AcceptanceRejectionRV

constructor(proposalDistribution: ContinuousDistributionIfc, majorizingConstant: Double, pdf: PDFIfc, streamNum: Int = 0, streamProvider: RNStreamProviderIfc = KSLRandom.DefaultRNStreamProvider, name: String? = null)

Parameters

proposalDistribution

the proposal distribution for generating variates that could be rejected

majorizingConstant

the majorizing constant for the rejection process

pdf

the PDF from which random variates are needed

streamNum

the random number stream number, defaults to 0, which means the next stream

streamProvider

the provider of random number streams, defaults to KSLRandom.DefaultRNStreamProvider

name

an optional name