com.numericalmethod.suanshu.stats.random.univariate.gamma

Class KunduGupta2007

java.lang.Object

com.numericalmethod.suanshu.stats.random.univariate.gamma.KunduGupta2007

All Implemented Interfaces:

RandomGammaGenerator, RandomNumberGenerator, java.io.Serializable

public class KunduGupta2007
extends java.lang.Object
implements RandomGammaGenerator

Kundu-Gupta propose a very convenient way to generate gamma random variables using generalized exponential distribution, when the shape parameter lies between 0 and 1. This implementation is Algorithm 3 in the reference.

See Also:

"Debasis Kundu, Rameshwar D. Gupta, "A convenient way of generating gamma random variables using generalized exponential distribution," Computational Statistics & Data Analysis, Volume 51 Issue 6, March, 2007.", Serialized Form

Constructor Summary

Constructors

Constructor and Description
KunduGupta2007(double k, double theta, RandomLongGenerator uniform) Construct a random number generator to sample from the gamma distribution.

Method Summary

Modifier and Type	Method and Description
double	nextDouble() Get the next random double.
void	seed(long... seeds) Seed the random number generator to produce repeatable sequences.

Methods inherited from class java.lang.Object

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

Constructor Detail

KunduGupta2007

public KunduGupta2007(double k,
                      double theta,
                      RandomLongGenerator uniform)

Construct a random number generator to sample from the gamma distribution.

Parameters:

k - the shape parameter

theta - the scale parameter

uniform - a uniform random number generator

Method Detail

seed

public void seed(long... seeds)

Description copied from interface: RandomNumberGenerator

Seed the random number generator to produce repeatable sequences.

Specified by:

seed in interface RandomNumberGenerator

Parameters:

seeds - the seeds

nextDouble

public double nextDouble()

Description copied from interface: RandomNumberGenerator

Get the next random double.

Specified by:

nextDouble in interface RandomNumberGenerator

Returns:

the next random number