umontreal.iro.lecuyer.randvar

Class JohnsonSUGen

java.lang.Object

umontreal.iro.lecuyer.randvar.RandomVariateGen

umontreal.iro.lecuyer.randvar.JohnsonSUGen

public class JohnsonSUGen
extends RandomVariateGen

This class implements random variate generators for the Johnson S_U distribution.

Constructor Summary

Constructors

Constructor and Description
JohnsonSUGen(RandomStream s, double gamma, double delta, double xi, double lambda) Creates a JohnsonSU random variate generator.
JohnsonSUGen(RandomStream s, JohnsonSUDist dist) Creates a new generator for the JohnsonSU distribution dist, using stream s.

Method Summary

Methods

Modifier and Type	Method and Description
double	getDelta() Returns the δ associated with this object.
double	getGamma() Returns the γ associated with this object.
double	getLambda() Returns the λ associated with this object.
double	getXi() Returns the ξ associated with this object.
static double	nextDouble(RandomStream s, double gamma, double delta, double xi, double lambda) Uses inversion to generate a new JohnsonSU variate, 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

JohnsonSUGen

public JohnsonSUGen(RandomStream s,
            double gamma,
            double delta,
            double xi,
            double lambda)

Creates a JohnsonSU random variate generator.

JohnsonSUGen

public JohnsonSUGen(RandomStream s,
            JohnsonSUDist dist)

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

Method Detail

nextDouble

public static double nextDouble(RandomStream s,
                double gamma,
                double delta,
                double xi,
                double lambda)

Uses inversion to generate a new JohnsonSU variate, using stream s.

getGamma

public double getGamma()

Returns the γ associated with this object.

getDelta

public double getDelta()

Returns the δ associated with this object.

getXi

public double getXi()

Returns the ξ associated with this object.

getLambda

public double getLambda()

Returns the λ associated with this object.