umontreal.iro.lecuyer.randvar

Class ChiSquareNoncentralPoisGen

java.lang.Object

umontreal.iro.lecuyer.randvar.RandomVariateGen

umontreal.iro.lecuyer.randvar.ChiSquareNoncentralGen

umontreal.iro.lecuyer.randvar.ChiSquareNoncentralPoisGen

public class ChiSquareNoncentralPoisGen
extends ChiSquareNoncentralGen

This class implements noncentral chi square random variate generators using Poisson and central chi square generators. It uses the following algorithm: generate a random integer J∼Poisson(λ/2) from a Poisson distribution, generate a random real X∼Γ(j + ν/2, 1/2) from a gamma distribution, then return X. Here ν is the number of degrees of freedom and λ is the noncentrality parameter.

To generate the Poisson variates, one uses tabulated inversion for λ < 10, and the acceptance complement method for λ >= 10, as in (see class PoissonTIACGen). To generate the gamma variates, one uses acceptance-rejection for α < 1, and acceptance-complement for α >= 1, as proposed in (see class GammaAcceptanceRejectionGen).

Constructor Summary

Constructors

Constructor and Description
ChiSquareNoncentralPoisGen(RandomStream stream, double nu, double lambda) Creates a noncentral chi square random variate generator with ν = nu degrees of freedom and noncentrality parameter λ = lambda using stream stream, as described above.

Method Summary

Modifier and Type	Method and Description
double	nextDouble() Generates a random number from the continuous distribution contained in this object.
static double	nextDouble(RandomStream stream, double nu, double lambda) Generates a variate from the noncentral chi square distribution with parameters ν = nu and λ = lambda using stream stream, as described above.

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

getLambda, getNu

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

ChiSquareNoncentralPoisGen

public ChiSquareNoncentralPoisGen(RandomStream stream,
                                  double nu,
                                  double lambda)

Creates a noncentral chi square random variate generator with ν = nu degrees of freedom and noncentrality parameter λ = lambda using stream stream, as described above.

Method Detail

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 stream,
                                double nu,
                                double lambda)

Generates a variate from the noncentral chi square distribution with parameters ν = nu and λ = lambda using stream stream, as described above.