umontreal.iro.lecuyer.randvar

Class RayleighGen

java.lang.Object

umontreal.iro.lecuyer.randvar.RandomVariateGen

umontreal.iro.lecuyer.randvar.RayleighGen

public class RayleighGen
extends RandomVariateGen

This class implements random variate generators for the Rayleigh distribution. Its density is

f (x)	=	(x-a) e-(x-a)2/(2β2)/β2 for x >= a
f (x)	=	0 for x < a,

where β > 0.

Constructor Summary

Constructors

Constructor and Description
RayleighGen(RandomStream s, double beta) Creates a Rayleigh random variate generator with parameters a = 0 and β = beta, using stream s.
RayleighGen(RandomStream s, double a, double beta) Creates a Rayleigh random variate generator with parameters a = a and β = beta, using stream s.
RayleighGen(RandomStream s, RayleighDist dist) Creates a new generator for the Rayleigh distribution dist and stream s.

Method Summary

Modifier and Type	Method and Description
double	getA() Returns the parameter a.
double	getSigma() Returns the parameter β.
static double	nextDouble(RandomStream s, double a, double beta) Uses inversion to generate a new variate from the Rayleigh distribution with parameters a = a and β = beta, using stream s.
void	setParams(double a, double beta) Sets the parameters a = a and β = beta for 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

RayleighGen

public RayleighGen(RandomStream s,
                   double a,
                   double beta)

Creates a Rayleigh random variate generator with parameters a = a and β = beta, using stream s.

RayleighGen

public RayleighGen(RandomStream s,
                   double beta)

Creates a Rayleigh random variate generator with parameters a = 0 and β = beta, using stream s.

RayleighGen

public RayleighGen(RandomStream s,
                   RayleighDist dist)

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

Method Detail

nextDouble

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

Uses inversion to generate a new variate from the Rayleigh distribution with parameters a = a and β = beta, using stream s.

getA

public double getA()

Returns the parameter a.

getSigma

public double getSigma()

Returns the parameter β.

setParams

public void setParams(double a,
                      double beta)

Sets the parameters a = a and β = beta for this object.