umontreal.iro.lecuyer.randvar

Class NormalKindermannRamageGen

java.lang.Object

umontreal.iro.lecuyer.randvar.RandomVariateGen

umontreal.iro.lecuyer.randvar.NormalGen

umontreal.iro.lecuyer.randvar.NormalKindermannRamageGen

public class NormalKindermannRamageGen
extends NormalGen

This class implements normal random variate generators using the Kindermann-Ramage method. The code was taken from UNURAN. It includes the correction of the error in the original Kindermann-Ramage method found by the authors in.

Constructor Summary

Constructors

Constructor and Description
NormalKindermannRamageGen(RandomStream s) Creates a standard normal random variate generator with mean 0 and standard deviation 1, using stream s.
NormalKindermannRamageGen(RandomStream s, double mu, double sigma) Creates a normal random variate generator with mean mu and standard deviation sigma, using stream s.
NormalKindermannRamageGen(RandomStream s, NormalDist dist) Creates a random variate generator for the normal distribution dist and stream s.

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 s, double mu, double sigma)

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

getMu, getSigma

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

NormalKindermannRamageGen

public NormalKindermannRamageGen(RandomStream s,
                                 double mu,
                                 double sigma)

Creates a normal random variate generator with mean mu and standard deviation sigma, using stream s.

NormalKindermannRamageGen

public NormalKindermannRamageGen(RandomStream s)

Creates a standard normal random variate generator with mean 0 and standard deviation 1, using stream s.

NormalKindermannRamageGen

public NormalKindermannRamageGen(RandomStream s,
                                 NormalDist dist)

Creates a random variate generator for the normal distribution dist and stream s.

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 s,
                                double mu,
                                double sigma)