cern.jet.random
Class ExponentialPower

java.lang.Object
  extended by cern.colt.PersistentObject
      extended by cern.jet.random.AbstractDistribution
          extended by cern.jet.random.AbstractContinousDistribution
              extended by cern.jet.random.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.

Author:
wolfgang.hoschek@cern.ch
See Also:
Serialized Form

Field Summary
protected static ExponentialPower shared
           
protected  double tau
           
 
Fields inherited from class cern.jet.random.AbstractDistribution
randomGenerator
 
Fields inherited from class cern.colt.PersistentObject
serialVersionUID
 
Constructor Summary
ExponentialPower(double tau, RandomEngine randomGenerator)
          Constructs an Exponential Power distribution.
 
Method Summary
 double nextDouble()
          Returns a random number from the distribution.
 double nextDouble(double tau)
          Returns a random number from the distribution; bypasses the internal state.
 void setState(double tau)
          Sets the distribution parameter.
static double staticNextDouble(double tau)
          Returns a random number from the distribution.
 java.lang.String toString()
          Returns a String representation of the receiver.
 
Methods inherited from class cern.jet.random.AbstractDistribution
apply, apply, clone, getRandomGenerator, makeDefaultGenerator, nextInt, setRandomGenerator
 
Methods inherited from class java.lang.Object
equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait
 

Field Detail

tau

protected double tau

shared

protected static ExponentialPower shared
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()
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:
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