(\beta= \) beta, using stream s. | |
Additional Inherited Members | |
| Protected Attributes inherited from RandomVariateGen | |
| RandomStream | stream |
| Distribution | dist |
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 \(\beta> 0\).
The documentation for this class was generated from the following file:
- RayleighGen.java
