SSJ API Documentation
Stochastic Simulation in Java
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CauchyGen.java
1/*
2 * Class: CauchyGen
3 * Description: random variate generators for the Cauchy distribution
4 * Environment: Java
5 * Software: SSJ
6 * Copyright (C) 2001 Pierre L'Ecuyer and Universite de Montreal
7 * Organization: DIRO, Universite de Montreal
8 * @author
9 * @since
10 *
11 *
12 * Licensed under the Apache License, Version 2.0 (the "License");
13 * you may not use this file except in compliance with the License.
14 * You may obtain a copy of the License at
15 *
16 * http://www.apache.org/licenses/LICENSE-2.0
17 *
18 * Unless required by applicable law or agreed to in writing, software
19 * distributed under the License is distributed on an "AS IS" BASIS,
20 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
21 * See the License for the specific language governing permissions and
22 * limitations under the License.
23 *
24 */
25package umontreal.ssj.randvar;
26
27import umontreal.ssj.rng.*;
28import umontreal.ssj.probdist.*;
29
45public class CauchyGen extends RandomVariateGen {
46 protected double alpha;
47 protected double beta;
48
54 public CauchyGen(RandomStream s, double alpha, double beta) {
55 super(s, new CauchyDist(alpha, beta));
56 setParams(alpha, beta);
57 }
58
64 this(s, 0.0, 1.0);
65 }
66
71 super(s, dist);
72 if (dist != null)
73 setParams(dist.getAlpha(), dist.getBeta());
74 }
75
82 public static double nextDouble(RandomStream s, double alpha, double beta) {
83 return CauchyDist.inverseF(alpha, beta, s.nextDouble());
84 }
85
89 public double getAlpha() {
90 return alpha;
91 }
92
96 public double getBeta() {
97 return beta;
98 }
99
100 protected void setParams(double alpha, double beta) {
101 if (beta <= 0.0)
102 throw new IllegalArgumentException("beta <= 0");
103 this.alpha = alpha;
104 this.beta = beta;
105 }
106}
Extends the class ContinuousDistribution for the Cauchy distribution tjoh95a  (page 299) with locatio...
double inverseF(double u)
Returns the inverse distribution function .
CauchyGen(RandomStream s, CauchyDist dist)
Create a new generator for the distribution dist, using stream s.
CauchyGen(RandomStream s, double alpha, double beta)
Creates a Cauchy random variate generator with parameters.
double getBeta()
Returns the parameter of this object.
double getAlpha()
Returns the parameter of this object.
static double nextDouble(RandomStream s, double alpha, double beta)
Generates a new variate from the Cauchy distribution with parameters &#160;alpha and &#160;beta,...
CauchyGen(RandomStream s)
Creates a Cauchy random variate generator with parameters and , using stream s.
This interface defines the basic structures to handle multiple streams of uniform (pseudo)random numb...
double nextDouble()
Returns a (pseudo)random number from the uniform distribution over the interval , using this stream,...