dev.nm.stat.evt.evd.univariate.rng

Class InverseTransformSamplingEVDRNG

java.lang.Object

dev.nm.stat.evt.evd.univariate.rng.InverseTransformSamplingEVDRNG

All Implemented Interfaces:

RandomNumberGenerator, Seedable

public class InverseTransformSamplingEVDRNG
extends Object
implements RandomNumberGenerator

Generate random numbers according to a given univariate extreme value distribution, by inverse transform sampling.

Constructor Summary

Constructors

Constructor and Description
InverseTransformSamplingEVDRNG(UnivariateEVD dist) Create an instance with the given extreme value distribution.
InverseTransformSamplingEVDRNG(UnivariateEVD dist, long... seeds) Create an instance with the given extreme value distribution and seeds for this random number generator.

Method Summary

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

Methods inherited from class java.lang.Object

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

Constructor Detail

InverseTransformSamplingEVDRNG

public InverseTransformSamplingEVDRNG(UnivariateEVD dist)

Create an instance with the given extreme value distribution.

Parameters:

dist - the extreme value distribution

InverseTransformSamplingEVDRNG

public InverseTransformSamplingEVDRNG(UnivariateEVD dist,
                                      long... seeds)

Create an instance with the given extreme value distribution and seeds for this random number generator.

Parameters:

dist - the extreme value distribution

seeds - the seeds

Method Detail

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

seed

public void seed(long... seeds)

Description copied from interface: Seedable

Seed the random number/vector/scenario generator to produce repeatable experiments.

Specified by:

seed in interface Seedable

Parameters:

seeds - the seeds