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SSJ V. labo. |
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java.lang.Objectumontreal.iro.lecuyer.randvar.RandomVariateGen
umontreal.iro.lecuyer.randvar.NormalGen
umontreal.iro.lecuyer.randvar.NormalInverseFromDensityGen
public class NormalInverseFromDensityGen
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 | |
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NormalInverseFromDensityGen(RandomStream stream,
double mu,
double sigma,
double ueps,
int order)
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NormalInverseFromDensityGen(RandomStream stream,
InverseDistFromDensity dist)
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NormalInverseFromDensityGen(RandomStream stream,
NormalDist dist,
double ueps,
int order)
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Method Summary | |
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int |
getOrder()
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double |
getUepsilon()
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Methods inherited from class umontreal.iro.lecuyer.randvar.NormalGen |
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getMu, getSigma, nextDouble |
Methods inherited from class umontreal.iro.lecuyer.randvar.RandomVariateGen |
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getDistribution, getStream, nextArrayOfDouble, nextDouble, setStream, toString |
Methods inherited from class java.lang.Object |
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equals, getClass, hashCode, notify, notifyAll, wait, wait, wait |
Constructor Detail |
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public NormalInverseFromDensityGen(RandomStream stream, double mu, double sigma, double ueps, int order)
public NormalInverseFromDensityGen(RandomStream stream, NormalDist dist, double ueps, int order)
public NormalInverseFromDensityGen(RandomStream stream, InverseDistFromDensity dist)
Method Detail |
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public double getUepsilon()
public int getOrder()
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SSJ V. labo. |
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