SSJ  3.3.1
Stochastic Simulation in Java
Classes
[randvar] Generators for Continuous Distributions

Classes

class  BetaGen
 This class implements random variate generators with the beta distribution with shape parameters \(\alpha> 0\) and \(\beta> 0\), over the interval \((a,b)\), where \(a < b\). More...
 
class  BetaRejectionLoglogisticGen
 Implements Beta random variate generators using the rejection method with log-logistic envelopes from [34] . More...
 
class  BetaStratifiedRejectionGen
 This class implements Beta random variate generators using the stratified rejection/patchwork rejection method from [210], [223] . More...
 
class  BetaSymmetricalBestGen
 This class implements symmetrical beta random variate generators using Devroye’s one-liner method. More...
 
class  BetaSymmetricalGen
 This class implements random variate generators with the symmetrical beta distribution with shape parameters \(\alpha= \beta\), over the interval \((0,1)\). More...
 
class  BetaSymmetricalPolarGen
 This class implements symmetrical beta random variate generators using Ulrich’s polar method [232] . More...
 
class  CauchyGen
 This class implements random variate generators for the Cauchy distribution. More...
 
class  ChiGen
 This class implements random variate generators for the chi distribution. More...
 
class  ChiRatioOfUniformsGen
 This class implements Chi random variate generators using the ratio of uniforms method with shift. More...
 
class  ChiSquareGen
 This class implements random variate generators with the chi square distribution with \(n>0\) degrees of freedom. More...
 
class  ChiSquareNoncentralGamGen
 This class implements noncentral chi square random variate generators using the additive property of the noncentral chi square distribution [115] . More...
 
class  ChiSquareNoncentralGen
 This class implements random variate generators for the noncentral chi square distribution with \(\nu> 0\) degrees of freedom and noncentrality parameter \(\lambda> 0\). More...
 
class  ChiSquareNoncentralPoisGen
 This class implements noncentral chi square random variate generators using Poisson and central chi square generators. More...
 
class  ConstantGen
 This class implements a random variate generator that returns a constant value. More...
 
class  ErlangConvolutionGen
 This class implements Erlang random variate generators using the convolution method. More...
 
class  ErlangGen
 This class implements random variate generators for the Erlang distribution with parameters \(k > 0\) and \(\lambda> 0\). More...
 
class  ExponentialGen
 This class implements random variate generators for the exponential distribution. More...
 
class  ExponentialInverseFromDensityGen
 This class implements exponential random variate generators using numerical inversion of the exponential density as described in [44] . More...
 
class  ExtremeValueGen
 This class has been replaced by GumbelGen . More...
 
class  FatigueLifeGen
 This class implements random variate generators for the fatigue life distribution [20]  with location parameter \(\mu\), scale parameter \(\beta\) and shape parameter \(\gamma\). More...
 
class  FisherFGen
 This class implements random variate generators for the Fisher F distribution with \(n\) and \(m\) degrees of freedom, where \(n\) and \(m\) are positive integers. More...
 
class  FNoncentralGen
 This class implements random variate generators for the noncentral F-distribution. More...
 
class  FoldedNormalGen
 This class implements methods for generating random variates from the folded normal distribution with parameters \(\mu\ge0\) and \(\sigma> 0\). More...
 
class  FrechetGen
 This class implements methods for generating random variates from the Fréchet distribution, with location parameter \(\delta\), scale parameter \(\beta> 0\), and shape parameter \(\alpha> 0\), where we use the notation \(z = (x-\delta)/\beta\). More...
 
class  GammaAcceptanceRejectionGen
 This class implements gamma random variate generators using a method that combines acceptance-rejection with acceptance-complement, and proposed in [2], [4] . More...
 
class  GammaGen
 This class implements random variate generators for the gamma distribution. More...
 
class  GammaRejectionLoglogisticGen
 This class implements gamma random variate generators using a rejection method with loglogistic envelopes, from [33] . More...
 
class  GumbelGen
 This class implements methods for generating random variates from the Gumbel distribution. More...
 
class  HalfNormalGen
 This class implements methods for generating random variates from the half-normal distribution with parameters \(\mu\) and \(\sigma> 0\). More...
 
class  HyperbolicSecantGen
 This class implements random variate generators for the hyperbolic secant distribution with location parameter \(\mu\) and scale parameter \(\sigma\). More...
 
class  HypoExponentialGen
 This class implements random variate generators for the hypoexponential distribution (see classes umontreal.ssj.probdist.HypoExponentialDist and umontreal.ssj.probdist.HypoExponentialDistQuick in package probdist for the definition). More...
 
class  InverseGammaGen
 This class implements random variate generators for the inverse gamma distribution with shape parameter \(\alpha> 0\) and scale parameter \(\beta> 0\). More...
 
class  InverseGaussianGen
 This class implements random variate generators for the inverse Gaussian distribution with location parameter \(\mu> 0\) and scale parameter \(\lambda> 0\). More...
 
class  InverseGaussianMSHGen
 This class implements inverse gaussian random variate generators using the many-to-one transformation method of Michael, Schucany and Haas (MHS) [180], [48] . More...
 
class  JohnsonSBGen
 This class implements random variate generators for the Johnson \(S_B\) distribution. More...
 
class  JohnsonSLGen
 This class implements random variate generators for the Johnson \(S_L\) distribution. More...
 
class  JohnsonSUGen
 This class implements random variate generators for the Johnson \(S_U\) distribution. More...
 
class  JohnsonSystemG
 This class contains common parameters and methods for the random variate generators associated with the Johnson system of distributions [101], [99] . More...
 
class  KernelDensityGen
 This class implements random variate generators for distributions obtained via kernel density estimation methods from a set of \(n\) individual observations \(x_1,…,x_n\) [45], [46], [89], [90], [215] . More...
 
class  KernelDensityVarCorrectGen
 This class is a variant of KernelDensityGen, but with a rescaling of the empirical distribution so that the variance of the density used to generate the random variates is equal to the empirical variance, as suggested by [215] . More...
 
class  LaplaceGen
 This class implements methods for generating random variates from the Laplace distribution. More...
 
class  LogisticGen
 This class implements random variate generators for the logistic distribution. More...
 
class  LoglogisticGen
 This class implements random variate generators for the log-logistic distribution with shape parameter \(\alpha> 0\) and scale parameter \(\beta> 0\). More...
 
class  LognormalGen
 This class implements methods for generating random variates from the lognormal distribution. More...
 
class  LognormalSpecialGen
 Implements methods for generating random variates from the lognormal distribution using an arbitrary normal random variate generator. More...
 
class  MixtureGen
 This class implements random variate generators for a mixture distribution. More...
 
class  NakagamiGen
 This class implements random variate generators for the Nakagami distribution. More...
 
class  NormalACRGen
 This class implements normal random variate generators using the acceptance-complement ratio method [87] . More...
 
class  NormalBoxMullerGen
 This class implements normal random variate generators using the Box-Muller method from [23] . More...
 
class  NormalGen
 This class implements methods for generating random variates from the normal distribution \(N(\mu, \sigma)\). More...
 
class  NormalInverseFromDensityGen
 This class implements normal random variate generators using numerical inversion of the normal density as described in [44] . More...
 
class  NormalInverseGaussianGen
 This class implements random variate generators for the normal inverse gaussian ( \(\mathcal{NIG}\)) distribution. More...
 
class  NormalInverseGaussianIGGen
 This class implements a normal inverse gaussian ( \({NIG}\)) random variate generator by using a normal generator ( \(N\)) and an inverse gaussian generator ( \(IG\)), as described in the following [239], [103] . More...
 
class  NormalKindermannRamageGen
 This class implements normal random variate generators using the Kindermann-Ramage method [106] . More...
 
class  NormalPolarGen
 This class implements normal random variate generators using the polar method with rejection [176] . More...
 
class  ParetoGen
 This class implements random variate generators for one of the Pareto distributions, with parameters \(\alpha>0\) and \(\beta>0\). More...
 
class  Pearson5Gen
 THIS CLASS HAS BEEN RENAMED InverseGammaGen . More...
 
class  Pearson6Gen
 This class implements random variate generators for the Pearson type VI distribution with shape parameters \(\alpha_1 > 0\) and \(\alpha_2 > 0\), and scale parameter \(\beta> 0\). More...
 
class  PowerGen
 This class implements random variate generators for the power distribution with shape parameter \(c > 0\), over the interval \([a,b]\). More...
 
class  RayleighGen
 This class implements random variate generators for the Rayleigh distribution. More...
 
class  StudentGen
 This class implements methods for generating random variates from the Student distribution with \(n>0\) degrees of freedom. More...
 
class  StudentNoncentralGen
 This class implements random variate generators for the noncentral Student-t distribution with \(n>0\) degrees of freedom and noncentrality parameter \(\delta\). More...
 
class  StudentPolarGen
 This class implements Student random variate generators using the polar method of [14] . More...
 
class  TriangularGen
 This class implements random variate generators for the triangular distribution. More...
 
class  UniformGen
 This class implements random variate generators for the (continuous) uniform distribution over the interval \((a,b)\), where \(a\) and \(b\) are real numbers with \(a < b\). More...
 
class  WeibullGen
 This class implements random variate generators for the Weibull distribution. More...
 

Detailed Description