Class VonMises

java.lang.Object
cern.colt.PersistentObject
cern.jet.random.AbstractDistribution
cern.jet.random.AbstractContinousDistribution
cern.jet.random.VonMises
All Implemented Interfaces:
DoubleFunction, IntFunction, Serializable, Cloneable
public class VonMises extends AbstractContinousDistribution
Von Mises distribution.

Valid parameter ranges: k > 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: Acceptance Rejection.
This is a port of mwc.c from the C-RAND / WIN-RAND library. C-RAND's implementation, in turn, is based upon

D.J. Best, N.I. Fisher (1979): Efficient simulation of the von Mises distribution, Appl. Statist. 28, 152-157.

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

  • Field Details

    • my_k

      protected double my_k

    • k_set

      private double k_set

    • tau

      private double tau

    • rho

      private double rho

    • r

      private double r

    • shared

      protected static VonMises shared

  • Constructor Details

  • Method Details

    • nextDouble

      public double nextDouble()
      Returns a random number from the distribution.
      Specified by:
      nextDouble in class AbstractDistribution

    • nextDouble

      public double nextDouble(double k)
      Returns a random number from the distribution; bypasses the internal state.
      Throws:
      IllegalArgumentException - if k <= 0.0.

    • setState

      public void setState(double k)
      Sets the distribution parameter.
      Throws:
      IllegalArgumentException - if k <= 0.0.

    • staticNextDouble

      public static double staticNextDouble(double freedom)
      Returns a random number from the distribution.
      Throws:
      IllegalArgumentException - if k <= 0.0.

    • toString

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