Class Distributions
- All Implemented Interfaces:
Serializable
About this class:
Example usage:
cern.jet.random.engine.MersenneTwisterFast generator; generator = new cern.jet.random.engine.MersenneTwister(new java.util.Date()); //generator = new edu.cornell.lassp.houle.RngPack.Ranecu(new java.util.Date()); //generator = new edu.cornell.lassp.houle.RngPack.Ranmar(new java.util.Date()); //generator = new edu.cornell.lassp.houle.RngPack.Ranlux(new java.util.Date()); //generator = AbstractDistribution.makeDefaultGenerator(); for (int i=1000000; --i >=0; ) { int cauchy = Distributions.nextCauchy(generator); ... }
- See Also:
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Constructor Summary
ModifierConstructorDescriptionprotected
Makes this class non instantiable, but still let's others inherit from it. -
Method Summary
Modifier and TypeMethodDescriptionstatic double
geometricPdf
(int k, double p) Returns a random number under the discrete geometric distribution.static double
nextBurr1
(double r, int nr, MersenneTwisterFast randomGenerator) Returns a random number from the Burr II, VII, VIII, X Distributions.static double
nextBurr2
(double r, double k, int nr, MersenneTwisterFast randomGenerator) Returns a random number from the Burr III, IV, V, VI, IX, XII distributions.static double
nextCauchy
(MersenneTwisterFast randomGenerator) Returns a cauchy distributed random number from the standard Cauchy distribution C(0,1).static double
nextErlang
(double variance, double mean, MersenneTwisterFast randomGenerator) Returns an erlang distributed random number with the given variance and mean.static int
nextGeometric
(double p, MersenneTwisterFast randomGenerator) Returns a discrete geometric distributed random number; Definition.static double
nextLambda
(double l3, double l4, MersenneTwisterFast randomGenerator) Returns a lambda distributed random number with parameters l3 and l4.static double
nextLaplace
(MersenneTwisterFast randomGenerator) Returns a Laplace (Double Exponential) distributed random number from the standard Laplace distribution L(0,1).static double
nextLogistic
(MersenneTwisterFast randomGenerator) Returns a random number from the standard Logistic distribution Log(0,1).static double
nextPowLaw
(double alpha, double cut, MersenneTwisterFast randomGenerator) Returns a power-law distributed random number with the given exponent and lower cutoff.static double
nextTriangular
(double min, double mode, double max, MersenneTwisterFast random) Returns a random number from the Triangular distribution with a given min, max, and mode (peak).static double
nextTriangular
(MersenneTwisterFast randomGenerator) Returns a random number from the standard Triangular distribution in (-1,1).static double
nextWeibull
(double alpha, double beta, MersenneTwisterFast randomGenerator) Returns a weibull distributed random number.static int
nextZipfInt
(double z, MersenneTwisterFast randomGenerator) Returns a zipfian distributed random number with the given skew.
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Constructor Details
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Distributions
protected Distributions()Makes this class non instantiable, but still let's others inherit from it.
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Method Details
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geometricPdf
public static double geometricPdf(int k, double p) Returns a random number under the discrete geometric distribution.p(k) = p * (1-p)^k for k >= 0.
- Parameters:
k
- the argument to the probability distribution function.p
- the parameter of the probability distribution function.
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nextBurr1
Returns a random number from the Burr II, VII, VIII, X Distributions.Implementation: Inversion method. This is a port of burr1.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.
- Parameters:
r
- must be > 0.nr
- the number of the burr distribution (e.g. 2,7,8,10).
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nextBurr2
Returns a random number from the Burr III, IV, V, VI, IX, XII distributions.Implementation: Inversion method. This is a port of burr2.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.
- Parameters:
r
- must be > 0.k
- must be > 0.nr
- the number of the burr distribution (e.g. 3,4,5,6,9,12).
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nextCauchy
Returns a cauchy distributed random number from the standard Cauchy distribution C(0,1). math definition and animated definition.p(x) = 1/ (mean*pi * (1+(x/mean)^2)).
Implementation: This is a port of cin.c from the C-RAND / WIN-RAND library.
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nextErlang
Returns an erlang distributed random number with the given variance and mean. -
nextGeometric
Returns a discrete geometric distributed random number; Definition.p(k) = p * (1-p)^k for k >= 0.
Implementation: Inversion method. This is a port of geo.c from the C-RAND / WIN-RAND library.
- Parameters:
p
- must satisfy 0 < p < 1.
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nextLambda
Returns a lambda distributed random number with parameters l3 and l4.Implementation: Inversion method. This is a port of lamin.c from the C-RAND / WIN-RAND library. C-RAND's implementation, in turn, is based upon
J.S. Ramberg, B:W. Schmeiser (1974): An approximate method for generating asymmetric variables, Communications ACM 17, 78-82.
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nextLaplace
Returns a Laplace (Double Exponential) distributed random number from the standard Laplace distribution L(0,1).Implementation: Inversion method. This is a port of lapin.c from the C-RAND / WIN-RAND library.
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nextLogistic
Returns a random number from the standard Logistic distribution Log(0,1).Implementation: Inversion method. This is a port of login.c from the C-RAND / WIN-RAND library.
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nextPowLaw
Returns a power-law distributed random number with the given exponent and lower cutoff.- Parameters:
alpha
- the exponentcut
- the lower cutoff
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nextTriangular
Returns a random number from the standard Triangular distribution in (-1,1).Implementation: Inversion method. This is a port of tra.c from the C-RAND / WIN-RAND library.
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nextTriangular
public static double nextTriangular(double min, double mode, double max, MersenneTwisterFast random) Returns a random number from the Triangular distribution with a given min, max, and mode (peak). It is required that the min <= mode <= max, or a RuntimeException will likely occur. -
nextWeibull
Returns a weibull distributed random number. Polar method. See Simulation, Modelling invalid input: '&' Analysis by Law invalid input: '&' Kelton, pp259 -
nextZipfInt
Returns a zipfian distributed random number with the given skew.Algorithm from page 551 of: Devroye, Luc (1986) `Non-uniform random variate generation', Springer-Verlag: Berlin. ISBN 3-540-96305-7 (also 0-387-96305-7)
- Parameters:
z
- the skew of the distribution (must be >1.0).
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