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

Class XiTanLiu2010b

java.lang.Object

com.numericalmethod.suanshu.stats.random.univariate.gamma.XiTanLiu2010b

All Implemented Interfaces:

RandomGammaGenerator, RandomNumberGenerator, java.io.Serializable

public class XiTanLiu2010b
extends java.lang.Object
implements RandomGammaGenerator

Xi, Tan and Liu proposed two simple algorithms to generate gamma random numbers based on the ratio-of-uniforms method and logarithmic transformations of gamma random variable. This implementation is Algorithm 4.1 in the reference. It restricts the range of the shape parameter to be equal to or less than 1. It, however, assumes the scale parameter is always 1. Note that for when the shape parameter < 0.01, it returns numbers in logarithmic scale. Take exp to convert.

See Also:

"B. Xi, K. M. Tan, and C. Liu, "Two New Ratio-of-Uniforms Gamma Random Number Generators," Technical Report #10-03, Purdue University.", Serialized Form

Constructor Summary

Constructors

Constructor and Description
XiTanLiu2010b(double k) Construct a random number generator to sample from the gamma distribution.
XiTanLiu2010b(double k, 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

XiTanLiu2010b

public XiTanLiu2010b(double k,
                     RandomLongGenerator uniform)

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

Parameters:

k - the shape parameter

uniform - a uniform random number generator

XiTanLiu2010b

public XiTanLiu2010b(double k)

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

Parameters:

k - the shape parameter

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