umontreal.iro.lecuyer.randvar

Class GumbelGen

java.lang.Object

umontreal.iro.lecuyer.randvar.RandomVariateGen

umontreal.iro.lecuyer.randvar.GumbelGen

public class GumbelGen
extends RandomVariateGen

This class implements methods for generating random variates from the Gumbel distribution. Its density is given by

f (x) = e^-ze^-e-z/| β|, for - ∞ < x < ∞.

where we use the notation z = (x - δ)/β. The scale parameter β can be positive (for the Gumbel distribution) or negative (for the reverse Gumbel distribution), but not 0.

Constructor Summary

Constructors

Constructor and Description
GumbelGen(RandomStream s) Creates a Gumbel random number generator with β = 1 and δ = 0 using stream s.
GumbelGen(RandomStream s, double beta, double delta) Creates a Gumbel random number generator with parameters β = beta and δ = delta using stream s.
GumbelGen(RandomStream s, GumbelDist dist) Creates a new generator for the Gumbel distribution dist and stream s.

Method Summary

Methods

Modifier and Type	Method and Description
double	getBeta() Returns the parameter β.
double	getDelta() Returns the parameter δ.
static double	nextDouble(RandomStream s, double beta, double delta) Generates a new variate from the Gumbel distribution with parameters β = beta and δ = delta 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

GumbelGen

public GumbelGen(RandomStream s)

Creates a Gumbel random number generator with β = 1 and δ = 0 using stream s.

GumbelGen

public GumbelGen(RandomStream s,
         double beta,
         double delta)

Creates a Gumbel random number generator with parameters β = beta and δ = delta using stream s.

GumbelGen

public GumbelGen(RandomStream s,
         GumbelDist dist)

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

Method Detail

nextDouble

public static double nextDouble(RandomStream s,
                double beta,
                double delta)

Generates a new variate from the Gumbel distribution with parameters β = beta and δ = delta using stream s.

getBeta

public double getBeta()

Returns the parameter β.

getDelta

public double getDelta()

Returns the parameter δ.