SSJ
V. 2.6.

umontreal.iro.lecuyer.randvar
Class ErlangConvolutionGen

java.lang.Object
  extended by umontreal.iro.lecuyer.randvar.RandomVariateGen
      extended by umontreal.iro.lecuyer.randvar.GammaGen
          extended by umontreal.iro.lecuyer.randvar.ErlangGen
              extended by umontreal.iro.lecuyer.randvar.ErlangConvolutionGen

public class ErlangConvolutionGen
extends ErlangGen

This class implements Erlang random variate generators using the convolution method. This method uses inversion to generate k exponential variates with parameter λ and returns their sum.


Constructor Summary
ErlangConvolutionGen(RandomStream s, ErlangDist dist)
          Creates a new generator for the distribution dist and stream s.
ErlangConvolutionGen(RandomStream s, int k)
          Creates an Erlang random variate generator with parameters k and λ = 1, using stream s.
ErlangConvolutionGen(RandomStream s, int k, double lambda)
          Creates an Erlang random variate generator with parameters k and λ = lambda, using stream s.
 
Method Summary
 double nextDouble()
          Generates a random number from the continuous distribution contained in this object.
static double nextDouble(RandomStream s, int k, double lambda)
           
 
Methods inherited from class umontreal.iro.lecuyer.randvar.ErlangGen
getK
 
Methods inherited from class umontreal.iro.lecuyer.randvar.GammaGen
getAlpha, getLambda, nextDouble
 
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

ErlangConvolutionGen

public ErlangConvolutionGen(RandomStream s,
                            int k,
                            double lambda)
Creates an Erlang random variate generator with parameters k and λ = lambda, using stream s.


ErlangConvolutionGen

public ErlangConvolutionGen(RandomStream s,
                            int k)
Creates an Erlang random variate generator with parameters k and λ = 1, using stream s.


ErlangConvolutionGen

public ErlangConvolutionGen(RandomStream s,
                            ErlangDist dist)
Creates a new generator for the 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,
                                int k,
                                double lambda)

SSJ
V. 2.6.

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