umontreal.iro.lecuyer.randvar

Class GammaGen

java.lang.Object

umontreal.iro.lecuyer.randvar.RandomVariateGen

umontreal.iro.lecuyer.randvar.GammaGen

Direct Known Subclasses:

ErlangGen, GammaAcceptanceRejectionGen, GammaRejectionLoglogisticGen

public class GammaGen
extends RandomVariateGen

This class implements random variate generators for the gamma distribution. Its parameters are α > 0 and λ > 0. Its density function is

f (x) = λ^αx^α-1e^-λx/Γ(α) for x > 0,

where Γ is the gamma function defined by

Γ(α) = ∫₀^∞x^α-1e^-x dx.

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

Constructor Summary

Constructors

Constructor and Description
GammaGen(RandomStream s, double alpha) Creates a gamma random variate generator with parameters α = alpha and λ = 1, using stream s.
GammaGen(RandomStream s, double alpha, double lambda) Creates a gamma random variate generator with parameters α = alpha and λ = lambda, using stream s.
GammaGen(RandomStream s, GammaDist dist) Creates a new generator object for the gamma distribution dist and stream s.

Method Summary

Methods

Modifier and Type	Method and Description
double	getAlpha() Returns the parameter α of this object.
double	getLambda() Returns the parameter λ of this object.
static double	nextDouble(RandomStream s, double alpha, double lambda) Generates a new gamma random variate with parameters α = alpha and λ = lambda, 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

GammaGen

public GammaGen(RandomStream s,
        double alpha,
        double lambda)

Creates a gamma random variate generator with parameters α = alpha and λ = lambda, using stream s.

GammaGen

public GammaGen(RandomStream s,
        double alpha)

Creates a gamma random variate generator with parameters α = alpha and λ = 1, using stream s.

GammaGen

public GammaGen(RandomStream s,
        GammaDist dist)

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

Method Detail

nextDouble

public static double nextDouble(RandomStream s,
                double alpha,
                double lambda)

Generates a new gamma random variate with parameters α = alpha and λ = lambda, using stream s.

getAlpha

public double getAlpha()

Returns the parameter α of this object.

getLambda

public double getLambda()

Returns the parameter λ of this object.