Class Distributions
About this class:
Example usage:
cern.jet.random.engine.RandomEngine generator;
generator = new cern.jet.random.engine.MersenneTwister(new java.util.Date());
//generator = new edu.cornell.lassp.houle.RngPack.Ranecu(new java.util.Date());
//generator = new edu.cornell.lassp.houle.RngPack.Ranmar(new java.util.Date());
//generator = new edu.cornell.lassp.houle.RngPack.Ranlux(new java.util.Date());
//generator = AbstractDistribution.makeDefaultGenerator();
for (int i=1000000; --i >=0; ) {
int cauchy = Distributions.nextCauchy(generator);
...
}
- Version:
- 1.0, 09/24/99
- See Also:
-
Constructor Summary
ConstructorsModifierConstructorDescriptionprotectedMakes this class non instantiable, but still let's others inherit from it. -
Method Summary
Modifier and TypeMethodDescriptionstatic doublegeometricPdf(int k, double p) Returns the probability distribution function of the discrete geometric distribution.static doublenextBurr1(double r, int nr, RandomEngine randomGenerator) Returns a random number from the Burr II, VII, VIII, X Distributions.static doublenextBurr2(double r, double k, int nr, RandomEngine randomGenerator) Returns a random number from the Burr III, IV, V, VI, IX, XII distributions.static doublenextCauchy(RandomEngine randomGenerator) Returns a cauchy distributed random number from the standard Cauchy distribution C(0,1).static doublenextErlang(double variance, double mean, RandomEngine randomGenerator) Returns an erlang distributed random number with the given variance and mean.static intnextGeometric(double p, RandomEngine randomGenerator) Returns a discrete geometric distributed random number; Definition.static doublenextLambda(double l3, double l4, RandomEngine randomGenerator) Returns a lambda distributed random number with parameters l3 and l4.static doublenextLaplace(RandomEngine randomGenerator) Returns a Laplace (Double Exponential) distributed random number from the standard Laplace distribution L(0,1).static doublenextLogistic(RandomEngine randomGenerator) Returns a random number from the standard Logistic distribution Log(0,1).static doublenextPowLaw(double alpha, double cut, RandomEngine randomGenerator) Returns a power-law distributed random number with the given exponent and lower cutoff.static doublenextTriangular(RandomEngine randomGenerator) Returns a random number from the standard Triangular distribution in (-1,1).static doublenextWeibull(double alpha, double beta, RandomEngine randomGenerator) Returns a weibull distributed random number.static intnextZipfInt(double z, RandomEngine randomGenerator) Returns a zipfian distributed random number with the given skew.
-
Constructor Details
-
Distributions
protected Distributions()Makes this class non instantiable, but still let's others inherit from it.
-
-
Method Details
-
geometricPdf
public static double geometricPdf(int k, double p) Returns the probability distribution function of the discrete geometric distribution.p(k) = p * (1-p)^k for k >= 0.
- Parameters:
k- the argument to the probability distribution function.p- the parameter of the probability distribution function.
-
nextBurr1
Returns a random number from the Burr II, VII, VIII, X Distributions.Implementation: Inversion method. This is a port of burr1.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.
- Parameters:
r- must be > 0.nr- the number of the burr distribution (e.g. 2,7,8,10).
-
nextBurr2
Returns a random number from the Burr III, IV, V, VI, IX, XII distributions.Implementation: Inversion method. This is a port of burr2.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.
- Parameters:
r- must be > 0.k- must be > 0.nr- the number of the burr distribution (e.g. 3,4,5,6,9,12).
-
nextCauchy
Returns a cauchy distributed random number from the standard Cauchy distribution C(0,1). math definition and animated definition.p(x) = 1/ (mean*pi * (1+(x/mean)^2)).
Implementation: This is a port of cin.c from the C-RAND / WIN-RAND library.
-
nextErlang
Returns an erlang distributed random number with the given variance and mean. -
nextGeometric
Returns a discrete geometric distributed random number; Definition.p(k) = p * (1-p)^k for k >= 0.
Implementation: Inversion method. This is a port of geo.c from the C-RAND / WIN-RAND library.
- Parameters:
p- must satisfy 0 < p < 1.
-
nextLambda
Returns a lambda distributed random number with parameters l3 and l4.Implementation: Inversion method. This is a port of lamin.c from the C-RAND / WIN-RAND library. C-RAND's implementation, in turn, is based upon
J.S. Ramberg, B:W. Schmeiser (1974): An approximate method for generating asymmetric variables, Communications ACM 17, 78-82.
-
nextLaplace
Returns a Laplace (Double Exponential) distributed random number from the standard Laplace distribution L(0,1).Implementation: Inversion method. This is a port of lapin.c from the C-RAND / WIN-RAND library.
-
nextLogistic
Returns a random number from the standard Logistic distribution Log(0,1).Implementation: Inversion method. This is a port of login.c from the C-RAND / WIN-RAND library.
-
nextPowLaw
Returns a power-law distributed random number with the given exponent and lower cutoff.- Parameters:
alpha- the exponentcut- the lower cutoff
-
nextTriangular
Returns a random number from the standard Triangular distribution in (-1,1).Implementation: Inversion method. This is a port of tra.c from the C-RAND / WIN-RAND library.
-
nextWeibull
Returns a weibull distributed random number. Polar method. See Simulation, Modelling invalid input: '&' Analysis by Law invalid input: '&' Kelton, pp259 -
nextZipfInt
Returns a zipfian distributed random number with the given skew.Algorithm from page 551 of: Devroye, Luc (1986) `Non-uniform random variate generation', Springer-Verlag: Berlin. ISBN 3-540-96305-7 (also 0-387-96305-7)
- Parameters:
z- the skew of the distribution (must be >1.0).
-