cern.jet.random

Class ExponentialPower

java.lang.Object

cern.colt.PersistentObject

cern.jet.random.AbstractDistribution

cern.jet.random.AbstractContinousDistribution

cern.jet.random.ExponentialPower

All Implemented Interfaces:

DoubleFunction, IntFunction, Serializable, Cloneable

public class ExponentialPower
extends AbstractContinousDistribution

Exponential Power distribution.

Valid parameter ranges: tau >= 1.

Instance methods operate on a user supplied uniform random number generator; they are unsynchronized.

Static methods operate on a default uniform random number generator; they are synchronized.

Implementation:

Method: Non-universal rejection method for logconcave densities.

This is a port of epd.c from the C-RAND / WIN-RAND library. C-RAND's implementation, in turn, is based upon

L. Devroye (1986): Non-Uniform Random Variate Generation , Springer Verlag, New York.

Version:

1.0, 09/24/99

Author:

wolfgang.hoschek@cern.ch

See Also:

Serialized Form

Field Summary

Fields

Modifier and Type	Field and Description
protected static ExponentialPower	shared
protected double	tau

Fields inherited from class cern.jet.random.AbstractDistribution

randomGenerator

Fields inherited from class cern.colt.PersistentObject

serialVersionUID

Constructor Summary

Constructors

Constructor and Description
ExponentialPower(double tau, RandomEngine randomGenerator) Constructs an Exponential Power distribution.

Method Summary

Methods

Modifier and Type	Method and Description
double	nextDouble() Returns a random number from the distribution.
double	nextDouble(double tau) Returns a random number from the distribution; bypasses the internal state.
void	setState(double tau) Sets the distribution parameter.
static double	staticNextDouble(double tau) Returns a random number from the distribution.
String	toString() Returns a String representation of the receiver.

Methods inherited from class cern.jet.random.AbstractDistribution

apply, apply, clone, getRandomGenerator, makeDefaultGenerator, nextInt, setRandomGenerator

Methods inherited from class java.lang.Object

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

Field Detail

tau

protected double tau

shared

protected static ExponentialPower shared

Constructor Detail

ExponentialPower

public ExponentialPower(double tau,
                RandomEngine randomGenerator)

Constructs an Exponential Power distribution. Example: tau=1.0.

Throws:

IllegalArgumentException - if tau < 1.0.

Method Detail

nextDouble

public double nextDouble()

Returns a random number from the distribution.

Specified by:

nextDouble in class AbstractDistribution

nextDouble

public double nextDouble(double tau)

Returns a random number from the distribution; bypasses the internal state.

Throws:

IllegalArgumentException - if tau < 1.0.

setState

public void setState(double tau)

Sets the distribution parameter.

Throws:

IllegalArgumentException - if tau < 1.0.

staticNextDouble

public static double staticNextDouble(double tau)

Returns a random number from the distribution.

Throws:

IllegalArgumentException - if tau < 1.0.

toString

public String toString()

Returns a String representation of the receiver.

Overrides:

toString in class Object