BetaSymmetricalBestGen.java

/*
 * Class:        BetaSymmetricalBestGen
 * Description:  symmetrical beta random variate generators using
                 Devroye's one-liner method.
 * Environment:  Java
 * Software:     SSJ 
 * Copyright (C) 2001  Pierre L'Ecuyer and Universite de Montreal
 * Organization: DIRO, Universite de Montreal
 * @author       Richard Simard
 * @since
 *
 *
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at
 *
 *     http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 *
 */
package umontreal.ssj.randvar;
 
import umontreal.ssj.rng.*;
import umontreal.ssj.probdist.BetaSymmetricalDist;

public class BetaSymmetricalBestGen extends BetaSymmetricalGen {
   private RandomStream stream2;
   private RandomStream stream3;
   private double afactor; // = 1/alpha
   private static final double TWOPI = 2.0 * Math.PI; // = 2 Pi

   public BetaSymmetricalBestGen(RandomStream s1, RandomStream s2, RandomStream s3, double alpha) {
      super(s1, null);
      stream2 = s2;
      stream3 = s3;
      afactor = 1.0 / alpha;
      setParams(alpha, alpha, 0.0, 1.0);
   }

   public BetaSymmetricalBestGen(RandomStream s1, double alpha) {
      this(s1, s1, s1, alpha);
   }

   public BetaSymmetricalBestGen(RandomStream s1, RandomStream s2, RandomStream s3, BetaSymmetricalDist dist) {
      super(s1, dist);
      stream2 = s2;
      stream3 = s3;
      afactor = 1.0 / dist.getAlpha();
      if (dist != null)
         setParams(dist.getAlpha(), dist.getAlpha(), dist.getA(), dist.getB());
   }

   public BetaSymmetricalBestGen(RandomStream s1, BetaSymmetricalDist dist) {
      this(s1, s1, s1, dist);
   }

   public static double nextDouble(RandomStream s1, RandomStream s2, RandomStream s3, double alpha) {
      double cos, temp, v, S;
      cos = Math.cos(TWOPI * s2.nextDouble());
      temp = 1.0 / Math.pow(s1.nextDouble(), 1.0 / alpha) - 1.0;
      v = Math.sqrt(1.0 + 1.0 / (temp * cos * cos));
      S = s3.nextDouble();
      if (S < 0.5)
         return 0.5 - 0.5 / v;
      else
         return 0.5 + 0.5 / v;
   }

   public static double nextDouble(RandomStream s, double alpha) {
      return nextDouble(s, s, s, alpha);
   }
 
   public double nextDouble() {
      // Generates a random number using Devroye's one liner method
      double cos, temp, v, S;
      cos = Math.cos(TWOPI * stream2.nextDouble());
      temp = 1.0 / Math.pow(stream.nextDouble(), afactor) - 1.0;
      v = Math.sqrt(1.0 + 1.0 / (temp * cos * cos));
      S = stream3.nextDouble();
      if (S < 0.5)
         return 0.5 - 0.5 / v;
      else
         return 0.5 + 0.5 / v;
   }

   public RandomStream getStream2() {
      return stream2;
   }

   public RandomStream getStream3() {
      return stream3;
   }
 
}