SSJ
V. 2.6.

umontreal.iro.lecuyer.randvar
Class BetaStratifiedRejectionGen

java.lang.Object
  extended by umontreal.iro.lecuyer.randvar.RandomVariateGen
      extended by umontreal.iro.lecuyer.randvar.BetaGen
          extended by umontreal.iro.lecuyer.randvar.BetaStratifiedRejectionGen

public class BetaStratifiedRejectionGen
extends BetaGen

This class implements Beta random variate generators using the stratified rejection/patchwork rejection method. This method draws one uniform from the main stream and uses the auxiliary stream for any additional uniform variates that might be needed.


Constructor Summary
BetaStratifiedRejectionGen(RandomStream s, BetaDist dist)
          Same as BetaStratifiedRejectionGen(s, s, dist).
BetaStratifiedRejectionGen(RandomStream s, double alpha, double beta)
          Creates a beta random variate generator with parameters α = alpha and β = beta, over the interval (0, 1), using stream s.
BetaStratifiedRejectionGen(RandomStream s, double alpha, double beta, double a, double b)
          Creates a beta random variate generator with parameters α = alpha and β = beta, over the interval (a, b), using stream s.
BetaStratifiedRejectionGen(RandomStream s, RandomStream aux, BetaDist dist)
          Creates a new generator for the distribution dist, using the given stream s and auxiliary stream aux.
BetaStratifiedRejectionGen(RandomStream s, RandomStream aux, double alpha, double beta)
          Creates a beta random variate generator with parameters α = alpha and β = beta, over the interval (0, 1), using main stream s and auxiliary stream aux.
BetaStratifiedRejectionGen(RandomStream s, RandomStream aux, double alpha, double beta, double a, double b)
          Creates a beta random variate generator with parameters α = alpha and β = beta, over the interval (a, b), using main stream s and auxiliary stream aux.
 
Method Summary
 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 beta, double a, double b)
           
 
Methods inherited from class umontreal.iro.lecuyer.randvar.BetaGen
getA, getAlpha, getB, getBeta
 
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

BetaStratifiedRejectionGen

public BetaStratifiedRejectionGen(RandomStream s,
                                  RandomStream aux,
                                  double alpha,
                                  double beta)
Creates a beta random variate generator with parameters α = alpha and β = beta, over the interval (0, 1), 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.


BetaStratifiedRejectionGen

public BetaStratifiedRejectionGen(RandomStream s,
                                  double alpha,
                                  double beta)
Creates a beta random variate generator with parameters α = alpha and β = beta, over the interval (0, 1), using stream s.


BetaStratifiedRejectionGen

public BetaStratifiedRejectionGen(RandomStream s,
                                  RandomStream aux,
                                  double alpha,
                                  double beta,
                                  double a,
                                  double b)
Creates a beta random variate generator with parameters α = alpha and β = beta, over the interval (a, b), 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.


BetaStratifiedRejectionGen

public BetaStratifiedRejectionGen(RandomStream s,
                                  double alpha,
                                  double beta,
                                  double a,
                                  double b)
Creates a beta random variate generator with parameters α = alpha and β = beta, over the interval (a, b), using stream s.


BetaStratifiedRejectionGen

public BetaStratifiedRejectionGen(RandomStream s,
                                  RandomStream aux,
                                  BetaDist dist)
Creates a new generator for the distribution dist, using the given stream s and auxiliary stream aux. The auxiliary stream is used when a random number of variates must be drawn from the main stream.


BetaStratifiedRejectionGen

public BetaStratifiedRejectionGen(RandomStream s,
                                  BetaDist dist)
Same as BetaStratifiedRejectionGen(s, s, dist). The auxiliary stream used will be the same as the main stream.

Method Detail

getAuxStream

public RandomStream getAuxStream()
Returns the auxiliary stream associated with this object.


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 beta,
                                double a,
                                double b)

SSJ
V. 2.6.

To submit a bug or ask questions, send an e-mail to Pierre L'Ecuyer.