SSJ
V. 2.6.

umontreal.iro.lecuyer.randvar
Class InverseGammaGen

java.lang.Object
  extended by umontreal.iro.lecuyer.randvar.RandomVariateGen
      extended by umontreal.iro.lecuyer.randvar.InverseGammaGen

public class InverseGammaGen
extends RandomVariateGen

This class implements random variate generators for the inverse gamma distribution with shape parameter α > 0 and scale parameter β > 0. The density function of this distribution is

f (x) = (βαexp-β/x)/(Γ(α)xα+1)        for x > 0,

and f (x) = 0 otherwise, where Γ is the gamma function.


Constructor Summary
InverseGammaGen(RandomStream s, double alpha)
          Creates an inverse gamma random variate generator with parameters α = alpha and β = 1, using stream s.
InverseGammaGen(RandomStream s, double alpha, double beta)
          Creates an inverse gamma random variate generator with parameters α = alpha and β = beta, using stream s.
InverseGammaGen(RandomStream s, InverseGammaDist dist)
          Creates a new generator for the distribution dist, using stream s.
 
Method Summary
 double getAlpha()
          Returns the parameter α of this object.
 double getBeta()
          Returns the parameter β of this object.
static double nextDouble(RandomStream s, double alpha, double beta)
          Generates a variate from the inverse gamma distribution with shape parameter α > 0 and scale parameter β > 0.
 
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

InverseGammaGen

public InverseGammaGen(RandomStream s,
                       double alpha,
                       double beta)
Creates an inverse gamma random variate generator with parameters α = alpha and β = beta, using stream s.


InverseGammaGen

public InverseGammaGen(RandomStream s,
                       double alpha)
Creates an inverse gamma random variate generator with parameters α = alpha and β = 1, using stream s.


InverseGammaGen

public InverseGammaGen(RandomStream s,
                       InverseGammaDist dist)
Creates a new generator for the distribution dist, using stream s.

Method Detail

nextDouble

public static double nextDouble(RandomStream s,
                                double alpha,
                                double beta)
Generates a variate from the inverse gamma distribution with shape parameter α > 0 and scale parameter β > 0.


getAlpha

public double getAlpha()
Returns the parameter α of this object.


getBeta

public double getBeta()
Returns the parameter β of this object.


SSJ
V. 2.6.

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