BetaSymmetricalPolarGen.java

/*
 * Class:        BetaSymmetricalPolarGen
 * Description:  symmetrical beta random variate generators using
                 Ulrich's polar 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 BetaSymmetricalPolarGen extends BetaSymmetricalGen {
   private double afactor; // = 2/(2*alpha - 1)
   private RandomStream stream2;

   public BetaSymmetricalPolarGen(RandomStream s1, RandomStream s2, double alpha) {
      super(s1, null);
      stream2 = s2;
      if (alpha <= 0.5)
         throw new IllegalArgumentException("  must have alpha > 1/2");
      afactor = 2.0 / (2.0 * alpha - 1.0);
      setParams(alpha, alpha, 0.0, 1.0);
   }

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

   public BetaSymmetricalPolarGen(RandomStream s1, RandomStream s2, BetaSymmetricalDist dist) {
      super(s1, dist);
      stream2 = s2;
      double alp = dist.getAlpha();
      if (alp <= 0.5)
         throw new IllegalArgumentException("  must have alpha > 1/2");
      afactor = 2.0 / (2.0 * dist.getAlpha() - 1.0);
      setParams(alp, alp, 0.0, 1.0);
   }

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

   public static double nextDouble(RandomStream s1, RandomStream s2, double alpha) {
      double u, v, S;
      do {
         u = s1.nextDouble();
         v = -1.0 + 2.0 * s2.nextDouble();
         S = u * u + v * v;
      } while (S > 1.0);
      return 0.5 + u * v / S * Math.sqrt(1.0 - Math.pow(S, 2.0 / (2.0 * alpha - 1.0)));
   }

   public static double nextDouble(RandomStream s, double alpha) {
      return nextDouble(s, s, alpha);
   }
 
   public double nextDouble() {
      // Generates a random number using Ulrich's polar method.
      double u, v, S;
      do {
         u = stream.nextDouble();
         v = -1.0 + 2.0 * stream2.nextDouble();
         S = u * u + v * v;
      } while (S > 1.0);
      return 0.5 + u * v / S * Math.sqrt(1.0 - Math.pow(S, afactor));
   }

   public RandomStream getStream2() {
      return stream2;
   }
 
}