Package cern.jet.random

Class ExponentialPower

  • All Implemented Interfaces:
    DoubleFunction, IntFunction, java.io.Serializable, java.lang.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
    See Also:
    Serialized Form

    • Field Detail

      • tau

        protected double tau

      • s

        private double s

      • sm1

        private double sm1

      • tau_set

        private double tau_set

    • Constructor Detail

      • ExponentialPower

        public ExponentialPower​(double tau,
                        RandomEngine randomGenerator)
        Constructs an Exponential Power distribution. Example: tau=1.0.
        Throws:
        java.lang.IllegalArgumentException - if tau < 1.0.

    • Method Detail

      • nextDouble

        public double nextDouble​(double tau)
        Returns a random number from the distribution; bypasses the internal state.
        Throws:
        java.lang.IllegalArgumentException - if tau < 1.0.

      • setState

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

      • staticNextDouble

        public static double staticNextDouble​(double tau)
        Returns a random number from the distribution.
        Throws:
        java.lang.IllegalArgumentException - if tau < 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.