umontreal.iro.lecuyer.randvar

Class ChiGen

java.lang.Object

umontreal.iro.lecuyer.randvar.RandomVariateGen

umontreal.iro.lecuyer.randvar.ChiGen

Direct Known Subclasses:

ChiRatioOfUniformsGen

public class ChiGen
extends RandomVariateGen

This class implements random variate generators for the chi distribution. It has ν > 0 degrees of freedom and its density function is

f (x) = e^-x2/2x^ν-1/(2^(ν/2)-1Γ(ν/2)) for x > 0

where Γ(x) is the gamma function defined in GammaGen.

The (non-static) nextDouble method simply calls inverseF on the distribution (slow).

Constructor Summary

Constructors

Constructor and Description
ChiGen(RandomStream s, ChiDist dist) Create a new generator for the distribution dist, using stream s.
ChiGen(RandomStream s, int nu) Creates a chi random variate generator with ν = nu degrees of freedom, using stream s.

Method Summary

Methods

Modifier and Type	Method and Description
int	getNu() Returns the value of ν for this object.
static double	nextDouble(RandomStream s, int nu) Generates a random variate from the chi distribution with ν = nu degrees of freedom, using stream s.

Methods inherited from class umontreal.iro.lecuyer.randvar.RandomVariateGen

getDistribution, getStream, nextArrayOfDouble, nextDouble, setStream

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

ChiGen

public ChiGen(RandomStream s,
      int nu)

Creates a chi random variate generator with ν = nu degrees of freedom, using stream s.

ChiGen

public ChiGen(RandomStream s,
      ChiDist dist)

Create a new generator for the distribution dist, using stream s.

Method Detail

nextDouble

public static double nextDouble(RandomStream s,
                int nu)

Generates a random variate from the chi distribution with ν = nu degrees of freedom, using stream s.

getNu

public int getNu()

Returns the value of ν for this object.