public final class RandomVariates extends Random implements RevisionHandler
Constructor and Description |
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RandomVariates()
Simply the constructor of super class
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RandomVariates(long seed)
Simply the constructor of super class
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Modifier and Type | Method and Description |
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String |
getRevision()
Returns the revision string.
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static void |
main(String[] ops)
Main method for testing this class.
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protected int |
next(int bits)
Simply use the method of the super class
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double |
nextErlang(int a)
Generate a value of a variate following standard Erlang distribution.
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double |
nextExponential()
Generate a value of a variate following standard exponential
distribution using simple inverse method.
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double |
nextGamma(double a)
Generate a value of a variate following standard Gamma distribution
with shape parameter a.
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public RandomVariates()
public RandomVariates(long seed)
seed
- the seed in this random objectprotected int next(int bits)
public double nextExponential()
Variates related to standard Exponential can be generated using simple transformations.
public double nextErlang(int a) throws Exception
nextGamma(double a)
instead.a
- the shape parameter, must be no less than 1Exception
- if parameter less than 1public double nextGamma(double a) throws Exception
If a>1, it uses a rejection method developed by Minh(1988)"Generating
Gamma Variates", ACM Trans. on Math. Software, Vol.14, No.3, pp261-266.
If a<1, it uses the algorithm "GS" developed by Ahrens and Dieter(1974)
"COMPUTER METHODS FOR SAMPLING FROM GAMMA, BETA, POISSON AND BINOMIAL
DISTRIBUTIONS", COMPUTING, 12 (1974), pp223-246, and further implemented
in Fortran by Ahrens, Kohrt and Dieter(1983) "Algorithm 599: sampling
from Gamma and Poisson distributions", ACM Trans. on Math. Software,
Vol.9 No.2, pp255-257.
Variates related to standard Gamma can be generated using simple transformations.
a
- the shape parameter, must be greater than 1Exception
- if parameter not greater than 1public String getRevision()
getRevision
in interface RevisionHandler
public static void main(String[] ops)
ops
- # of variates/seed, default is 10/45Copyright © 2015 University of Waikato, Hamilton, NZ. All rights reserved.