umontreal.iro.lecuyer.randvar
Class HypoExponentialGen

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

public class HypoExponentialGen
extends RandomVariateGen

This class implements random variate generators for the hypoexponential distribution (see classes HypoExponentialDist and HypoExponentialDistQuick in package probdist for the definition).

Constructor Summary

HypoExponentialGen(RandomStream stream, double[] lambda)
Creates a hypoexponential random variate generator with rates λ_i = lambda[i - 1], i = 1,…, k, using stream stream.

HypoExponentialGen(RandomStream stream, HypoExponentialDist dist)
Creates a new generator for the hypoexponential distribution dist with stream stream.

Method Summary

double[]	getLambda() Returns the λi associated with this object.
static double	nextDouble(RandomStream stream, double[] lambda) Uses inversion to generate a new hypoexponential variate with rates λi = lambda[i - 1], i = 1,…, k, using stream stream.
void	setLambda(double[] lambda) Sets the rates λi = lam[i - 1], i = 1,…, k 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

HypoExponentialGen

public HypoExponentialGen(RandomStream stream,
                          double[] lambda)

Creates a hypoexponential random variate generator with rates λ_i = lambda[i - 1], i = 1,…, k, using stream stream.

HypoExponentialGen

public HypoExponentialGen(RandomStream stream,
                          HypoExponentialDist dist)

Creates a new generator for the hypoexponential distribution dist with stream stream.

Method Detail

nextDouble

public static double nextDouble(RandomStream stream,
                                double[] lambda)

Uses inversion to generate a new hypoexponential variate with rates λ_i = lambda[i - 1], i = 1,…, k, using stream stream. The inversion uses a root-finding method and is very slow.

getLambda

public double[] getLambda()

Returns the λ_i associated with this object.

setLambda

public void setLambda(double[] lambda)

Sets the rates λ_i = lam[i - 1], i = 1,…, k of this object.