Class Hyperbolic

All Implemented Interfaces:
Serializable

public class Hyperbolic extends AbstractContinuousDistribution
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.

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
  • Constructor Details

    • Hyperbolic

      public Hyperbolic(double alpha, double beta, MersenneTwisterFast 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.
    • toString

      public String toString()
      Returns a String representation of the receiver.
      Overrides:
      toString in class Object