umontreal.iro.lecuyer.randvar

Class ErlangConvolutionGen

java.lang.Object

umontreal.iro.lecuyer.randvar.RandomVariateGen

umontreal.iro.lecuyer.randvar.GammaGen

umontreal.iro.lecuyer.randvar.ErlangGen

umontreal.iro.lecuyer.randvar.ErlangConvolutionGen

public class ErlangConvolutionGen
extends ErlangGen

This class implements Erlang random variate generators using the convolution method. This method uses inversion to generate k exponential variates with parameter λ and returns their sum.

Constructor Summary

Constructors

Constructor and Description
ErlangConvolutionGen(RandomStream s, ErlangDist dist) Creates a new generator for the distribution dist and stream s.
ErlangConvolutionGen(RandomStream s, int k) Creates an Erlang random variate generator with parameters k and λ = 1, using stream s.
ErlangConvolutionGen(RandomStream s, int k, double lambda) Creates an Erlang random variate generator with parameters k and λ = lambda, using stream s.

Method Summary

Methods

Modifier and Type	Method and Description
double	nextDouble() Generates a random number from the continuous distribution contained in this object.
static double	nextDouble(RandomStream s, int k, double lambda)

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

getK

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

getAlpha, getLambda, nextDouble

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

getDistribution, getStream, nextArrayOfDouble, setStream

Methods inherited from class java.lang.Object

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

Constructor Detail

ErlangConvolutionGen

public ErlangConvolutionGen(RandomStream s,
                    int k,
                    double lambda)

Creates an Erlang random variate generator with parameters k and λ = lambda, using stream s.

ErlangConvolutionGen

public ErlangConvolutionGen(RandomStream s,
                    int k)

Creates an Erlang random variate generator with parameters k and λ = 1, using stream s.

ErlangConvolutionGen

public ErlangConvolutionGen(RandomStream s,
                    ErlangDist dist)

Creates a new generator for the distribution dist and stream s.

Method Detail

nextDouble

public double nextDouble()

Description copied from class: RandomVariateGen

Generates a random number from the continuous distribution contained in this object. By default, this method uses inversion by calling the inverseF method of the distribution object. Alternative generating methods are provided in subclasses.

Overrides:

nextDouble in class RandomVariateGen

Returns:

the generated value

nextDouble

public static double nextDouble(RandomStream s,
                int k,
                double lambda)