SSJ
V. labo.

umontreal.iro.lecuyer.randvar
Class NormalInverseFromDensityGen

java.lang.Object
  extended by umontreal.iro.lecuyer.randvar.RandomVariateGen
      extended by umontreal.iro.lecuyer.randvar.NormalGen
          extended by umontreal.iro.lecuyer.randvar.NormalInverseFromDensityGen

public class NormalInverseFromDensityGen
extends NormalGen

NormalInverseFromDensityGen

This class implements normal random variate generators using numerical inversion of the normal density as described in[#!rDER10a!#]. It makes use of the class umontreal.iro.lecuyer.probdistInverseDistFromDensity. A set of tables are precomputed to speed up the generation of normal random variables by numerical inversion. This will be useful if one wants to generate a large number of random variables.


Constructor Summary
NormalInverseFromDensityGen(RandomStream stream, double mu, double sigma, double ueps, int order)
          .
NormalInverseFromDensityGen(RandomStream stream, InverseDistFromDensity dist)
          .
NormalInverseFromDensityGen(RandomStream stream, NormalDist dist, double ueps, int order)
          .
 
Method Summary
 int getOrder()
          .
 double getUepsilon()
          .
 
Methods inherited from class umontreal.iro.lecuyer.randvar.NormalGen
getMu, getSigma, 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

NormalInverseFromDensityGen

public NormalInverseFromDensityGen(RandomStream stream,
                                   double mu,
                                   double sigma,
                                   double ueps,
                                   int order)
. \begin{tabb}Creates a normal random variate generator with parameters
 $\mu=$\ \...
 ...he degree of the Newton interpolating
 polynomial over each interval.
 \end{tabb}


NormalInverseFromDensityGen

public NormalInverseFromDensityGen(RandomStream stream,
                                   NormalDist dist,
                                   double ueps,
                                   int order)
. \begin{tabb}Similar to the first constructor, with the normal
 distribution \texttt{dist}.
 \end{tabb}


NormalInverseFromDensityGen

public NormalInverseFromDensityGen(RandomStream stream,
                                   InverseDistFromDensity dist)
. \begin{tabb}Creates a new normal generator using the \emph{normal}
 distribution...
 ...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}


\begin{hide}
 \par
 \end{hide}


SSJ
V. labo.

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