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SSJ V. 2.6.2. |
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java.lang.Object umontreal.iro.lecuyer.randvar.RandomVariateGen umontreal.iro.lecuyer.randvar.ChiSquareNoncentralGen umontreal.iro.lecuyer.randvar.ChiSquareNoncentralPoisGen
public class ChiSquareNoncentralPoisGen
This class implements noncentral chi square random variate generators using Poisson and central chi square generators. It uses the following algorithm: generate a random integer J∼Poisson(λ/2) from a Poisson distribution, generate a random real X∼Γ(j + ν/2, 1/2) from a gamma distribution, then return X. Here ν is the number of degrees of freedom and λ is the noncentrality parameter.
To generate the Poisson variates, one
uses tabulated inversion for
λ < 10, and the acceptance complement
method for
λ >= 10, as in
(see class PoissonTIACGen
).
To generate the gamma variates, one
uses acceptance-rejection for α < 1, and acceptance-complement
for
α >= 1, as proposed in
(see class GammaAcceptanceRejectionGen
).
Constructor Summary | |
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ChiSquareNoncentralPoisGen(RandomStream stream,
double nu,
double lambda)
Creates a noncentral chi square random variate generator with ν = nu degrees of freedom, and noncentrality parameter λ = lambda, using stream stream as described above. |
Method Summary | |
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double |
nextDouble()
Generates a random number from the continuous distribution contained in this object. |
static double |
nextDouble(RandomStream stream,
double nu,
double lambda)
Generates a variate from the noncentral chi square distribution with parameters ν = nu, and λ = lambda, using stream stream as described above. |
Methods inherited from class umontreal.iro.lecuyer.randvar.ChiSquareNoncentralGen |
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getLambda, getNu |
Methods inherited from class umontreal.iro.lecuyer.randvar.RandomVariateGen |
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getDistribution, getStream, nextArrayOfDouble, setStream, toString |
Methods inherited from class java.lang.Object |
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equals, getClass, hashCode, notify, notifyAll, wait, wait, wait |
Constructor Detail |
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public ChiSquareNoncentralPoisGen(RandomStream stream, double nu, double lambda)
Method Detail |
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public double nextDouble()
RandomVariateGen
inverseF
method of the distribution object.
Alternative generating methods are provided in subclasses.
nextDouble
in class RandomVariateGen
public static double nextDouble(RandomStream stream, double nu, double lambda)
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