This class implements methods for generating random variates from the Student distribution with \(n>0\) degrees of freedom. More...
Public Member Functions | |
| StudentGen (RandomStream s, int n) | |
| Creates a Student random variate generator with \(n\) degrees of freedom, using stream s. | |
| StudentGen (RandomStream s, StudentDist dist) | |
| Creates a new generator for the Student distribution dist and stream s. | |
| int | getN () |
| Returns the value of \(n\) for this object. | |
| 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, int n) |
| Generates a new variate from the Student distribution with \(n =
\) n degrees of freedom, using stream s. | |
Detailed Description
This class implements methods for generating random variates from the Student distribution with \(n>0\) degrees of freedom.
Its density function is
\[ f (x) = \frac{\Gamma\left((n + 1)/2 \right)}{\Gamma(n/2) \sqrt{\pi n}} \left[1 + \frac{x^2}{n}\right]^{-(n+1)/2} \qquad\qquad\mbox{for } -\infty< x < \infty, \tag{fstudent} \]
where \(\Gamma(x)\) is the gamma function defined in ( Gamma ).
The nextDouble method simply calls inverseF on the distribution.
The following table gives the CPU time needed to generate \(10^7\) Student random variates using the different implementations available in SSJ. The second test (Q) was made with the inverse in umontreal.ssj.probdist.StudentDistQuick, while the first test was made with the inverse in umontreal.ssj.probdist.StudentDist. These tests were made on a machine with processor AMD Athlon 4000, running Red Hat Linux, with clock speed at 2400 MHz.
| Generator | time in seconds |
| StudentGen | 22.4 |
| StudentGen(Q) | 6.5 |
| StudentPolarGen | 1.4 |
Definition at line 78 of file StudentGen.java.
Constructor & Destructor Documentation
◆ StudentGen() [1/2]
| umontreal.ssj.randvar.StudentGen.StudentGen | ( | RandomStream | s, |
| int | n ) |
Creates a Student random variate generator with \(n\) degrees of freedom, using stream s.
Definition at line 85 of file StudentGen.java.
◆ StudentGen() [2/2]
| umontreal.ssj.randvar.StudentGen.StudentGen | ( | RandomStream | s, |
| StudentDist | dist ) |
Creates a new generator for the Student distribution dist and stream s.
Definition at line 93 of file StudentGen.java.
Member Function Documentation
◆ getN()
| int umontreal.ssj.randvar.StudentGen.getN | ( | ) |
Returns the value of \(n\) for this object.
Definition at line 111 of file StudentGen.java.
◆ nextDouble()
|
static |
Generates a new variate from the Student distribution with \(n = \) n degrees of freedom, using stream s.
Reimplemented in umontreal.ssj.randvar.StudentPolarGen.
Definition at line 104 of file StudentGen.java.
The documentation for this class was generated from the following file:
- src/main/java/umontreal/ssj/randvar/StudentGen.java
