umontreal.iro.lecuyer.randvar

Class InverseGaussianMSHGen

java.lang.Object

umontreal.iro.lecuyer.randvar.RandomVariateGen

umontreal.iro.lecuyer.randvar.InverseGaussianGen

umontreal.iro.lecuyer.randvar.InverseGaussianMSHGen

public class InverseGaussianMSHGen
extends InverseGaussianGen

This class implements inverse gaussian random variate generators using the many-to-one transformation method of Michael, Schucany and Haas (MHS).

Constructor Summary

Constructors

Constructor and Description
InverseGaussianMSHGen(RandomStream s, NormalGen sn, double mu, double lambda) Creates an inverse gaussian random variate generator with parameters μ = mu and λ = lambda, using streams s and sn.
InverseGaussianMSHGen(RandomStream s, NormalGen sn, InverseGaussianDist dist) Creates a new generator for the distribution dist using streams s and sn.

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, NormalGen sn, double mu, double lambda) Generates a new variate from the inverse gaussian distribution with parameters μ = mu and λ = lambda, using streams s and sn.

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

getLambda, getMu, 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

InverseGaussianMSHGen

public InverseGaussianMSHGen(RandomStream s,
                     NormalGen sn,
                     double mu,
                     double lambda)

Creates an inverse gaussian random variate generator with parameters μ = mu and λ = lambda, using streams s and sn.

InverseGaussianMSHGen

public InverseGaussianMSHGen(RandomStream s,
                     NormalGen sn,
                     InverseGaussianDist dist)

Creates a new generator for the distribution dist using streams s and sn.

Method Detail

nextDouble

public static double nextDouble(RandomStream s,
                NormalGen sn,
                double mu,
                double lambda)

Generates a new variate from the inverse gaussian distribution with parameters μ = mu and λ = lambda, using streams s and sn.

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