umontreal.iro.lecuyer.randvar

Class RandomVariateGen

java.lang.Object

umontreal.iro.lecuyer.randvar.RandomVariateGen

Direct Known Subclasses:

BetaGen, CauchyGen, ChiGen, ChiSquareGen, ChiSquareNoncentralGen, ExponentialGen, ExtremeValueGen, FatigueLifeGen, FisherFGen, FoldedNormalGen, FrechetGen, GammaGen, GumbelGen, HalfNormalGen, HyperbolicSecantGen, InverseFromDensityGen, InverseGaussianGen, JohnsonSBGen, JohnsonSUGen, KernelDensityGen, LaplaceGen, LogisticGen, LoglogisticGen, LognormalGen, LognormalSpecialGen, NakagamiGen, NormalGen, NormalInverseGaussianGen, ParetoGen, Pearson5Gen, Pearson6Gen, PowerGen, RandomVariateGenInt, RandomVariateGenWithCache, RayleighGen, StudentGen, TriangularGen, UniformGen, UnuranContinuous, UnuranEmpirical, WeibullGen

public class RandomVariateGen
extends java.lang.Object

This is the base class for all random variate generators over the real line. It specifies the signature of the nextDouble method, which is normally called to generate a real-valued random variate whose distribution has been previously selected. A random variate generator object can be created simply by invoking the constructor of this class with previously created RandomStream and Distribution objects, or by invoking the constructor of a subclass. By default, all random variates will be generated via inversion by calling the inverseF method for the distribution, even though this can be inefficient in some cases. For some of the distributions, there are subclasses with special and more efficient methods to generate the random variates.

For generating many random variates, creating an object and calling the non-static method is more efficient when the generating algorithm involves a significant setup. When no work is done at setup time, the static methods are usually slightly faster.

Constructor Summary

Constructors

Constructor and Description
RandomVariateGen(RandomStream s, Distribution dist) Creates a new random variate generator from the distribution dist, using stream s.

Method Summary

Methods

Modifier and Type	Method and Description
Distribution	getDistribution() Returns the Distribution used by this generator.
RandomStream	getStream() Returns the RandomStream used by this generator.
void	nextArrayOfDouble(double[] v, int start, int n) Generates n random numbers from the continuous distribution contained in this object.
double	nextDouble() Generates a random number from the continuous distribution contained in this object.
void	setStream(RandomStream stream) Sets the RandomStream used by this generator to stream.

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

RandomVariateGen

public RandomVariateGen(RandomStream s,
                Distribution dist)

Creates a new random variate generator from the distribution dist, using stream s.

Parameters:

s - random stream used for generating uniforms

dist - continuous distribution object of the generated values

Method Detail

nextDouble

public double nextDouble()

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.

Returns:

the generated value

nextArrayOfDouble

public void nextArrayOfDouble(double[] v,
                     int start,
                     int n)

Generates n random numbers from the continuous distribution contained in this object. These numbers are stored in the array v, starting from index start. By default, this method calls nextDouble() n times, but one can override it in subclasses for better efficiency.

Parameters:

v - array in which the variates will be stored

start - starting index, in v, of the new variates

n - number of variates to generate

getStream

public RandomStream getStream()

Returns the RandomStream used by this generator.

Returns:

the stream associated to this object

setStream

public void setStream(RandomStream stream)

Sets the RandomStream used by this generator to stream.

getDistribution

public Distribution getDistribution()

Returns the Distribution used by this generator.

Returns:

the distribution associated to that object