umontreal.iro.lecuyer.randvar

Class BetaRejectionLoglogisticGen

java.lang.Object

umontreal.iro.lecuyer.randvar.RandomVariateGen

umontreal.iro.lecuyer.randvar.BetaGen

umontreal.iro.lecuyer.randvar.BetaRejectionLoglogisticGen

public class BetaRejectionLoglogisticGen
extends BetaGen

Implements Beta random variate generators using the rejection method with log-logistic envelopes. The method draws the first two uniforms from the main stream and uses the auxiliary stream for the remaining uniforms, when more than two are needed (i.e., when rejection occurs).

Constructor Summary

Constructors

Constructor and Description
BetaRejectionLoglogisticGen(RandomStream s, BetaDist dist) Same as BetaRejectionLoglogisticGen (s, s, dist).
BetaRejectionLoglogisticGen(RandomStream s, double alpha, double beta) Creates a beta random variate generator with parameters α = alpha and β = beta, over the interval (0, 1), using stream s.
BetaRejectionLoglogisticGen(RandomStream s, double alpha, double beta, double a, double b) Creates a beta random variate generator with parameters α = alpha and β = beta, over the interval (a, b), using stream s.
BetaRejectionLoglogisticGen(RandomStream s, RandomStream aux, BetaDist dist) Creates a new generator for the distribution dist, using stream s and auxiliary stream aux.
BetaRejectionLoglogisticGen(RandomStream s, RandomStream aux, double alpha, double beta) Creates a beta random variate generator with parameters α = alpha and β = beta over the interval (0, 1), using main stream s and auxiliary stream aux.
BetaRejectionLoglogisticGen(RandomStream s, RandomStream aux, double alpha, double beta, double a, double b) Creates a beta random variate generator with parameters α = alpha and β = beta over the interval (a, b), using main stream s and auxiliary stream aux.

Method Summary

Modifier and Type	Method and Description
RandomStream	getAuxStream() Returns the auxiliary stream associated with that object.
double	nextDouble() Generates a random number from the continuous distribution contained in this object.

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

getA, getAlpha, getB, getBeta, nextDouble

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

getDistribution, getStream, nextArrayOfDouble, setStream, toString

Methods inherited from class java.lang.Object

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

Constructor Detail

BetaRejectionLoglogisticGen

public BetaRejectionLoglogisticGen(RandomStream s,
                                   RandomStream aux,
                                   double alpha,
                                   double beta)

Creates a beta random variate generator with parameters α = alpha and β = beta over the interval (0, 1), using main stream s and auxiliary stream aux. The auxiliary stream is used when a random number of uniforms is required for a rejection-type generation method.

BetaRejectionLoglogisticGen

public BetaRejectionLoglogisticGen(RandomStream s,
                                   double alpha,
                                   double beta)

Creates a beta random variate generator with parameters α = alpha and β = beta, over the interval (0, 1), using stream s.

BetaRejectionLoglogisticGen

public BetaRejectionLoglogisticGen(RandomStream s,
                                   RandomStream aux,
                                   double alpha,
                                   double beta,
                                   double a,
                                   double b)

Creates a beta random variate generator with parameters α = alpha and β = beta over the interval (a, b), using main stream s and auxiliary stream aux. The auxiliary stream is used when a random number of uniforms is required for a rejection-type generation method.

BetaRejectionLoglogisticGen

public BetaRejectionLoglogisticGen(RandomStream s,
                                   double alpha,
                                   double beta,
                                   double a,
                                   double b)

Creates a beta random variate generator with parameters α = alpha and β = beta, over the interval (a, b), using stream s.

BetaRejectionLoglogisticGen

public BetaRejectionLoglogisticGen(RandomStream s,
                                   RandomStream aux,
                                   BetaDist dist)

Creates a new generator for the distribution dist, using stream s and auxiliary stream aux. The main stream is used for the first uniforms (before a rejection occurs) and the auxiliary stream is used afterwards (after the first rejection).

BetaRejectionLoglogisticGen

public BetaRejectionLoglogisticGen(RandomStream s,
                                   BetaDist dist)

Same as BetaRejectionLoglogisticGen (s, s, dist). The auxiliary stream used will be the same as the main stream.

Method Detail

getAuxStream

public RandomStream getAuxStream()

Returns the auxiliary stream associated with that object.

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