This class implements Student random variate generators using the polar method of [13] . More...
Public Member Functions | |
| StudentPolarGen (RandomStream s, int n) | |
| Creates a Student random variate generator with \(n\) degrees of freedom, using stream s. | |
| StudentPolarGen (RandomStream s, StudentDist dist) | |
| Creates a new generator for the Student distribution dist and stream s. | |
| double | nextDouble () |
| Generates a random number from the continuous distribution contained in this object. | |
| Public Member Functions inherited from umontreal.ssj.randvar.StudentGen | |
| 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. | |
| 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. | |
This class implements Student random variate generators using the polar method of [13] .
The code is adapted from UNURAN (see [162] ).
The non-static nextDouble method generates two variates at a time and the second one is saved for the next call. A pair of variates is generated every second call. In the static case, two variates are generated per call but only the first one is returned and the second is discarded.
Definition at line 44 of file StudentPolarGen.java.
| umontreal.ssj.randvar.StudentPolarGen.StudentPolarGen | ( | RandomStream | s, |
| int | n ) |
Creates a Student random variate generator with \(n\) degrees of freedom, using stream s.
Definition at line 55 of file StudentPolarGen.java.
| umontreal.ssj.randvar.StudentPolarGen.StudentPolarGen | ( | RandomStream | s, |
| StudentDist | dist ) |
Creates a new generator for the Student distribution dist and stream s.
Definition at line 63 of file StudentPolarGen.java.
| double umontreal.ssj.randvar.StudentPolarGen.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.
Reimplemented from umontreal.ssj.randvar.RandomVariateGen.
Definition at line 69 of file StudentPolarGen.java.
|
static |
Generates a new variate from the Student distribution with \(n = \) n degrees of freedom, using stream s.
Reimplemented from umontreal.ssj.randvar.StudentGen.
Definition at line 85 of file StudentPolarGen.java.