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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:        RandomVariateGen
 * Description:  base class for all random variate generators over the reals 
 * 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.RandomStream;
import umontreal.iro.lecuyer.probdist.Distribution;

/**
 * This is the base class for all random variate generators over the real line.
 * It specifies the signature of the {@link #nextDouble nextDouble} method, which is
 * normally called to generate a real-valued random variate whose distribution
 * has been previously selected.
 * A random variate generator object can be created simply by invoking the
 * constructor of this class with previously created
 * {@link umontreal.iro.lecuyer.rng.RandomStream RandomStream} and
 * {@link umontreal.iro.lecuyer.probdist.Distribution Distribution}
 * objects, or by invoking the constructor of a subclass.
 * By default, all random variates will be generated via
 * inversion by calling the
 * {@link umontreal.iro.lecuyer.probdist.Distribution#inverseF inverseF}
 * method for the distribution, even though this can be inefficient in some cases.
 * For some of the distributions, there are subclasses with special and
 * more efficient methods to generate the random variates.
 * 
 * 

* For generating many random variates, creating an object and calling * the non-static method is more efficient when the generating algorithm * involves a significant setup. * When no work is done at setup time, the static methods are usually * slightly faster. * */ public class RandomVariateGen { protected RandomStream stream; // the stream used for generating random variates protected Distribution dist; // the distribution used by this generator // This constructor is needed for subclasses with no associated distribution. protected RandomVariateGen() {} /** * Creates a new random variate generator from the * distribution dist, using stream s. * * @param s random stream used for generating uniforms * * @param dist continuous distribution object of the generated values * */ public RandomVariateGen (RandomStream s, Distribution dist) { this.stream = s; this.dist = dist; } /** * Generates a random number from the continuous distribution * contained in this object. * By default, this method uses inversion by calling the * {@link umontreal.iro.lecuyer.probdist.ContinuousDistribution#inverseF inverseF} * method of the distribution object. * Alternative generating methods are provided in subclasses. * * @return the generated value * */ public double nextDouble() { return dist.inverseF (stream.nextDouble()); } /** * Generates n random numbers from the continuous distribution * contained in this object. These numbers are stored in the array v, * starting from index start. * By default, this method calls {@link #nextDouble() nextDouble()} n * times, but one can override it in subclasses for better efficiency. * * @param v array in which the variates will be stored * * @param start starting index, in v, of the new variates * * @param n number of variates to generate * * */ public void nextArrayOfDouble (double[] v, int start, int n) { if (n <= 0) throw new IllegalArgumentException ("n must be positive."); for (int i = 0; i < n; i++) v[start + i] = nextDouble(); } /** * Returns the {@link RandomStream} used by this generator. * * @return the stream associated to this object * */ public RandomStream getStream() { return stream; } /** * Sets the {@link RandomStream} used by this generator to stream. * */ public void setStream (RandomStream stream) { this.stream = stream; } /** * Returns the {@link Distribution} used by this generator. * * @return the distribution associated to that object * */ public Distribution getDistribution() { return dist; } /** * Returns a String containing information about the current generator. * */ public String toString () { if (dist != null) return getClass().getSimpleName() + " with " + dist.toString(); else return getClass().getSimpleName() ; } }





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