Class ExponentialPower

All Implemented Interfaces:
Serializable

public class ExponentialPower extends AbstractContinuousDistribution
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.

See Also:
  • Field Details

    • tau

      protected double tau
  • Constructor Details

  • Method Details

    • nextDouble

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

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