umontreal.iro.lecuyer.randvar

Class InverseGammaGen

java.lang.Object

umontreal.iro.lecuyer.randvar.RandomVariateGen

umontreal.iro.lecuyer.randvar.InverseGammaGen

public class InverseGammaGen
extends RandomVariateGen

This class implements random variate generators for the inverse gamma distribution with shape parameter α > 0 and scale parameter β > 0. The density function of this distribution is

f (x) = (β^αexp^-β/x)/(Γ(α)x^α+1) for x > 0,

and f (x) = 0 otherwise, where Γ is the gamma function.

Constructor Summary

Constructors

Constructor and Description
InverseGammaGen(RandomStream s, double alpha) Creates an inverse gamma random variate generator with parameters α = alpha and β = 1, using stream s.
InverseGammaGen(RandomStream s, double alpha, double beta) Creates an inverse gamma random variate generator with parameters α = alpha and β = beta, using stream s.
InverseGammaGen(RandomStream s, InverseGammaDist dist) Creates a new generator for the distribution dist, using stream s.

Method Summary

Modifier and Type	Method and Description
double	getAlpha() Returns the parameter α of this object.
double	getBeta() Returns the parameter β of this object.
static double	nextDouble(RandomStream s, double alpha, double beta) Generates a variate from the inverse gamma distribution with shape parameter α > 0 and scale parameter β > 0.

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

InverseGammaGen

public InverseGammaGen(RandomStream s,
                       double alpha,
                       double beta)

Creates an inverse gamma random variate generator with parameters α = alpha and β = beta, using stream s.

InverseGammaGen

public InverseGammaGen(RandomStream s,
                       double alpha)

Creates an inverse gamma random variate generator with parameters α = alpha and β = 1, using stream s.

InverseGammaGen

public InverseGammaGen(RandomStream s,
                       InverseGammaDist dist)

Creates a new generator for the distribution dist, using stream s.

Method Detail

nextDouble

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

Generates a variate from the inverse gamma distribution with shape parameter α > 0 and scale parameter β > 0.

getAlpha

public double getAlpha()

Returns the parameter α of this object.

getBeta

public double getBeta()

Returns the parameter β of this object.