Package cern.jet.random

Class ChiSquare

  • All Implemented Interfaces:
    DoubleFunction, IntFunction, java.io.Serializable, java.lang.Cloneable
    public class ChiSquare
extends AbstractContinousDistribution
    ChiSquare distribution; See the math definition and animated definition.
    A special case of the Gamma distribution.

    p(x) = (1/g(f/2)) * (x/2)^(f/2-1) * exp(-x/2) with g(a) being the gamma function and f being the degrees of freedom.

    Valid parameter ranges: freedom > 0.

    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: Ratio of Uniforms with shift.
    High performance implementation. This is a port of RandChiSquare used in CLHEP 1.4.0 (C++). CLHEP's implementation, in turn, is based on chru.c from the C-RAND / WIN-RAND library. C-RAND's implementation, in turn, is based upon

    J.F. Monahan (1987): An algorithm for generating chi random variables, ACM Trans. Math. Software 13, 168-172.

    Version:
    1.0, 09/24/99
    See Also:
    Serialized Form

    • Field Detail

      • freedom

        protected double freedom

      • freedom_in

        private double freedom_in

      • b

        private double b

      • vm

        private double vm

      • vp

        private double vp

      • vd

        private double vd

    • Constructor Detail

      • ChiSquare

        public ChiSquare​(double freedom,
                 RandomEngine randomGenerator)
        Constructs a ChiSquare distribution. Example: freedom=1.0.
        Parameters:
        freedom - degrees of freedom.
        Throws:
        java.lang.IllegalArgumentException - if freedom < 1.0.

    • Method Detail

      • cdf

        public double cdf​(double x)
        Returns the cumulative distribution function.

      • nextDouble

        public double nextDouble​(double freedom)
        Returns a random number from the distribution; bypasses the internal state.
        Parameters:
        freedom - degrees of freedom. It should hold freedom < 1.0.

      • pdf

        public double pdf​(double x)
        Returns the probability distribution function.

      • setState

        public void setState​(double freedom)
        Sets the distribution parameter.
        Parameters:
        freedom - degrees of freedom.
        Throws:
        java.lang.IllegalArgumentException - if freedom < 1.0.

      • staticNextDouble

        public static double staticNextDouble​(double freedom)
        Returns a random number from the distribution.
        Parameters:
        freedom - degrees of freedom.
        Throws:
        java.lang.IllegalArgumentException - if freedom < 1.0.

      • toString

        public java.lang.String toString()
        Returns a String representation of the receiver.
        Overrides:
        toString in class java.lang.Object

      • xstaticSetRandomGenerator

        private static void xstaticSetRandomGenerator​(RandomEngine randomGenerator)
        Sets the uniform random number generated shared by all static methods.
        Parameters:
        randomGenerator - the new uniform random number generator to be shared.