umontreal.iro.lecuyer.randvar

Class Pearson6Gen

java.lang.Object

umontreal.iro.lecuyer.randvar.RandomVariateGen

umontreal.iro.lecuyer.randvar.Pearson6Gen

public class Pearson6Gen
extends RandomVariateGen

This class implements random variate generators for the Pearson type VI distribution with shape parameters α₁ > 0 and α₂ > 0, and scale parameter β > 0. The density function of this distribution is

f (x) = (x/β)^α₁-1/(βB(α₁, α₂)[1 + x/β]^α₁+α₂) for x > 0,

and f (x) = 0 otherwise, where B is the beta function.

Constructor Summary

Constructors

Constructor and Description
Pearson6Gen(RandomStream s, double alpha1, double alpha2) Creates a Pearson6 random variate generator with parameters α1 = alpha1, α2 = alpha2 and β = 1, using stream s.
Pearson6Gen(RandomStream s, double alpha1, double alpha2, double beta) Creates a Pearson6 random variate generator with parameters α1 = alpha1, α2 = alpha2 and β = beta, using stream s.
Pearson6Gen(RandomStream s, Pearson6Dist dist) Creates a new generator for the distribution dist, using stream s.

Method Summary

Methods

Modifier and Type	Method and Description
double	getAlpha1() Returns the α1 parameter of this object.
double	getAlpha2() Returns the α2 parameter of this object.
double	getBeta() Returns the β parameter of this object.
static double	nextDouble(RandomStream s, double alpha1, double alpha2, double beta) Generates a variate from the Pearson VI distribution with shape parameters α1 > 0 and α2 > 0, and scale parameter β > 0.
void	setParams(double alpha1, double alpha2, double beta) Sets the parameters α1, α2 and β of this object.

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

Pearson6Gen

public Pearson6Gen(RandomStream s,
           double alpha1,
           double alpha2,
           double beta)

Creates a Pearson6 random variate generator with parameters α₁ = alpha1, α₂ = alpha2 and β = beta, using stream s.

Pearson6Gen

public Pearson6Gen(RandomStream s,
           double alpha1,
           double alpha2)

Creates a Pearson6 random variate generator with parameters α₁ = alpha1, α₂ = alpha2 and β = 1, using stream s.

Pearson6Gen

public Pearson6Gen(RandomStream s,
           Pearson6Dist dist)

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

Method Detail

nextDouble

public static double nextDouble(RandomStream s,
                double alpha1,
                double alpha2,
                double beta)

Generates a variate from the Pearson VI distribution with shape parameters α₁ > 0 and α₂ > 0, and scale parameter β > 0.

getAlpha1

public double getAlpha1()

Returns the α₁ parameter of this object.

getAlpha2

public double getAlpha2()

Returns the α₂ parameter of this object.

getBeta

public double getBeta()

Returns the β parameter of this object.

setParams

public void setParams(double alpha1,
             double alpha2,
             double beta)

Sets the parameters α₁, α₂ and β of this object.