cern.jet.random.tdouble
Class ExponentialPower

java.lang.Object
  cern.colt.PersistentObject
      cern.jet.random.tdouble.AbstractDoubleDistribution
          cern.jet.random.tdouble.AbstractContinousDoubleDistribution
              cern.jet.random.tdouble.ExponentialPower

All Implemented Interfaces:

DoubleFunction, IntFunction, Serializable, Cloneable

public class ExponentialPower
extends AbstractContinousDoubleDistribution

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

Author:

wolfgang.hoschek@cern.ch

See Also:

Serialized Form

Field Summary

Fields inherited from class cern.colt.PersistentObject

serialVersionUID

Constructor Summary

ExponentialPower(double tau, DoubleRandomEngine 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.
String	toString() Returns a String representation of the receiver.

Methods inherited from class cern.jet.random.tdouble.AbstractDoubleDistribution

apply, apply, clone, makeDefaultGenerator, nextInt

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

ExponentialPower

public ExponentialPower(double tau,
                        DoubleRandomEngine randomGenerator)

Constructs an Exponential Power distribution. Example: tau=1.0.

Throws:

IllegalArgumentException - if tau < 1.0.

Method Detail

nextDouble

public double nextDouble()

Returns a random number from the distribution.

Specified by:

nextDouble in class AbstractDoubleDistribution

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