SSJ
V. 2.6.

umontreal.iro.lecuyer.randvar
Class ChiSquareNoncentralPoisGen

java.lang.Object
  extended by umontreal.iro.lecuyer.randvar.RandomVariateGen
      extended by umontreal.iro.lecuyer.randvar.ChiSquareNoncentralGen
          extended by umontreal.iro.lecuyer.randvar.ChiSquareNoncentralPoisGen

public class ChiSquareNoncentralPoisGen
extends ChiSquareNoncentralGen

This class implements noncentral chi square random variate generators using Poisson and central chi square generators. It uses the following algorithm: generate a random integer J∼Poisson(λ/2) from a Poisson distribution, generate a random real XΓ(j + ν/2, 1/2) from a gamma distribution, then return X. Here ν is the number of degrees of freedom and λ is the noncentrality parameter.

To generate the Poisson variates, one uses tabulated inversion for λ < 10, and the acceptance complement method for λ >= 10, as in (see class PoissonTIACGen). To generate the gamma variates, one uses acceptance-rejection for α < 1, and acceptance-complement for α >= 1, as proposed in (see class GammaAcceptanceRejectionGen).


Constructor Summary
ChiSquareNoncentralPoisGen(RandomStream stream, double nu, double lambda)
          Creates a noncentral chi square random variate generator with ν = nu degrees of freedom, and noncentrality parameter λ = lambda, using stream stream as described above.
 
Method Summary
 double nextDouble()
          Generates a random number from the continuous distribution contained in this object.
static double nextDouble(RandomStream stream, double nu, double lambda)
          Generates a variate from the noncentral chi square distribution with parameters ν = nu, and λ = lambda, using stream stream as described above.
 
Methods inherited from class umontreal.iro.lecuyer.randvar.ChiSquareNoncentralGen
getLambda, getNu
 
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

ChiSquareNoncentralPoisGen

public ChiSquareNoncentralPoisGen(RandomStream stream,
                                  double nu,
                                  double lambda)
Creates a noncentral chi square random variate generator with ν = nu degrees of freedom, and noncentrality parameter λ = lambda, using stream stream as described above. Restriction: λ <= 4.29×109.

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 stream,
                                double nu,
                                double lambda)
Generates a variate from the noncentral chi square distribution with parameters ν = nu, and λ = lambda, using stream stream as described above. Restriction: λ <= 4.29×109.


SSJ
V. 2.6.

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