Packages

c

scalation.random

HyperExponential

case class HyperExponential(p: Double = .5, mu1: Double = 1, mu2: Double = 2, stream: Int = 0) extends Variate with Product with Serializable

This class generates HyperExponential random variates (two rates). This continuous RV models the time until an event occurs (higher coefficient of variation than exponential distribution).

p

the probability of first vs. second rates

mu1

the first mean (1 / lambda1)

mu2

the second mean (1 / lambda2)

stream

the random number stream

Linear Supertypes
Serializable, Product, Equals, Variate, Error, AnyRef, Any
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  1. HyperExponential
  2. Serializable
  3. Product
  4. Equals
  5. Variate
  6. Error
  7. AnyRef
  8. Any
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Visibility
  1. Public
  2. Protected

Instance Constructors

  1. new HyperExponential(p: Double = .5, mu1: Double = 1, mu2: Double = 2, stream: Int = 0)

    p

    the probability of first vs. second rates

    mu1

    the first mean (1 / lambda1)

    mu2

    the second mean (1 / lambda2)

    stream

    the random number stream

Value Members

  1. def discrete: Boolean

    Determine whether the distribution is discrete or continuous.

    Determine whether the distribution is discrete or continuous.

    Definition Classes
    Variate
  2. final def flaw(method: String, message: String): Unit
    Definition Classes
    Error
  3. def gen: Double

    Determine the next random number for the particular distribution.

    Determine the next random number for the particular distribution.

    Definition Classes
    HyperExponentialVariate
  4. def gen1(z: Double): Double

    Determine the next random number for the particular distribution.

    Determine the next random number for the particular distribution. This version allows one parameter.

    z

    the limit parameter

    Definition Classes
    HyperExponentialVariate
  5. def igen: Int

    Determine the next random integer for the particular distribution.

    Determine the next random integer for the particular distribution. It is only valid for discrete random variates.

    Definition Classes
    Variate
  6. def igen1(z: Double): Int

    Determine the next random integer for the particular distribution.

    Determine the next random integer for the particular distribution. It is only valid for discrete random variates. This version allows one parameter.

    z

    the limit parameter

    Definition Classes
    Variate
  7. val mean: Double

    Precompute the mean for the particular distribution.

    Precompute the mean for the particular distribution.

    Definition Classes
    HyperExponentialVariate
  8. val mu1: Double
  9. val mu2: Double
  10. val p: Double
  11. def pf(z: Double): Double

    Compute the probability function (pf): Either (a) the probability density function (pdf) for continuous RV's or (b) the probability mass function (pmf) for discrete RV's.

    Compute the probability function (pf): Either (a) the probability density function (pdf) for continuous RV's or (b) the probability mass function (pmf) for discrete RV's.

    z

    the mass point whose probability density/mass is sought

    Definition Classes
    HyperExponentialVariate
  12. def pmf(k: Int = 0): Array[Double]

    Return the entire probability mass function (pmf) for finite discrete RV's.

    Return the entire probability mass function (pmf) for finite discrete RV's.

    k

    number of objects of the first type

    Definition Classes
    Variate
  13. def productElementNames: Iterator[String]
    Definition Classes
    Product
  14. def sgen: String

    Determine the next random string for the particular distribution.

    Determine the next random string for the particular distribution. For better random strings, overide this method.

    Definition Classes
    Variate
  15. def sgen1(z: Double): String

    Determine the next random string for the particular distribution.

    Determine the next random string for the particular distribution. For better random strings, overide this method. This version allows one parameter.

    z

    the limit parameter

    Definition Classes
    Variate
  16. val stream: Int