Package jsl.utilities.random.rvariable

Class GammaRV

java.lang.Object

jsl.utilities.random.rvariable.AbstractRVariable

jsl.utilities.random.rvariable.GammaRV

All Implemented Interfaces:

java.util.function.DoubleSupplier, GetNameIfc, GetValueIfc, IdentityIfc, PreviousValueIfc, RandomIfc, GetRandomNumberStreamIfc, RNStreamControlIfc, SetRandomNumberStreamIfc, NewAntitheticInstanceIfc, RVariableIfc, SampleIfc

public final class GammaRV
extends AbstractRVariable

Gamma(shape, scale) random variable

Nested Class Summary

Nested classes/interfaces inherited from interface jsl.utilities.random.rvariable.RVariableIfc

RVariableIfc.RVType

Field Summary

Fields inherited from class jsl.utilities.random.rvariable.AbstractRVariable

myRNStream

Constructor Summary

Constructors

Constructor	Description
GammaRV(double shape, double scale)
GammaRV(double shape, double scale, int streamNum)
GammaRV(double shape, double scale, RNStreamIfc rng)

Method Summary

Modifier and Type	Method	Description
protected double	generate()
double	getScale()	Gets the scale parameter
double	getShape()	Gets the shape
static RVControls	makeControls()	The keys are "shape" with default value 1.0 and "scale" with default value 1.0
GammaRV	newInstance(RNStreamIfc rng)
double	randomViaAcceptanceRejection()	Provides a random number via the standard acceptance rejection technique see Law and Kelton for the algorithm
java.lang.String	toString()

Methods inherited from class jsl.utilities.random.rvariable.AbstractRVariable

advanceToNextSubstream, getAntitheticOption, getId, getName, getPreviousValue, getRandomNumberStream, getValue, newAntitheticInstance, newInstance, resetStartStream, resetStartSubstream, sample, setAntitheticOption, setName, setPreviousValue, setRandomNumberStream

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Methods inherited from interface jsl.utilities.random.rng.GetRandomNumberStreamIfc

getStreamNumber

Methods inherited from interface jsl.utilities.random.rvariable.RVariableIfc

asDoubleStream, getAsDouble, getSumOfValues, newInstance

Methods inherited from interface jsl.utilities.random.SampleIfc

sample, sample

Methods inherited from interface jsl.utilities.random.rng.SetRandomNumberStreamIfc

setRandomNumberStream

Constructor Detail

GammaRV

public GammaRV(double shape,
               double scale)

GammaRV

public GammaRV(double shape,
               double scale,
               int streamNum)

GammaRV

public GammaRV(double shape,
               double scale,
               RNStreamIfc rng)

Method Detail

newInstance

public GammaRV newInstance(RNStreamIfc rng)

Parameters:

rng - the RNStreamIfc to use

Returns:

a new instance with same parameter value

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object

getShape

public double getShape()

Gets the shape

Returns:

The shape parameter as a double

getScale

public double getScale()

Gets the scale parameter

Returns:

The scale parameter as a double

generate

protected double generate()

Specified by:

generate in class AbstractRVariable

Returns:

the randomly generated variate

makeControls

public static RVControls makeControls()

The keys are "shape" with default value 1.0 and "scale" with default value 1.0

Returns:

a control for Gamma random variables

randomViaAcceptanceRejection

public double randomViaAcceptanceRejection()

Provides a random number via the standard acceptance rejection technique see Law and Kelton for the algorithm

Returns:

double a random number distributed according to the receiver.