umontreal.iro.lecuyer.randvar

Class GammaAcceptanceRejectionGen

java.lang.Object

umontreal.iro.lecuyer.randvar.RandomVariateGen

umontreal.iro.lecuyer.randvar.GammaGen

umontreal.iro.lecuyer.randvar.GammaAcceptanceRejectionGen

public class GammaAcceptanceRejectionGen
extends GammaGen

This class implements gamma random variate generators using a method that combines acceptance-rejection with acceptance-complement. It uses acceptance-rejection for α < 1 and acceptance-complement for α >= 1. For each gamma variate, the first uniform required is taken from the main stream and all additional uniforms (after the first rejection) are obtained from the auxiliary stream.

Constructor Summary

Constructors

Constructor and Description
GammaAcceptanceRejectionGen(RandomStream s, double alpha, double lambda) Creates a gamma random variate generator with parameters α = alpha and λ = lambda, using stream s.
GammaAcceptanceRejectionGen(RandomStream s, GammaDist dist) Creates a new generator object for the gamma distribution dist and stream s for both the main and auxiliary stream.
GammaAcceptanceRejectionGen(RandomStream s, RandomStream aux, double alpha, double lambda) Creates a gamma random variate generator with parameters α = alpha and λ = lambda, using main stream s and auxiliary stream aux.
GammaAcceptanceRejectionGen(RandomStream s, RandomStream aux, GammaDist dist) Creates a new generator object for the gamma distribution dist, 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 lambda) Same as nextDouble (s, s, alpha, lambda).
static double	nextDouble(RandomStream s, RandomStream aux, double alpha, double lambda) Generates a new gamma variate with parameters α = alpha and λ = lambda, using main stream s and auxiliary stream aux.

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

getAlpha, getLambda

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

GammaAcceptanceRejectionGen

public GammaAcceptanceRejectionGen(RandomStream s,
                                   RandomStream aux,
                                   double alpha,
                                   double lambda)

Creates a gamma random variate generator with parameters α = alpha and λ = lambda, 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.

GammaAcceptanceRejectionGen

public GammaAcceptanceRejectionGen(RandomStream s,
                                   double alpha,
                                   double lambda)

Creates a gamma random variate generator with parameters α = alpha and λ = lambda, using stream s.

GammaAcceptanceRejectionGen

public GammaAcceptanceRejectionGen(RandomStream s,
                                   RandomStream aux,
                                   GammaDist dist)

Creates a new generator object for the gamma distribution dist, 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.

GammaAcceptanceRejectionGen

public GammaAcceptanceRejectionGen(RandomStream s,
                                   GammaDist dist)

Creates a new generator object for the gamma distribution dist and stream s for both the main and auxiliary stream.

Method Detail

getAuxStream

public RandomStream getAuxStream()

Returns the auxiliary stream associated with this object.

nextDouble

public static double nextDouble(RandomStream s,
                                RandomStream aux,
                                double alpha,
                                double lambda)

Generates a new gamma variate with parameters α = alpha and λ = lambda, using main stream s and auxiliary stream aux.

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 lambda)

Same as nextDouble (s, s, alpha, lambda).