umontreal.iro.lecuyer.randvar

Class BetaStratifiedRejectionGen

java.lang.Object

umontreal.iro.lecuyer.randvar.RandomVariateGen

umontreal.iro.lecuyer.randvar.BetaGen

umontreal.iro.lecuyer.randvar.BetaStratifiedRejectionGen

public class BetaStratifiedRejectionGen
extends BetaGen

This class implements Beta random variate generators using the stratified rejection/patchwork rejection method. This method draws one uniform from the main stream and uses the auxiliary stream for any additional uniform variates that might be needed.

Constructor Summary

Constructors

Constructor and Description
BetaStratifiedRejectionGen(RandomStream s, BetaDist dist) Same as BetaStratifiedRejectionGen(s, s, dist).
BetaStratifiedRejectionGen(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.
BetaStratifiedRejectionGen(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.
BetaStratifiedRejectionGen(RandomStream s, RandomStream aux, BetaDist dist) Creates a new generator for the distribution dist, using the given stream s and auxiliary stream aux.
BetaStratifiedRejectionGen(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.
BetaStratifiedRejectionGen(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 this object.
double	nextDouble() Generates a random number from the continuous distribution contained in this object.
static double	nextDouble(RandomStream s, double alpha, double beta, double a, double b)

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

getA, getAlpha, getB, getBeta

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

BetaStratifiedRejectionGen

public BetaStratifiedRejectionGen(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.

BetaStratifiedRejectionGen

public BetaStratifiedRejectionGen(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.

BetaStratifiedRejectionGen

public BetaStratifiedRejectionGen(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.

BetaStratifiedRejectionGen

public BetaStratifiedRejectionGen(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.

BetaStratifiedRejectionGen

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

Creates a new generator for the distribution dist, using the given stream s and auxiliary stream aux. The auxiliary stream is used when a random number of variates must be drawn from the main stream.

BetaStratifiedRejectionGen

public BetaStratifiedRejectionGen(RandomStream s,
                                  BetaDist dist)

Same as BetaStratifiedRejectionGen(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 this 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

nextDouble

public static double nextDouble(RandomStream s,
                                double alpha,
                                double beta,
                                double a,
                                double b)