|
SSJ V. labo. |
||||||||
| PREV CLASS NEXT CLASS | FRAMES NO FRAMES | ||||||||
| SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD | ||||||||
java.lang.Objectumontreal.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 | |
|---|---|
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 | |
|---|---|
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 |
|---|
getLambda, getNu |
| 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 |
|---|
public ChiSquareNoncentralPoisGen(RandomStream stream,
double nu,
double lambda)
| Method Detail |
|---|
public double nextDouble()
RandomVariateGeninverseF
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)
|
SSJ V. labo. |
||||||||
| PREV CLASS NEXT CLASS | FRAMES NO FRAMES | ||||||||
| SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD | ||||||||