Package sim.util.distribution

Class ChiSquare

java.lang.Object
sim.util.distribution.AbstractDistribution
sim.util.distribution.AbstractContinuousDistribution
sim.util.distribution.ChiSquare
All Implemented Interfaces:
Serializable
public class ChiSquare extends AbstractContinuousDistribution
ChiSquare distribution; See the math definition and animated definition.
A special case of the Gamma distribution.

p(x) = (1/g(f/2)) * (x/2)^(f/2-1) * exp(-x/2) with g(a) being the gamma function and f being the degrees of freedom.

Valid parameter ranges: freedom >= 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: Ratio of Uniforms with shift.
High performance implementation. This is a port of RandChiSquare used in CLHEP 1.4.0 (C++). CLHEP's implementation, in turn, is based on chru.c from the C-RAND / WIN-RAND library. C-RAND's implementation, in turn, is based upon

J.F. Monahan (1987): An algorithm for generating chi random variables, ACM Trans. Math. Software 13, 168-172.

See Also:

  • Field Details

    • freedom

      protected double freedom

  • Constructor Details

    • ChiSquare

      public ChiSquare(double freedom, MersenneTwisterFast randomGenerator)
      Constructs a ChiSquare distribution. Example: freedom=1.0.
      Parameters:
      freedom - degrees of freedom.
      Throws:
      IllegalArgumentException - if freedom < 1.0.

  • Method Details

    • cdf

      public double cdf(double x)
      Returns the cumulative distribution function.

    • nextDouble

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

    • nextDouble

      public double nextDouble(double freedom)
      Returns a random number from the distribution; bypasses the internal state.
      Parameters:
      freedom - degrees of freedom. It should hold freedom < 1.0.

    • pdf

      public double pdf(double x)
      Returns the probability distribution function.

    • setState

      public void setState(double freedom)
      Sets the distribution parameter.
      Parameters:
      freedom - degrees of freedom.
      Throws:
      IllegalArgumentException - if freedom < 1.0.

    • toString

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