umontreal.iro.lecuyer.randvar
Class CauchyGen

java.lang.Object
  umontreal.iro.lecuyer.randvar.RandomVariateGen
      umontreal.iro.lecuyer.randvar.CauchyGen

public class CauchyGen
extends RandomVariateGen

This class implements random variate generators for the Cauchy distribution. The density is

f (x) = β/(π[(x - α)² + β²]) for - ∞ < x < ∞,

where β > 0.

The (non-static) nextDouble method simply calls inverseF on the distribution.

Constructor Summary

CauchyGen(RandomStream s)
Creates a Cauchy random variate generator with parameters α = 0 and β = 1, using stream s.

CauchyGen(RandomStream s, CauchyDist dist)
Create a new generator for the distribution dist, using stream s.

CauchyGen(RandomStream s, double alpha, double beta)
Creates a Cauchy random variate generator with parameters α = alpha and β = beta, 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 new variate from the Cauchy distribution with parameters α = alpha and β = beta, using stream s.

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

CauchyGen

public CauchyGen(RandomStream s,
                 double alpha,
                 double beta)

Creates a Cauchy random variate generator with parameters α = alpha and β = beta, using stream s.

CauchyGen

public CauchyGen(RandomStream s)

Creates a Cauchy random variate generator with parameters α = 0 and β = 1, using stream s.

CauchyGen

public CauchyGen(RandomStream s,
                 CauchyDist dist)

Create 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 new variate from the Cauchy distribution with parameters α = alpha and β = beta, using stream s.

getAlpha

public double getAlpha()

Returns the parameter α of this object.

getBeta

public double getBeta()

Returns the parameter β of this object.