This class implements random variate generators for the Weibull distribution. More...
Inheritance diagram for WeibullGen:
Collaboration diagram for WeibullGen:
Public Member Functions | |
| WeibullGen (RandomStream s, double alpha, double lambda, double delta) | |
Creates a Weibull random variate generator with parameters \(\alpha=\) alpha, \(\lambda\) = lambda and \(\delta\) = delta, using stream s. | |
| WeibullGen (RandomStream s, double alpha) | |
Creates a Weibull random variate generator with parameters \(\alpha=\) alpha, \(\lambda= 1\) and \(\delta= 0\), using stream s. | |
| WeibullGen (RandomStream s, WeibullDist dist) | |
Creates a new generator for the Weibull distribution dist and stream s. | |
| double | getAlpha () |
| Returns the parameter \(\alpha\). | |
| double | getLambda () |
| Returns the parameter \(\lambda\). | |
| double | getDelta () |
| Returns the parameter \(\delta\). | |
| void | setParams (double alpha, double lambda, double delta) |
| Sets the parameters \(\alpha\), \(\lambda\) and \(\delta\) 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 alpha, double lambda, double delta) |
Uses inversion to generate a new variate from the Weibull distribution with parameters \(\alpha= \) alpha, \(\lambda= \) lambda, and \(\delta= \) delta, 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 Weibull distribution.
\[ f(x) = \alpha\lambda^{\alpha} (x - \delta)^{\alpha- 1} \exp[-(\lambda(x-\delta))^{\alpha}] \qquad\mbox{ for } x>\delta, \tag{weibull} \]
and \(f(x)=0\) elsewhere, where \(\alpha> 0\), and \(\lambda> 0\).
The (non-static) nextDouble method simply calls inverseF on the distribution.
The documentation for this class was generated from the following file:
- WeibullGen.java
