umontreal.iro.lecuyer.randvar

Class ErlangGen

java.lang.Object

umontreal.iro.lecuyer.randvar.RandomVariateGen

umontreal.iro.lecuyer.randvar.GammaGen

umontreal.iro.lecuyer.randvar.ErlangGen

Direct Known Subclasses:

ErlangConvolutionGen

public class ErlangGen
extends GammaGen

This class implements random variate generators for the Erlang distribution with parameters k > 0 and λ > 0. This Erlang random variable is the sum of k exponentials with parameter λ and has mean k/λ.

The (non-static) nextDouble method simply calls inverseF on the distribution.

Constructor Summary

Constructors

Constructor and Description
ErlangGen(RandomStream s, ErlangDist dist) Creates a new generator for the distribution dist and stream s.
ErlangGen(RandomStream s, int k) Creates an Erlang random variate generator with parameters k and λ = 1, using stream s.
ErlangGen(RandomStream s, int k, double lambda) Creates an Erlang random variate generator with parameters k and λ = lambda, using stream s.

Method Summary

Modifier and Type	Method and Description
int	getK() Returns the parameter k of this object.
static double	nextDouble(RandomStream s, int k, double lambda) Generates a new variate from the Erlang distribution with parameters k = k and λ = lambda, using stream s.

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

getAlpha, getLambda, nextDouble

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

getDistribution, getStream, nextArrayOfDouble, nextDouble, setStream, toString

Methods inherited from class java.lang.Object

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

Constructor Detail

ErlangGen

public ErlangGen(RandomStream s,
                 int k,
                 double lambda)

Creates an Erlang random variate generator with parameters k and λ = lambda, using stream s.

ErlangGen

public ErlangGen(RandomStream s,
                 int k)

Creates an Erlang random variate generator with parameters k and λ = 1, using stream s.

ErlangGen

public ErlangGen(RandomStream s,
                 ErlangDist dist)

Creates a new generator for the distribution dist and stream s.

Method Detail

nextDouble

public static double nextDouble(RandomStream s,
                                int k,
                                double lambda)

Generates a new variate from the Erlang distribution with parameters k = k and λ = lambda, using stream s.

getK

public int getK()

Returns the parameter k of this object.