SSJ
V. labo.

umontreal.iro.lecuyer.randvar
Class FrechetGen

java.lang.Object
  extended by umontreal.iro.lecuyer.randvar.RandomVariateGen
      extended by umontreal.iro.lecuyer.randvar.FrechetGen

public class FrechetGen
extends RandomVariateGen

FrechetGen

This class implements methods for generating random variates from the Fréchet distribution, with location parameter δ, scale parameter β > 0, and shape parameter α > 0, where we use the notation z = (x - δ)/β. It has density

f (x) = αe-z-α/(βzα+1),        for x > δ

The density is 0 for xδ.


Constructor Summary
FrechetGen(RandomStream s, double alpha)
          .
FrechetGen(RandomStream s, double alpha, double beta, double delta)
          .
FrechetGen(RandomStream s, FrechetDist dist)
          .
 
Method Summary
 double getAlpha()
          .
 double getBeta()
          .
 double getDelta()
          .
static double nextDouble(RandomStream s, double alpha, double beta, double delta)
          .
 
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

FrechetGen

public FrechetGen(RandomStream s,
                  double alpha)
. \begin{tabb}Creates a \emph{Fr\'echet} random number generator with $\alpha =$
 \texttt{alpha}, $\beta = 1$\ and $\delta = 0$\ using stream \texttt{s}.
 \end{tabb}


FrechetGen

public FrechetGen(RandomStream s,
                  double alpha,
                  double beta,
                  double delta)
. \begin{tabb}Creates a \emph{Fr\'echet} random number generator with parameters
 ...
 ...\texttt{beta} and $\delta$\ = \texttt{delta} using stream \texttt{s}.
 \end{tabb}


FrechetGen

public FrechetGen(RandomStream s,
                  FrechetDist dist)
. \begin{tabb}Creates a new generator for the \emph{Fr\'echet} distribution \texttt{dist}
 and stream \texttt{s}.
 \end{tabb}

Method Detail

nextDouble

public static double nextDouble(RandomStream s,
                                double alpha,
                                double beta,
                                double delta)
. \begin{tabb}
 Generates a new variate from the \emph{Fr\'echet} distribution wit...
 ...texttt{beta} and $\delta =
 $~\texttt{delta} using stream \texttt{s}.
 \end{tabb}


getAlpha

public double getAlpha()
. \begin{tabb}Returns the parameter $\alpha$.
 \end{tabb}


getBeta

public double getBeta()
. \begin{tabb}Returns the parameter $\beta$.
 \end{tabb}


getDelta

public double getDelta()
. \begin{tabb}Returns the parameter $\delta$.
 \end{tabb}

 


SSJ
V. labo.

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