umontreal.iro.lecuyer.randvar
Class FNoncentralGen

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

public class FNoncentralGen
extends RandomVariateGen

This class implements random variate generators for the noncentral F-distribution. If X is a noncentral chi-square random variable with ν₁ > 0 degrees of freedom and noncentrality parameter λ > 0, and Y is a chi-square random variable (statistically independent of X) with ν₂ > 0 degrees of freedom, then

F ' = (X/ν₁)/(Y/ν₂)

has a noncentral F-distribution.

Constructor Summary

FNoncentralGen(ChiSquareNoncentralGen ncgen, ChiSquareGen cgen)
Creates a noncentral-F random variate generator using noncentral chi-square generator ncgen and chi-square generator cgen.

Method Summary

double	nextDouble() Generates a random number from the continuous distribution contained in this object.
void	setChiSquareGen(ChiSquareGen cgen) Sets the chi-square generator to cgen.
void	setChiSquareNoncentralGen(ChiSquareNoncentralGen ncgen) Sets the noncentral chi-square generator to ncgen.

Methods inherited from class umontreal.iro.lecuyer.randvar.RandomVariateGen

getDistribution, getStream, nextArrayOfDouble, setStream, toString

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

FNoncentralGen

public FNoncentralGen(ChiSquareNoncentralGen ncgen,
                      ChiSquareGen cgen)

Creates a noncentral-F random variate generator using noncentral chi-square generator ncgen and chi-square generator cgen.

Method Detail

nextDouble

public double nextDouble()

Description copied from class: RandomVariateGen

Generates a random number from the continuous distribution contained in this object. By default, this method uses inversion by calling the inverseF method of the distribution object. Alternative generating methods are provided in subclasses.

Overrides:

nextDouble in class RandomVariateGen

Returns:

the generated value

setChiSquareNoncentralGen

public void setChiSquareNoncentralGen(ChiSquareNoncentralGen ncgen)

Sets the noncentral chi-square generator to ncgen.

setChiSquareGen

public void setChiSquareGen(ChiSquareGen cgen)

Sets the chi-square generator to cgen.