Class InverseTransformSamplingEVDRNG
- java.lang.Object
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- dev.nm.stat.evt.evd.univariate.rng.InverseTransformSamplingEVDRNG
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- 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.
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Constructor Summary
Constructors Constructor 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.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description double
nextDouble()
Get the next randomdouble
.void
seed(long... seeds)
Seed the random number/vector/scenario generator to produce repeatable experiments.
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Constructor Detail
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InverseTransformSamplingEVDRNG
public InverseTransformSamplingEVDRNG(UnivariateEVD dist)
Create an instance with the given extreme value distribution.- Parameters:
dist
- the extreme value distribution
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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 distributionseeds
- the seeds
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Method Detail
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nextDouble
public double nextDouble()
Description copied from interface:RandomNumberGenerator
Get the next randomdouble
.- Specified by:
nextDouble
in interfaceRandomNumberGenerator
- Returns:
- the next random number
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