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
See Also:

  • Field Details

    • tau

      protected double tau

    • s

      private double s

    • sm1

      private double sm1

    • tau_set

      private double tau_set

    • shared

      protected static ExponentialPower shared

  • Constructor Details

    • ExponentialPower

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

  • Method Details

    • 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

    • 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.