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SSJ is a Java library for stochastic simulation, developed under the direction of Pierre L'Ecuyer, in the Département d'Informatique et de Recherche Opérationnelle (DIRO), at the Université de Montréal. It provides facilities for generating uniform and nonuniform random variates, computing different measures related to probability distributions, performing goodness-of-fit tests, applying quasi-Monte Carlo methods, collecting (elementary) statistics, and programming discrete-event simulations with both events and processes.

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/*
 * Class:        ErlangGen
 * Description:  random variate generators for the Erlang distribution
 * Environment:  Java
 * Software:     SSJ 
 * Copyright (C) 2001  Pierre L'Ecuyer and Université de Montréal
 * Organization: DIRO, Université de Montréal
 * @author       
 * @since

 * SSJ is free software: you can redistribute it and/or modify it under
 * the terms of the GNU General Public License (GPL) as published by the
 * Free Software Foundation, either version 3 of the License, or
 * any later version.

 * SSJ is distributed in the hope that it will be useful,
 * but WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 * GNU General Public License for more details.

 * A copy of the GNU General Public License is available at
   GPL licence site.
 */

package umontreal.iro.lecuyer.randvar;
import umontreal.iro.lecuyer.rng.*;
import umontreal.iro.lecuyer.probdist.*;


/**
 * This class implements random variate generators for the Erlang 
 * distribution with parameters k > 0 and 
 * λ > 0.
 * This Erlang random variable is the sum of k exponentials with 
 * parameter λ and has mean k/λ.
 * 
 * 

* The (non-static) nextDouble method simply calls inverseF on the * distribution. * */ public class ErlangGen extends GammaGen { protected int k = -1; /** * Creates an Erlang random variate generator with parameters * k and λ = lambda, * using stream s. * */ public ErlangGen (RandomStream s, int k, double lambda) { super (s, new ErlangDist(k, lambda)); setParams (k, lambda); } /** * Creates an Erlang random variate generator with parameters * k and * λ = 1, using stream s. * */ public ErlangGen (RandomStream s, int k) { this (s, k, 1.0); } /** * Creates a new generator for the distribution dist * and stream s. * */ public ErlangGen (RandomStream s, ErlangDist dist) { super (s, dist); if (dist != null) setParams (dist.getK(), dist.getLambda()); } /** * Generates a new variate from the Erlang distribution with * parameters k = k and λ = lambda, * using stream s. * */ public static double nextDouble (RandomStream s, int k, double lambda) { return ErlangDist.inverseF (k, lambda, 15, s.nextDouble()); } /** * Returns the parameter k of this object. * * */ public int getK() { return k; } /** * Sets the parameter k and λ of this object. * */ protected void setParams (int k, double lambda) { if (lambda <= 0.0) throw new IllegalArgumentException ("lambda <= 0"); if (k <= 0) throw new IllegalArgumentException ("k <= 0"); this.lambda = lambda; this.k = k; } }





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