umontreal.iro.lecuyer.randvar

Class BetaSymmetricalBestGen

java.lang.Object

umontreal.iro.lecuyer.randvar.RandomVariateGen

umontreal.iro.lecuyer.randvar.BetaGen

umontreal.iro.lecuyer.randvar.BetaSymmetricalGen

umontreal.iro.lecuyer.randvar.BetaSymmetricalBestGen

public class BetaSymmetricalBestGen
extends BetaSymmetricalGen

This class implements symmetrical beta random variate generators using Devroye's one-liner method. It is based on Best's relation between a Student-t variate and a symmetrical beta variate:

B_{α, α}(1 + ).

If S is a random sign and U₁, U₂ are two independent uniform [0, 1] random variates, then the following gives a symmetrical beta variate:

B_{α, α}[tex2html_wrap_indisplay172][tex2html_wrap_indisplay173] +

valid for any shape parameter α > 0.

Constructor Summary

Constructors

Constructor and Description
BetaSymmetricalBestGen(RandomStream s1, BetaSymmetricalDist dist) Creates a new generator for the distribution dist, using only one stream s1.
BetaSymmetricalBestGen(RandomStream s1, double alpha) Creates a symmetrical beta random variate generator with parameter α = alpha, using only one stream s1 to generate U1, U2, and S as given in equation.
BetaSymmetricalBestGen(RandomStream s1, RandomStream s2, RandomStream s3, BetaSymmetricalDist dist) Creates a new generator for the distribution dist, using stream s1 to generate U1, stream s2 to generate U2 and stream s3 to generate S as given in equation.
BetaSymmetricalBestGen(RandomStream s1, RandomStream s2, RandomStream s3, double alpha) Creates a symmetrical beta random variate generator with parameter α = alpha, using stream s1 to generate U1, stream s2 to generate U2 and stream s3 to generate S, as given in equation.

Method Summary

Modifier and Type	Method and Description
RandomStream	getStream2() Returns stream s2 associated with this object.
RandomStream	getStream3() Returns stream s3 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) Generates a random number using Devroye's one-liner method with only one stream s.
static double	nextDouble(RandomStream s1, RandomStream s2, RandomStream s3, double alpha) Generates a random number using Devroye's one-liner method.

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

BetaSymmetricalBestGen

public BetaSymmetricalBestGen(RandomStream s1,
                              RandomStream s2,
                              RandomStream s3,
                              double alpha)

Creates a symmetrical beta random variate generator with parameter α = alpha, using stream s1 to generate U₁, stream s2 to generate U₂ and stream s3 to generate S, as given in equation.

BetaSymmetricalBestGen

public BetaSymmetricalBestGen(RandomStream s1,
                              double alpha)

Creates a symmetrical beta random variate generator with parameter α = alpha, using only one stream s1 to generate U₁, U₂, and S as given in equation.

BetaSymmetricalBestGen

public BetaSymmetricalBestGen(RandomStream s1,
                              RandomStream s2,
                              RandomStream s3,
                              BetaSymmetricalDist dist)

Creates a new generator for the distribution dist, using stream s1 to generate U₁, stream s2 to generate U₂ and stream s3 to generate S as given in equation.

BetaSymmetricalBestGen

public BetaSymmetricalBestGen(RandomStream s1,
                              BetaSymmetricalDist dist)

Creates a new generator for the distribution dist, using only one stream s1.

Method Detail

nextDouble

public static double nextDouble(RandomStream s1,
                                RandomStream s2,
                                RandomStream s3,
                                double alpha)

Generates a random number using Devroye's one-liner method. Restriction: α > 0.

nextDouble

public static double nextDouble(RandomStream s,
                                double alpha)

Generates a random number using Devroye's one-liner method with only one stream s. Restriction: α > 0.

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

getStream2

public RandomStream getStream2()

Returns stream s2 associated with this object.

getStream3

public RandomStream getStream3()

Returns stream s3 associated with this object.