SSJ
V. 2.6.

umontreal.iro.lecuyer.randvar
Class Pearson6Gen

java.lang.Object
  extended by umontreal.iro.lecuyer.randvar.RandomVariateGen
      extended by umontreal.iro.lecuyer.randvar.Pearson6Gen

public class Pearson6Gen
extends RandomVariateGen

This class implements random variate generators for the Pearson type VI distribution with shape parameters α1 > 0 and α2 > 0, and scale parameter β > 0. The density function of this distribution is

f (x) = (x/β)α1-1/(βB(α1, α2)[1 + x/β]α1+α2)        for x > 0,

and f (x) = 0 otherwise, where B is the beta function.


Constructor Summary
Pearson6Gen(RandomStream s, double alpha1, double alpha2)
          Creates a Pearson6 random variate generator with parameters α1 = alpha1, α2 = alpha2 and β = 1, using stream s.
Pearson6Gen(RandomStream s, double alpha1, double alpha2, double beta)
          Creates a Pearson6 random variate generator with parameters α1 = alpha1, α2 = alpha2 and β = beta, using stream s.
Pearson6Gen(RandomStream s, Pearson6Dist dist)
          Creates a new generator for the distribution dist, using stream s.
 
Method Summary
 double getAlpha1()
          Returns the α1 parameter of this object.
 double getAlpha2()
          Returns the α2 parameter of this object.
 double getBeta()
          Returns the β parameter of this object.
static double nextDouble(RandomStream s, double alpha1, double alpha2, double beta)
          Generates a variate from the Pearson VI distribution with shape parameters α1 > 0 and α2 > 0, and scale parameter β > 0.
 void setParams(double alpha1, double alpha2, double beta)
          Sets the parameters α1, α2 and β of 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

Pearson6Gen

public Pearson6Gen(RandomStream s,
                   double alpha1,
                   double alpha2,
                   double beta)
Creates a Pearson6 random variate generator with parameters α1 = alpha1, α2 = alpha2 and β = beta, using stream s.


Pearson6Gen

public Pearson6Gen(RandomStream s,
                   double alpha1,
                   double alpha2)
Creates a Pearson6 random variate generator with parameters α1 = alpha1, α2 = alpha2 and β = 1, using stream s.


Pearson6Gen

public Pearson6Gen(RandomStream s,
                   Pearson6Dist dist)
Creates a new generator for the distribution dist, using stream s.

Method Detail

nextDouble

public static double nextDouble(RandomStream s,
                                double alpha1,
                                double alpha2,
                                double beta)
Generates a variate from the Pearson VI distribution with shape parameters α1 > 0 and α2 > 0, and scale parameter β > 0.


getAlpha1

public double getAlpha1()
Returns the α1 parameter of this object.


getAlpha2

public double getAlpha2()
Returns the α2 parameter of this object.


getBeta

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


setParams

public void setParams(double alpha1,
                      double alpha2,
                      double beta)
Sets the parameters α1, α2 and β of this object.


SSJ
V. 2.6.

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