Class Hyperbolic

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

Valid parameter ranges: alpha > 0 and beta > 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: Non-Universal Rejection. High performance implementation.
This is a port of hyplc.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

    • alpha

      protected double alpha

    • beta

      protected double beta

    • a_setup

      protected double a_setup

    • b_setup

      protected double b_setup

    • x

      protected double x

    • u

      protected double u

    • v

      protected double v

    • e

      protected double e

    • hr

      protected double hr

    • hl

      protected double hl

    • s

      protected double s

    • pm

      protected double pm

    • pr

      protected double pr

    • samb

      protected double samb

    • pmr

      protected double pmr

    • mpa_1

      protected double mpa_1

    • mmb_1

      protected double mmb_1

    • shared

      protected static Hyperbolic shared

  • Constructor Details

    • Hyperbolic

      public Hyperbolic(double alpha, double beta, RandomEngine randomGenerator)
      Constructs a Beta distribution.

  • Method Details

    • nextDouble

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

    • nextDouble

      public double nextDouble(double alpha, double beta)
      Returns a hyperbolic distributed random number; bypasses the internal state.

    • setState

      public void setState(double alpha, double beta)
      Sets the parameters.

    • staticNextDouble

      public static double staticNextDouble(double alpha, double beta)
      Returns a random number from the distribution.

    • 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.