SSJ
V. labo.

umontreal.iro.lecuyer.randvar
Class ExponentialInverseFromDensityGen

java.lang.Object
  extended by umontreal.iro.lecuyer.randvar.RandomVariateGen
      extended by umontreal.iro.lecuyer.randvar.ExponentialGen
          extended by umontreal.iro.lecuyer.randvar.ExponentialInverseFromDensityGen

public class ExponentialInverseFromDensityGen
extends ExponentialGen

ExponentialInverseFromDensityGen

This class implements exponential random variate generators using numerical inversion of the exponential density as described in[#!rDER10a!#]. It makes use of the class umontreal.iro.lecuyer.probdistInverseDistFromDensity. Generating exponential random variables by inversion usually requires the computation of a logarithm for each generated random number. Numerical inversion precomputes a set of tables that will speed up the generation of random variables. This is useful if one wants to generate a large number of random variables.


Constructor Summary
ExponentialInverseFromDensityGen(RandomStream stream, double lambda, double ueps, int order)
          .
ExponentialInverseFromDensityGen(RandomStream stream, ExponentialDist dist, double ueps, int order)
          .
ExponentialInverseFromDensityGen(RandomStream stream, InverseDistFromDensity dist)
          .
 
Method Summary
 int getOrder()
          .
 double getUepsilon()
          .
 
Methods inherited from class umontreal.iro.lecuyer.randvar.ExponentialGen
getLambda, nextDouble
 
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

ExponentialInverseFromDensityGen

public ExponentialInverseFromDensityGen(RandomStream stream,
                                        double lambda,
                                        double ueps,
                                        int order)
. \begin{tabb}Creates an exponential random variate generator with
 parameter $\la...
 ...he degree of the Newton interpolating
 polynomial over each interval.
 \end{tabb}


ExponentialInverseFromDensityGen

public ExponentialInverseFromDensityGen(RandomStream stream,
                                        ExponentialDist dist,
                                        double ueps,
                                        int order)
. \begin{tabb}Similar to the above constructor, with the exponential
 distribution \texttt{dist}.
 \end{tabb}


ExponentialInverseFromDensityGen

public ExponentialInverseFromDensityGen(RandomStream stream,
                                        InverseDistFromDensity dist)
. \begin{tabb}Creates a new exponential generator using the \emph{exponential}
 di...
 ...n all other streams use this constructor with the same set of tables.
 \end{tabb}

Method Detail

getUepsilon

public double getUepsilon()
. \begin{tabb}
 Returns the $u$-resolution \texttt{ueps}.
 \end{tabb}


getOrder

public int getOrder()
. \begin{tabb}
 Returns the order of the interpolating polynomial.
 \end{tabb}


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SSJ
V. labo.

To submit a bug or ask questions, send an e-mail to Pierre L'Ecuyer.