Package sim.util.distribution

Class Poisson

java.lang.Object
sim.util.distribution.AbstractDistribution
sim.util.distribution.AbstractDiscreteDistribution
sim.util.distribution.Poisson
All Implemented Interfaces:
Serializable
public class Poisson extends AbstractDiscreteDistribution
Poisson distribution (quick); See the math definition and animated definition.

p(k) = (mean^k / k!) * exp(-mean) for k >= 0.

Valid parameter ranges: mean > 0. Note: if mean <= 0.0 then always returns zero.

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: High performance implementation. Patchwork Rejection/Inversion method.

This is a port of pprsc.c from the C-RAND / WIN-RAND library. C-RAND's implementation, in turn, is based upon

H. Zechner (1994): Efficient sampling from continuous and discrete unimodal distributions, Doctoral Dissertation, 156 pp., Technical University Graz, Austria.

Also see

Stadlober E., H. Zechner (1999), The patchwork rejection method for sampling from unimodal distributions, to appear in ACM Transactions on Modelling and Simulation.

See Also:

  • Field Summary

    Fields
    Modifier and Type
    Field
    Description
    protected double
    c_pm
     
    protected double
    dl
     
    protected double
    dr
     
    protected double
    f1
     
    protected double
    f2
     
    protected double
    f4
     
    protected double
    f5
     
    protected int
    k1
     
    protected int
    k2
     
    protected int
    k4
     
    protected int
    k5
     
    protected double
    l_my
     
    protected double
    ll
     
    protected int
    llll
     
    protected double
    lr
     
    protected int
    m
     
    protected double
    mean
     
    protected static final double
    MEAN_MAX
     
    protected double
    my_last
     
    protected double
    my_old
     
    protected double
    p
     
    protected double
    p0
     
    protected double
    p1
     
    protected double
    p2
     
    protected double
    p3
     
    protected double
    p4
     
    protected double
    p5
     
    protected double
    p6
     
    protected double[]
    pp
     
    protected double
    q
     
    protected double
    r1
     
    protected double
    r2
     
    protected double
    r4
     
    protected double
    r5
     
    protected static final double
    SWITCH_MEAN
     

    Fields inherited from class sim.util.distribution.AbstractDistribution

    randomGenerator

  • Constructor Summary

    Constructors
    Constructor
    Description
    Poisson(double mean, MersenneTwisterFast randomGenerator)
    Constructs a poisson distribution.

  • Method Summary

    Modifier and Type
    Method
    Description
    double
    cdf(int k)
    Returns the cumulative distribution function.
    int
    nextInt()
    Returns a random number from the distribution.
    int
    nextInt(double theMean)
    Returns a random number from the distribution; bypasses the internal state.
    double
    pdf(int k)
    Returns the probability distribution function.
    void
    setMean(double mean)
    Sets the mean.
    String
    toString()
    Returns a String representation of the receiver.

    Methods inherited from class sim.util.distribution.AbstractDiscreteDistribution

    nextDouble

    Methods inherited from class sim.util.distribution.AbstractDistribution

    apply, apply, getRandomGenerator, setRandomGenerator

    Methods inherited from class java.lang.Object

    clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

  • Field Details

    • mean

      protected double mean

    • my_old

      protected double my_old

    • p

      protected double p

    • q

      protected double q

    • p0

      protected double p0

    • pp

      protected double[] pp

    • llll

      protected int llll

    • my_last

      protected double my_last

    • ll

      protected double ll

    • k2

      protected int k2

    • k4

      protected int k4

    • k1

      protected int k1

    • k5

      protected int k5

    • dl

      protected double dl

    • dr

      protected double dr

    • r1

      protected double r1

    • r2

      protected double r2

    • r4

      protected double r4

    • r5

      protected double r5

    • lr

      protected double lr

    • l_my

      protected double l_my

    • c_pm

      protected double c_pm

    • f1

      protected double f1

    • f2

      protected double f2

    • f4

      protected double f4

    • f5

      protected double f5

    • p1

      protected double p1

    • p2

      protected double p2

    • p3

      protected double p3

    • p4

      protected double p4

    • p5

      protected double p5

    • p6

      protected double p6

    • m

      protected int m

    • MEAN_MAX

      protected static final double MEAN_MAX
      See Also:

    • SWITCH_MEAN

      protected static final double SWITCH_MEAN
      See Also:

  • Constructor Details

    • Poisson

      public Poisson(double mean, MersenneTwisterFast randomGenerator)
      Constructs a poisson distribution. Example: mean=1.0.

  • Method Details

    • cdf

      public double cdf(int k)
      Returns the cumulative distribution function.

    • nextInt

      public int nextInt()
      Returns a random number from the distribution.
      Specified by:
      nextInt in class AbstractDiscreteDistribution

    • nextInt

      public int nextInt(double theMean)
      Returns a random number from the distribution; bypasses the internal state.

    • pdf

      public double pdf(int k)
      Returns the probability distribution function.

    • setMean

      public void setMean(double mean)
      Sets the mean.

    • toString

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