umontreal.iro.lecuyer.randvar

Class NormalInverseGaussianGen

java.lang.Object

umontreal.iro.lecuyer.randvar.RandomVariateGen

umontreal.iro.lecuyer.randvar.NormalInverseGaussianGen

Direct Known Subclasses:

NormalInverseGaussianIGGen

public class NormalInverseGaussianGen
extends RandomVariateGen

This class implements random variate generators for the normal inverse gaussian (NIG) distribution. See the definition of NormalInverseGaussianDist

Constructor Summary

Constructors

Constructor and Description
NormalInverseGaussianGen(RandomStream s, double alpha, double beta, double mu, double delta) Creates an normal inverse gaussian random variate generator with parameters α = alpha, β = beta, μ = mu and δ = delta, using stream s.
NormalInverseGaussianGen(RandomStream s, NormalInverseGaussianDist 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.
double	getDelta() Returns the parameter δ of this object.
double	getMu() Returns the parameter μ of this object.
static double	nextDouble(RandomStream s, double alpha, double beta, double mu, double delta) NOT IMPLEMENTED.
void	setParams(double alpha, double beta, double mu, double delta) Sets the parameters α, β, μ and δ of this object.

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

NormalInverseGaussianGen

public NormalInverseGaussianGen(RandomStream s,
                                double alpha,
                                double beta,
                                double mu,
                                double delta)

Creates an normal inverse gaussian random variate generator with parameters α = alpha, β = beta, μ = mu and δ = delta, using stream s.

NormalInverseGaussianGen

public NormalInverseGaussianGen(RandomStream s,
                                NormalInverseGaussianDist 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,
                                double mu,
                                double delta)

NOT IMPLEMENTED. Use the daughter classes.

getAlpha

public double getAlpha()

Returns the parameter α of this object.

getBeta

public double getBeta()

Returns the parameter β of this object.

getMu

public double getMu()

Returns the parameter μ of this object.

getDelta

public double getDelta()

Returns the parameter δ of this object.

setParams

public void setParams(double alpha,
                      double beta,
                      double mu,
                      double delta)

Sets the parameters α, β, μ and δ of this object.