This class implements random variate generators for the Weibull distribution. More...
Public Member Functions | |
| WeibullGen (RandomStream s, double alpha, double lambda, double delta) | |
| Creates a Weibull random variate generator with parameters. | |
| WeibullGen (RandomStream s, double alpha) | |
| Creates a Weibull random variate generator with parameters. | |
| 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 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 alpha, double lambda, double delta) |
| Uses inversion to generate a new variate from the Weibull distribution with parameters \(\alpha= \) alpha,. | |
Detailed Description
This class implements random variate generators for the Weibull distribution.
Its density is
\[ f(x) = \alpha\lambda^{\alpha} (x - \delta)^{\alpha- 1} \exp[-(\lambda(x-\delta))^{\alpha}] \qquad\mbox{ for } x>\delta, \tag{weibull} \]
and \(f(x)=0\) elsewhere, where \(\alpha> 0\), and \(\lambda> 0\).
The (non-static) nextDouble method simply calls inverseF on the distribution.
Definition at line 46 of file WeibullGen.java.
Constructor & Destructor Documentation
◆ WeibullGen() [1/3]
| umontreal.ssj.randvar.WeibullGen.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.
Definition at line 57 of file WeibullGen.java.
◆ WeibullGen() [2/3]
| umontreal.ssj.randvar.WeibullGen.WeibullGen | ( | RandomStream | s, |
| double | alpha ) |
Creates a Weibull random variate generator with parameters.
\(\alpha=\) alpha, \(\lambda= 1\) and \(\delta= 0\), using stream s.
Definition at line 68 of file WeibullGen.java.
◆ WeibullGen() [3/3]
| umontreal.ssj.randvar.WeibullGen.WeibullGen | ( | RandomStream | s, |
| WeibullDist | dist ) |
Creates a new generator for the Weibull distribution dist and stream s.
Definition at line 75 of file WeibullGen.java.
Member Function Documentation
◆ getAlpha()
| double umontreal.ssj.randvar.WeibullGen.getAlpha | ( | ) |
Returns the parameter \(\alpha\).
Definition at line 95 of file WeibullGen.java.
◆ getDelta()
| double umontreal.ssj.randvar.WeibullGen.getDelta | ( | ) |
Returns the parameter \(\delta\).
Definition at line 109 of file WeibullGen.java.
◆ getLambda()
| double umontreal.ssj.randvar.WeibullGen.getLambda | ( | ) |
Returns the parameter \(\lambda\).
Definition at line 102 of file WeibullGen.java.
◆ nextDouble()
|
static |
Uses inversion to generate a new variate from the Weibull distribution with parameters \(\alpha= \) alpha,.
\(\lambda= \) lambda, and \(\delta= \) delta, using stream s.
Definition at line 88 of file WeibullGen.java.
◆ setParams()
| void umontreal.ssj.randvar.WeibullGen.setParams | ( | double | alpha, |
| double | lambda, | ||
| double | delta ) |
Sets the parameters \(\alpha\), \(\lambda\) and \(\delta\) for this object.
Definition at line 117 of file WeibullGen.java.
The documentation for this class was generated from the following file:
- src/main/java/umontreal/ssj/randvar/WeibullGen.java
